Dorian LPG Ltd LPG
ENERGY · OIL & GAS MIDSTREAMi
Market dataready · fetched 2026-10-23T19:01:24.261Z
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 · 2026-10-23T18:59:25.174514424Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T19:01:23.110100+00:00
Share price$53.60
1D+3.6%
Sold putSold call
Dorian LPG Ltd options
PutsCheap0.92×
CallsCheap0.81×
SkewBearish+5.21 pp
Implied moveBearish±$6.07
TiltBearish17.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 61.62 | 52.0% | 16.4% | 48.09 | 51.5% | 12.0% |
| 25Δ | 59.01 | 45.0% | 11.9% | 49.40 | 49.6% | 10.0% |
| 30Δ | 57.90 | 45.3% | 10.3% | 50.51 | 49.1% | 8.6% |
| 35Δ | 56.97 | 47.1% | 9.2% | 51.45 | 49.8% | 7.6% |
| 40Δ | 56.14 | 49.8% | 8.5% | 52.39 | 50.5% | 6.6% |
| 45Δ | 55.30 | 52.6% | 7.8% | 53.34 | 50.5% | 5.7% |
| 50Δ | 54.40 | 51.2% | 6.7% | 54.29 | 50.4% | 4.9% |
| 55Δ | 53.46 | 47.4% | 5.3% | 55.28 | 50.7% | 4.1% |
| 60Δ | 52.52 | 43.7% | 4.0% | 56.39 | 51.9% | 3.5% |
| 65Δ | 51.70 | 42.9% | 3.4% | 57.51 | 53.1% | 2.9% |
| 70Δ | 50.88 | 42.3% | 2.7% | 58.73 | 52.9% | 2.3% |
| 75Δ | 50.07 | 41.6% | 2.1% | 59.95 | 52.7% | 1.7% |
| 80Δ | 48.96 | 42.1% | 1.7% | 62.37 | 58.1% | 1.3% |
20Δ
- Pseudo strike
- 61.62
- IV
- 52.0%
- B/E move
- 16.4%
- Pseudo strike
- 48.09
- IV
- 51.5%
- B/E move
- 12.0%
25Δ
- Pseudo strike
- 59.01
- IV
- 45.0%
- B/E move
- 11.9%
- Pseudo strike
- 49.40
- IV
- 49.6%
- B/E move
- 10.0%
30Δ
- Pseudo strike
- 57.90
- IV
- 45.3%
- B/E move
- 10.3%
- Pseudo strike
- 50.51
- IV
- 49.1%
- B/E move
- 8.6%
35Δ
- Pseudo strike
- 56.97
- IV
- 47.1%
- B/E move
- 9.2%
- Pseudo strike
- 51.45
- IV
- 49.8%
- B/E move
- 7.6%
40Δ
- Pseudo strike
- 56.14
- IV
- 49.8%
- B/E move
- 8.5%
- Pseudo strike
- 52.39
- IV
- 50.5%
- B/E move
- 6.6%
45Δ
- Pseudo strike
- 55.30
- IV
- 52.6%
- B/E move
- 7.8%
- Pseudo strike
- 53.34
- IV
- 50.5%
- B/E move
- 5.7%
50Δ
- Pseudo strike
- 54.40
- IV
- 51.2%
- B/E move
- 6.7%
- Pseudo strike
- 54.29
- IV
- 50.4%
- B/E move
- 4.9%
55Δ
- Pseudo strike
- 53.46
- IV
- 47.4%
- B/E move
- 5.3%
- Pseudo strike
- 55.28
- IV
- 50.7%
- B/E move
- 4.1%
60Δ
- Pseudo strike
- 52.52
- IV
- 43.7%
- B/E move
- 4.0%
- Pseudo strike
- 56.39
- IV
- 51.9%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 51.70
- IV
- 42.9%
- B/E move
- 3.4%
- Pseudo strike
- 57.51
- IV
- 53.1%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 50.88
- IV
- 42.3%
- B/E move
- 2.7%
- Pseudo strike
- 58.73
- IV
- 52.9%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 50.07
- IV
- 41.6%
- B/E move
- 2.1%
- Pseudo strike
- 59.95
- IV
- 52.7%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 48.96
- IV
- 42.1%
- B/E move
- 1.7%
- Pseudo strike
- 62.37
- IV
- 58.1%
- B/E move
- 1.3%
Options history
No recorded observations