Share price$225.16
1D-3.3%
Sold putSold callAH
Dycom Industries, Inc. DY
i
Market datapartial · fetched 2026-10-22T23:45:46.803Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.002447894Z
FundamentalsAlpha Vantage · unavailable
Dycom Industries, Inc. options
PutsCheap0.90×
CallsExpensive1.25×
SkewBullish-4.84 pp
Implied moveBearish±$31.91
TiltBearish8.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 267.36 | 64.0% | 20.6% | 197.29 | 63.6% | 14.6% |
| 25Δ | 261.25 | 67.0% | 18.6% | 204.26 | 59.6% | 12.0% |
| 30Δ | 251.44 | 61.9% | 14.7% | 210.25 | 57.3% | 10.0% |
| 35Δ | 245.75 | 63.2% | 13.0% | 214.88 | 58.6% | 8.9% |
| 40Δ | 240.84 | 65.9% | 11.8% | 219.52 | 59.9% | 7.8% |
| 45Δ | 235.34 | 65.9% | 10.2% | 224.33 | 60.2% | 6.8% |
| 50Δ | 229.74 | 65.3% | 8.6% | 229.17 | 60.3% | 5.8% |
| 55Δ | 224.55 | 63.8% | 7.2% | 234.05 | 59.8% | 4.9% |
| 60Δ | 219.34 | 62.7% | 5.9% | 238.93 | 59.2% | 4.0% |
| 65Δ | 214.01 | 64.0% | 5.0% | 244.40 | 59.1% | 3.3% |
| 70Δ | 208.56 | 65.1% | 4.2% | 250.03 | 59.3% | 2.6% |
| 75Δ | 202.76 | 65.3% | 3.3% | 256.98 | 59.9% | 2.0% |
| 80Δ | 196.46 | 66.0% | 2.5% | 264.73 | 60.4% | 1.4% |
20Δ
- Pseudo strike
- 267.36
- IV
- 64.0%
- B/E move
- 20.6%
- Pseudo strike
- 197.29
- IV
- 63.6%
- B/E move
- 14.6%
25Δ
- Pseudo strike
- 261.25
- IV
- 67.0%
- B/E move
- 18.6%
- Pseudo strike
- 204.26
- IV
- 59.6%
- B/E move
- 12.0%
30Δ
- Pseudo strike
- 251.44
- IV
- 61.9%
- B/E move
- 14.7%
- Pseudo strike
- 210.25
- IV
- 57.3%
- B/E move
- 10.0%
35Δ
- Pseudo strike
- 245.75
- IV
- 63.2%
- B/E move
- 13.0%
- Pseudo strike
- 214.88
- IV
- 58.6%
- B/E move
- 8.9%
40Δ
- Pseudo strike
- 240.84
- IV
- 65.9%
- B/E move
- 11.8%
- Pseudo strike
- 219.52
- IV
- 59.9%
- B/E move
- 7.8%
45Δ
- Pseudo strike
- 235.34
- IV
- 65.9%
- B/E move
- 10.2%
- Pseudo strike
- 224.33
- IV
- 60.2%
- B/E move
- 6.8%
50Δ
- Pseudo strike
- 229.74
- IV
- 65.3%
- B/E move
- 8.6%
- Pseudo strike
- 229.17
- IV
- 60.3%
- B/E move
- 5.8%
55Δ
- Pseudo strike
- 224.55
- IV
- 63.8%
- B/E move
- 7.2%
- Pseudo strike
- 234.05
- IV
- 59.8%
- B/E move
- 4.9%
60Δ
- Pseudo strike
- 219.34
- IV
- 62.7%
- B/E move
- 5.9%
- Pseudo strike
- 238.93
- IV
- 59.2%
- B/E move
- 4.0%
65Δ
- Pseudo strike
- 214.01
- IV
- 64.0%
- B/E move
- 5.0%
- Pseudo strike
- 244.40
- IV
- 59.1%
- B/E move
- 3.3%
70Δ
- Pseudo strike
- 208.56
- IV
- 65.1%
- B/E move
- 4.2%
- Pseudo strike
- 250.03
- IV
- 59.3%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 202.76
- IV
- 65.3%
- B/E move
- 3.3%
- Pseudo strike
- 256.98
- IV
- 59.9%
- B/E move
- 2.0%
80Δ
- Pseudo strike
- 196.46
- IV
- 66.0%
- B/E move
- 2.5%
- Pseudo strike
- 264.73
- IV
- 60.4%
- B/E move
- 1.4%
Options history
Table
| Date | IV |
|---|---|
| 57.65% | |
| 59.17% |