Share price$225.16
1D-3.3%
Sold putSold callAH
Dycom Industries, Inc. DY
i
Market datapartial · fetched 2026-10-23T04:11:03.166Z
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
PutsCheap0.91×
CallsExpensive1.27×
SkewBullish-5.04 pp
Implied moveBearish±$31.90
TiltBearish8.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 267.36 | 65.2% | 20.6% | 197.27 | 64.7% | 14.6% |
| 25Δ | 261.24 | 68.2% | 18.6% | 204.25 | 60.6% | 12.0% |
| 30Δ | 251.42 | 63.0% | 14.7% | 210.24 | 58.2% | 10.0% |
| 35Δ | 245.74 | 64.4% | 13.0% | 214.87 | 59.6% | 8.9% |
| 40Δ | 240.83 | 67.1% | 11.8% | 219.50 | 60.9% | 7.8% |
| 45Δ | 235.32 | 67.1% | 10.2% | 224.31 | 61.2% | 6.8% |
| 50Δ | 229.72 | 66.5% | 8.6% | 229.13 | 61.3% | 5.8% |
| 55Δ | 224.53 | 65.0% | 7.2% | 234.00 | 60.8% | 4.9% |
| 60Δ | 219.32 | 63.9% | 5.9% | 238.89 | 60.1% | 4.0% |
| 65Δ | 213.98 | 65.2% | 5.0% | 244.34 | 60.1% | 3.3% |
| 70Δ | 208.52 | 66.3% | 4.2% | 249.96 | 60.3% | 2.6% |
| 75Δ | 202.72 | 66.6% | 3.3% | 256.89 | 60.9% | 2.0% |
| 80Δ | 196.41 | 67.2% | 2.5% | 264.60 | 61.3% | 1.4% |
20Δ
- Pseudo strike
- 267.36
- IV
- 65.2%
- B/E move
- 20.6%
- Pseudo strike
- 197.27
- IV
- 64.7%
- B/E move
- 14.6%
25Δ
- Pseudo strike
- 261.24
- IV
- 68.2%
- B/E move
- 18.6%
- Pseudo strike
- 204.25
- IV
- 60.6%
- B/E move
- 12.0%
30Δ
- Pseudo strike
- 251.42
- IV
- 63.0%
- B/E move
- 14.7%
- Pseudo strike
- 210.24
- IV
- 58.2%
- B/E move
- 10.0%
35Δ
- Pseudo strike
- 245.74
- IV
- 64.4%
- B/E move
- 13.0%
- Pseudo strike
- 214.87
- IV
- 59.6%
- B/E move
- 8.9%
40Δ
- Pseudo strike
- 240.83
- IV
- 67.1%
- B/E move
- 11.8%
- Pseudo strike
- 219.50
- IV
- 60.9%
- B/E move
- 7.8%
45Δ
- Pseudo strike
- 235.32
- IV
- 67.1%
- B/E move
- 10.2%
- Pseudo strike
- 224.31
- IV
- 61.2%
- B/E move
- 6.8%
50Δ
- Pseudo strike
- 229.72
- IV
- 66.5%
- B/E move
- 8.6%
- Pseudo strike
- 229.13
- IV
- 61.3%
- B/E move
- 5.8%
55Δ
- Pseudo strike
- 224.53
- IV
- 65.0%
- B/E move
- 7.2%
- Pseudo strike
- 234.00
- IV
- 60.8%
- B/E move
- 4.9%
60Δ
- Pseudo strike
- 219.32
- IV
- 63.9%
- B/E move
- 5.9%
- Pseudo strike
- 238.89
- IV
- 60.1%
- B/E move
- 4.0%
65Δ
- Pseudo strike
- 213.98
- IV
- 65.2%
- B/E move
- 5.0%
- Pseudo strike
- 244.34
- IV
- 60.1%
- B/E move
- 3.3%
70Δ
- Pseudo strike
- 208.52
- IV
- 66.3%
- B/E move
- 4.2%
- Pseudo strike
- 249.96
- IV
- 60.3%
- B/E move
- 2.6%
75Δ
- Pseudo strike
- 202.72
- IV
- 66.6%
- B/E move
- 3.3%
- Pseudo strike
- 256.89
- IV
- 60.9%
- B/E move
- 2.0%
80Δ
- Pseudo strike
- 196.41
- IV
- 67.2%
- B/E move
- 2.5%
- Pseudo strike
- 264.60
- IV
- 61.3%
- B/E move
- 1.4%
Options history
Table
| Date | IV |
|---|---|
| 57.65% | |
| 59.17% |