IntraAlpha
Create free account Start free

Dynex Capital, Inc. DX

i

Market datapartial · fetched 2026-10-22T09:23:09.514Z

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 · 2026-10-22T09:18:43.324116101Z

FundamentalsAlpha Vantage · unavailable

Share price$10.84
1D
Price history unavailable.

Dynex Capital, Inc. options

Live interpolated DX call and put midpoint premiums by absolute delta.Dynex Capital, Inc.$0.51$1.34$2.17$3.00$3.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDX PRICE$0.60$0.85$1.10$1.35$1.60$1.85$2.10$2.35$2.60$2.85$3.10$3.35$3.60
Puts——
CallsExpensive5.29×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.96206.6%108.1%
25Δ20.85203.2%100.2%
30Δ19.74199.8%92.2%
35Δ18.63196.3%84.3%
40Δ17.52192.9%76.3%
45Δ16.40189.4%68.4%
50Δ15.29186.0%60.4%
55Δ14.18182.6%52.5%
60Δ13.07179.1%44.5%
65Δ11.96175.7%36.6%
70Δ10.85172.2%28.6%
75Δ9.73168.8%20.7%
80Δ8.62165.4%12.7%

20Δ

Calls
Pseudo strike
21.96
IV
206.6%
B/E move
108.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
20.85
IV
203.2%
B/E move
100.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.74
IV
199.8%
B/E move
92.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.63
IV
196.3%
B/E move
84.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.52
IV
192.9%
B/E move
76.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.40
IV
189.4%
B/E move
68.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
15.29
IV
186.0%
B/E move
60.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
14.18
IV
182.6%
B/E move
52.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.07
IV
179.1%
B/E move
44.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.96
IV
175.7%
B/E move
36.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.85
IV
172.2%
B/E move
28.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.73
IV
168.8%
B/E move
20.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.62
IV
165.4%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations