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Dynex Capital Inc DX

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-22T07:55:24.861Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:37:10.67173451Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T07:51:11.329610+00:00

Share price$11.10
1D+0.4%
AH$10.99$11.04$11.09$11.14$11.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDX
Sold putSold callAH

Dynex Capital Inc options

Live interpolated DX call and put midpoint premiums by absolute delta.Dynex Capital Inc$0.15$1.09$2.04$2.99$3.93$8.73$10.86$12.98$15.11$17.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DX spot · $11.10DX PRICE$0.59$0.82$1.06$1.29$1.52$1.75$1.99$2.22$2.45$2.69$2.92$3.15$3.39$0.25$0.37$0.49$0.62$0.74$0.86$0.99$1.11$1.23$1.36$1.48$1.64$3.66
PutsExpensive1.30×
CallsExpensive4.79×
SkewBullish-119.33 pp
Implied moveBullish±$2.97
TiltBullish27.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.99199.9%103.4%10.2837.6%9.6%
25Δ20.96194.6%96.2%10.4939.1%8.9%
30Δ19.92189.4%89.0%10.6940.7%8.2%
35Δ18.89184.1%81.7%10.8942.3%7.5%
40Δ17.85178.9%74.5%11.0943.9%6.7%
45Δ16.81173.6%67.3%11.2945.4%6.0%
50Δ15.78168.4%60.1%11.5047.0%5.3%
55Δ14.74163.2%52.8%11.7048.6%4.6%
60Δ13.71157.9%45.6%11.9050.2%3.9%
65Δ12.67152.7%38.4%12.1051.7%3.2%
70Δ11.63147.4%31.1%12.3053.3%2.5%
75Δ10.60142.2%23.9%12.5455.4%1.8%
80Δ9.56136.9%16.7%14.5882.6%1.6%

20Δ

Calls
Pseudo strike
21.99
IV
199.9%
B/E move
103.4%
Puts
Pseudo strike
10.28
IV
37.6%
B/E move
9.6%

25Δ

Calls
Pseudo strike
20.96
IV
194.6%
B/E move
96.2%
Puts
Pseudo strike
10.49
IV
39.1%
B/E move
8.9%

30Δ

Calls
Pseudo strike
19.92
IV
189.4%
B/E move
89.0%
Puts
Pseudo strike
10.69
IV
40.7%
B/E move
8.2%

35Δ

Calls
Pseudo strike
18.89
IV
184.1%
B/E move
81.7%
Puts
Pseudo strike
10.89
IV
42.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
17.85
IV
178.9%
B/E move
74.5%
Puts
Pseudo strike
11.09
IV
43.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
16.81
IV
173.6%
B/E move
67.3%
Puts
Pseudo strike
11.29
IV
45.4%
B/E move
6.0%

50Δ

Calls
Pseudo strike
15.78
IV
168.4%
B/E move
60.1%
Puts
Pseudo strike
11.50
IV
47.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
14.74
IV
163.2%
B/E move
52.8%
Puts
Pseudo strike
11.70
IV
48.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
13.71
IV
157.9%
B/E move
45.6%
Puts
Pseudo strike
11.90
IV
50.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
12.67
IV
152.7%
B/E move
38.4%
Puts
Pseudo strike
12.10
IV
51.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
11.63
IV
147.4%
B/E move
31.1%
Puts
Pseudo strike
12.30
IV
53.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
10.60
IV
142.2%
B/E move
23.9%
Puts
Pseudo strike
12.54
IV
55.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
9.56
IV
136.9%
B/E move
16.7%
Puts
Pseudo strike
14.58
IV
82.6%
B/E move
1.6%

Options history

No recorded observations