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Dycom Industries, Inc. DY

i

Market dataready · fetched 2026-11-12T02:51:10.405Z

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 · 2026-11-12T00:00:00.00245364Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-12T02:51:09.979911+00:00

Share price$228.02
1D+0.5%
AH$221$224$226$228$2305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDY
Sold putSold callAH

Dycom Industries, Inc. options

Live interpolated DY call and put midpoint premiums by absolute delta.Dycom Industries, Inc.$1.77$9.27$16.77$24.27$31.77$179.46$201.92$224.38$246.84$269.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DY spot · $228.02DY PRICE$2.58$3.11$3.66$4.93$6.20$7.47$8.80$10.41$12.02$13.63$16.52$19.67$23.46$3.49$4.43$5.67$6.92$8.26$9.61$10.96$13.12$15.36$17.64$21.52$25.39$29.60
PutsCheap0.83×
CallsCheap0.70×
SkewBearish+10.36 pp
Implied moveBearish±$19.76
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ251.2868.0%11.3%205.9682.8%11.2%
25Δ245.3161.6%8.9%211.7776.9%9.1%
30Δ239.9456.0%6.8%215.6176.7%7.9%
35Δ237.3358.4%6.2%219.4576.5%6.8%
40Δ234.7260.9%5.7%222.9074.9%5.9%
45Δ232.1263.3%5.1%226.2873.1%5.0%
50Δ229.4465.3%4.5%229.6671.3%4.1%
55Δ226.4665.4%3.9%233.1271.7%3.5%
60Δ223.4865.5%3.3%236.6072.3%3.0%
65Δ220.5165.6%2.7%240.1272.9%2.4%
70Δ216.6468.3%2.3%244.9375.3%2.0%
75Δ212.6071.5%1.9%249.7477.8%1.6%
80Δ207.9374.8%1.5%254.9177.0%1.2%

20Δ

Calls
Pseudo strike
251.28
IV
68.0%
B/E move
11.3%
Puts
Pseudo strike
205.96
IV
82.8%
B/E move
11.2%

25Δ

Calls
Pseudo strike
245.31
IV
61.6%
B/E move
8.9%
Puts
Pseudo strike
211.77
IV
76.9%
B/E move
9.1%

30Δ

Calls
Pseudo strike
239.94
IV
56.0%
B/E move
6.8%
Puts
Pseudo strike
215.61
IV
76.7%
B/E move
7.9%

35Δ

Calls
Pseudo strike
237.33
IV
58.4%
B/E move
6.2%
Puts
Pseudo strike
219.45
IV
76.5%
B/E move
6.8%

40Δ

Calls
Pseudo strike
234.72
IV
60.9%
B/E move
5.7%
Puts
Pseudo strike
222.90
IV
74.9%
B/E move
5.9%

45Δ

Calls
Pseudo strike
232.12
IV
63.3%
B/E move
5.1%
Puts
Pseudo strike
226.28
IV
73.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
229.44
IV
65.3%
B/E move
4.5%
Puts
Pseudo strike
229.66
IV
71.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
226.46
IV
65.4%
B/E move
3.9%
Puts
Pseudo strike
233.12
IV
71.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
223.48
IV
65.5%
B/E move
3.3%
Puts
Pseudo strike
236.60
IV
72.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
220.51
IV
65.6%
B/E move
2.7%
Puts
Pseudo strike
240.12
IV
72.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
216.64
IV
68.3%
B/E move
2.3%
Puts
Pseudo strike
244.93
IV
75.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
212.60
IV
71.5%
B/E move
1.9%
Puts
Pseudo strike
249.74
IV
77.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
207.93
IV
74.8%
B/E move
1.5%
Puts
Pseudo strike
254.91
IV
77.0%
B/E move
1.2%

Options history

IV · four-Friday blend63.52%
Daily EOD
DY57.2%60.7%64.2%2026-10-19: 58.13%2026-10-20: 57.65%2026-10-21: 59.17%2026-10-22: 61.95%2026-10-23: 62.29%2026-10-26: 63.71%2026-10-27: 61.60%2026-10-28: 61.57%2026-10-29: 61.25%2026-10-30: 63.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.13%
57.65%
59.17%
61.95%
62.29%
63.71%
61.60%
61.57%
61.25%
63.52%