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Dynex Capital, Inc. DX

i

Market datapartial · fetched 2026-11-11T13:48:33.251Z

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 · 2026-11-11T13:35:11.273672687Z

FundamentalsAlpha Vantage · unavailable

Share price$10.64
1D+0.0%
$10.63$10.64$10.64$10.64$10.655:30 AM6:30 AM9:00 AM1:00 PMDX
Sold putSold call

Dynex Capital, Inc. options

Live interpolated DX call and put midpoint premiums by absolute delta.Dynex Capital, Inc.$0.25$1.16$2.07$2.98$3.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDX PRICE$0.34$0.46$0.57$0.68$0.79$0.90$1.02$1.13$1.24$1.36$1.66$1.97$2.27$2.78$3.06$3.34$3.63
Puts——
CallsExpensive3.41×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.9083.9%15.1%
25Δ11.6991.7%14.1%
30Δ11.4899.5%13.2%
35Δ11.26107.3%12.3%
40Δ11.05115.1%11.3%
45Δ10.84122.9%10.4%
50Δ10.63130.7%9.5%
55Δ10.42138.5%8.5%
60Δ10.21146.3%7.6%
65Δ9.99153.8%6.6%12.71205.2%6.6%
70Δ9.58151.7%5.6%13.11192.4%5.5%
75Δ9.17149.6%4.6%13.51179.5%4.4%
80Δ8.75147.5%3.6%13.91166.7%3.3%

20Δ

Calls
Pseudo strike
11.90
IV
83.9%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.69
IV
91.7%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.48
IV
99.5%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.26
IV
107.3%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.05
IV
115.1%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.84
IV
122.9%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.63
IV
130.7%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.42
IV
138.5%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.21
IV
146.3%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.99
IV
153.8%
B/E move
6.6%
Puts
Pseudo strike
12.71
IV
205.2%
B/E move
6.6%

70Δ

Calls
Pseudo strike
9.58
IV
151.7%
B/E move
5.6%
Puts
Pseudo strike
13.11
IV
192.4%
B/E move
5.5%

75Δ

Calls
Pseudo strike
9.17
IV
149.6%
B/E move
4.6%
Puts
Pseudo strike
13.51
IV
179.5%
B/E move
4.4%

80Δ

Calls
Pseudo strike
8.75
IV
147.5%
B/E move
3.6%
Puts
Pseudo strike
13.91
IV
166.7%
B/E move
3.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations