IntraAlpha
Create free account Start free

DXC Technology Company DXC

i

Market dataready · fetched 2026-11-11T13:56:45.214Z

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 · 2026-11-11T13:00:13.622445945Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:46:55.820016+00:00

Share price$15.35
1D
Price history unavailable.

DXC Technology Company options

Live interpolated DXC call and put midpoint premiums by absolute delta.DXC Technology Company$0.13$1.32$2.51$3.70$4.90$12.63$13.97$15.31$16.65$17.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DXC spot · $15.35DXC PRICE$0.40$0.25$0.27$0.31$0.41$0.52$0.62$0.73$0.83$1.00$1.19$1.38$1.57$0.43$0.62$0.82$0.97$1.25$1.53$1.62$1.71$1.79$1.88$4.55
Puts——
CallsCheap0.85×
Skew——
Implied moveBearish±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.82163.4%31.7%13.11136.4%17.4%
25Δ16.8375.5%11.3%13.52144.4%16.0%
30Δ16.3362.7%8.1%13.94152.5%14.5%
35Δ15.9455.3%5.9%
40Δ15.7657.8%5.4%
45Δ15.5860.4%4.9%15.31102.4%6.6%
50Δ15.3963.0%4.4%15.66111.6%6.1%
55Δ15.2165.6%3.8%16.01120.1%5.7%
60Δ15.0368.2%3.3%16.25111.3%4.7%
65Δ14.7970.0%2.9%16.48102.6%3.7%
70Δ14.5371.7%2.4%16.7293.9%2.8%
75Δ14.2773.4%1.9%16.9585.2%1.8%
80Δ14.0175.0%1.5%19.54155.2%2.4%

20Δ

Calls
Pseudo strike
19.82
IV
163.4%
B/E move
31.7%
Puts
Pseudo strike
13.11
IV
136.4%
B/E move
17.4%

25Δ

Calls
Pseudo strike
16.83
IV
75.5%
B/E move
11.3%
Puts
Pseudo strike
13.52
IV
144.4%
B/E move
16.0%

30Δ

Calls
Pseudo strike
16.33
IV
62.7%
B/E move
8.1%
Puts
Pseudo strike
13.94
IV
152.5%
B/E move
14.5%

35Δ

Calls
Pseudo strike
15.94
IV
55.3%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
15.76
IV
57.8%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
15.58
IV
60.4%
B/E move
4.9%
Puts
Pseudo strike
15.31
IV
102.4%
B/E move
6.6%

50Δ

Calls
Pseudo strike
15.39
IV
63.0%
B/E move
4.4%
Puts
Pseudo strike
15.66
IV
111.6%
B/E move
6.1%

55Δ

Calls
Pseudo strike
15.21
IV
65.6%
B/E move
3.8%
Puts
Pseudo strike
16.01
IV
120.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
15.03
IV
68.2%
B/E move
3.3%
Puts
Pseudo strike
16.25
IV
111.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
14.79
IV
70.0%
B/E move
2.9%
Puts
Pseudo strike
16.48
IV
102.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
14.53
IV
71.7%
B/E move
2.4%
Puts
Pseudo strike
16.72
IV
93.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
14.27
IV
73.4%
B/E move
1.9%
Puts
Pseudo strike
16.95
IV
85.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
14.01
IV
75.0%
B/E move
1.5%
Puts
Pseudo strike
19.54
IV
155.2%
B/E move
2.4%

Options history

IV · four-Friday blend59.40%
Daily EOD
DXC56.6%66.0%75.4%2026-10-19: 57.86%2026-10-20: 63.40%2026-10-21: 70.12%2026-10-22: 70.66%2026-10-23: 62.34%2026-10-26: 69.62%2026-10-27: 74.08%2026-10-28: 70.54%2026-10-29: 68.17%2026-10-30: 59.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.86%
63.40%
70.12%
70.66%
62.34%
69.62%
74.08%
70.54%
68.17%
59.40%