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DaVita Inc. DVA

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T03:05:35.815Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003533196Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:05:35.346470+00:00

Share price$183.50
1D+2.4%
AH$178$179$181$182$1845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDVA
Sold putSold callAH

DaVita Inc. options

Live interpolated DVA call and put midpoint premiums by absolute delta.DaVita Inc.$0.82$4.00$7.17$10.35$13.53$166.80$174.93$183.05$191.18$199.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DVA spot · $183.50DVA PRICE$1.16$1.55$1.96$2.40$2.85$3.30$3.89$4.52$5.14$5.77$6.78$7.90$9.01$1.38$1.89$2.46$3.03$3.65$4.29$4.93$5.77$6.98$8.18$9.53$11.08$12.62
PutsCheap0.88×
CallsCheap0.79×
SkewBearish+7.54 pp
Implied moveBearish±$8.83
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ193.0035.4%5.8%174.1241.5%5.9%
25Δ191.3036.1%5.1%176.0741.5%5.1%
30Δ189.6536.5%4.4%177.7242.1%4.5%
35Δ188.1836.0%3.9%179.3842.6%3.9%
40Δ186.7235.4%3.3%180.9542.3%3.4%
45Δ185.2534.8%2.8%182.4841.6%2.9%
50Δ183.9734.4%2.4%184.0140.9%2.4%
55Δ182.7334.0%2.0%185.6140.8%2.0%
60Δ181.5033.7%1.7%187.3241.8%1.7%
65Δ180.2633.3%1.4%189.0442.9%1.4%
70Δ178.8133.4%1.1%190.9043.4%1.2%
75Δ177.3033.5%0.9%192.9343.4%0.9%
80Δ175.8033.7%0.7%194.9643.3%0.6%

20Δ

Calls
Pseudo strike
193.00
IV
35.4%
B/E move
5.8%
Puts
Pseudo strike
174.12
IV
41.5%
B/E move
5.9%

25Δ

Calls
Pseudo strike
191.30
IV
36.1%
B/E move
5.1%
Puts
Pseudo strike
176.07
IV
41.5%
B/E move
5.1%

30Δ

Calls
Pseudo strike
189.65
IV
36.5%
B/E move
4.4%
Puts
Pseudo strike
177.72
IV
42.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
188.18
IV
36.0%
B/E move
3.9%
Puts
Pseudo strike
179.38
IV
42.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
186.72
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
180.95
IV
42.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
185.25
IV
34.8%
B/E move
2.8%
Puts
Pseudo strike
182.48
IV
41.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
183.97
IV
34.4%
B/E move
2.4%
Puts
Pseudo strike
184.01
IV
40.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
182.73
IV
34.0%
B/E move
2.0%
Puts
Pseudo strike
185.61
IV
40.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
181.50
IV
33.7%
B/E move
1.7%
Puts
Pseudo strike
187.32
IV
41.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
180.26
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
189.04
IV
42.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
178.81
IV
33.4%
B/E move
1.1%
Puts
Pseudo strike
190.90
IV
43.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
177.30
IV
33.5%
B/E move
0.9%
Puts
Pseudo strike
192.93
IV
43.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
175.80
IV
33.7%
B/E move
0.7%
Puts
Pseudo strike
194.96
IV
43.3%
B/E move
0.6%

Options history

IV · four-Friday blend38.05%
Daily EOD
DVA37.3%43.0%48.8%2026-10-19: 40.84%2026-10-20: 43.29%2026-10-21: 43.99%2026-10-22: 45.05%2026-10-23: 44.84%2026-10-26: 45.65%2026-10-27: 46.01%2026-10-28: 45.63%2026-10-29: 47.97%2026-10-30: 38.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.84%
43.29%
43.99%
45.05%
44.84%
45.65%
46.01%
45.63%
47.97%
38.05%