Share price$186.10
1D+5.5%
Sold putSold callAH
DaVita Inc. DVA
i
Market datapartial · fetched 2026-10-22T20:09:43.064Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:00:04.13667235Z
FundamentalsAlpha Vantage · unavailable
DaVita Inc. options
PutsFair1.01×
CallsExpensive1.42×
SkewBearish+0.29 pp
Implied moveBearish±$22.56
TiltBearish9.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 213.48 | 51.4% | 16.2% | 165.71 | 55.3% | 12.8% |
| 25Δ | 207.59 | 50.0% | 13.5% | 169.97 | 55.8% | 11.2% |
| 30Δ | 203.31 | 50.1% | 11.8% | 174.10 | 55.3% | 9.7% |
| 35Δ | 199.21 | 50.5% | 10.2% | 177.94 | 55.2% | 8.4% |
| 40Δ | 195.74 | 51.5% | 9.0% | 181.64 | 54.3% | 7.2% |
| 45Δ | 192.27 | 52.4% | 7.9% | 185.27 | 52.5% | 6.0% |
| 50Δ | 188.78 | 52.9% | 6.9% | 188.85 | 53.6% | 5.2% |
| 55Δ | 185.27 | 52.8% | 5.9% | 192.43 | 53.5% | 4.4% |
| 60Δ | 181.62 | 54.7% | 5.1% | 196.00 | 52.7% | 3.6% |
| 65Δ | 177.91 | 55.4% | 4.3% | 199.59 | 51.8% | 2.9% |
| 70Δ | 174.03 | 55.6% | 3.5% | 203.91 | 51.7% | 2.3% |
| 75Δ | 169.62 | 57.2% | 2.9% | 208.33 | 51.7% | 1.7% |
| 80Δ | 165.13 | 57.2% | 2.2% | 214.00 | 52.3% | 1.2% |
20Δ
- Pseudo strike
- 213.48
- IV
- 51.4%
- B/E move
- 16.2%
- Pseudo strike
- 165.71
- IV
- 55.3%
- B/E move
- 12.8%
25Δ
- Pseudo strike
- 207.59
- IV
- 50.0%
- B/E move
- 13.5%
- Pseudo strike
- 169.97
- IV
- 55.8%
- B/E move
- 11.2%
30Δ
- Pseudo strike
- 203.31
- IV
- 50.1%
- B/E move
- 11.8%
- Pseudo strike
- 174.10
- IV
- 55.3%
- B/E move
- 9.7%
35Δ
- Pseudo strike
- 199.21
- IV
- 50.5%
- B/E move
- 10.2%
- Pseudo strike
- 177.94
- IV
- 55.2%
- B/E move
- 8.4%
40Δ
- Pseudo strike
- 195.74
- IV
- 51.5%
- B/E move
- 9.0%
- Pseudo strike
- 181.64
- IV
- 54.3%
- B/E move
- 7.2%
45Δ
- Pseudo strike
- 192.27
- IV
- 52.4%
- B/E move
- 7.9%
- Pseudo strike
- 185.27
- IV
- 52.5%
- B/E move
- 6.0%
50Δ
- Pseudo strike
- 188.78
- IV
- 52.9%
- B/E move
- 6.9%
- Pseudo strike
- 188.85
- IV
- 53.6%
- B/E move
- 5.2%
55Δ
- Pseudo strike
- 185.27
- IV
- 52.8%
- B/E move
- 5.9%
- Pseudo strike
- 192.43
- IV
- 53.5%
- B/E move
- 4.4%
60Δ
- Pseudo strike
- 181.62
- IV
- 54.7%
- B/E move
- 5.1%
- Pseudo strike
- 196.00
- IV
- 52.7%
- B/E move
- 3.6%
65Δ
- Pseudo strike
- 177.91
- IV
- 55.4%
- B/E move
- 4.3%
- Pseudo strike
- 199.59
- IV
- 51.8%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 174.03
- IV
- 55.6%
- B/E move
- 3.5%
- Pseudo strike
- 203.91
- IV
- 51.7%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 169.62
- IV
- 57.2%
- B/E move
- 2.9%
- Pseudo strike
- 208.33
- IV
- 51.7%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 165.13
- IV
- 57.2%
- B/E move
- 2.2%
- Pseudo strike
- 214.00
- IV
- 52.3%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 43.29% | |
| 43.99% |