Douglas Dynamics Inc PLOW
CONSUMER CYCLICAL · AUTO PARTSi
Market dataready · fetched 2026-10-23T04:07:22.722Z
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 · 2026-10-22T23:00:00.00413193Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:22.363895+00:00
Share price$39.97
1D-0.8%
Sold putSold callAH
Douglas Dynamics Inc options
PutsExpensive1.14×
CallsCheap0.90×
SkewBearish+8.66 pp
Implied moveBearish±$4.90
TiltBearish15.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.31 | 39.0% | 12.3% | 35.89 | 50.5% | 12.2% |
| 25Δ | 43.66 | 40.7% | 11.3% | 36.67 | 51.6% | 11.0% |
| 30Δ | 43.02 | 42.5% | 10.3% | 37.45 | 52.8% | 9.8% |
| 35Δ | 42.38 | 44.2% | 9.4% | 38.23 | 54.0% | 8.7% |
| 40Δ | 41.73 | 45.9% | 8.4% | 39.01 | 55.1% | 7.5% |
| 45Δ | 41.09 | 47.7% | 7.4% | 39.80 | 56.3% | 6.4% |
| 50Δ | 40.44 | 49.4% | 6.4% | 40.57 | 55.7% | 5.5% |
| 55Δ | 39.81 | 49.8% | 5.6% | 41.34 | 54.4% | 4.7% |
| 60Δ | 39.20 | 47.3% | 4.9% | 42.11 | 53.1% | 4.0% |
| 65Δ | 38.59 | 44.9% | 4.2% | 42.88 | 51.8% | 3.2% |
| 70Δ | 37.99 | 42.4% | 3.5% | 43.65 | 50.5% | 2.5% |
| 75Δ | 37.38 | 39.9% | 2.9% | 44.42 | 49.2% | 1.7% |
| 80Δ | 36.77 | 37.5% | 2.2% | 45.49 | 48.9% | 1.1% |
20Δ
- Pseudo strike
- 44.31
- IV
- 39.0%
- B/E move
- 12.3%
- Pseudo strike
- 35.89
- IV
- 50.5%
- B/E move
- 12.2%
25Δ
- Pseudo strike
- 43.66
- IV
- 40.7%
- B/E move
- 11.3%
- Pseudo strike
- 36.67
- IV
- 51.6%
- B/E move
- 11.0%
30Δ
- Pseudo strike
- 43.02
- IV
- 42.5%
- B/E move
- 10.3%
- Pseudo strike
- 37.45
- IV
- 52.8%
- B/E move
- 9.8%
35Δ
- Pseudo strike
- 42.38
- IV
- 44.2%
- B/E move
- 9.4%
- Pseudo strike
- 38.23
- IV
- 54.0%
- B/E move
- 8.7%
40Δ
- Pseudo strike
- 41.73
- IV
- 45.9%
- B/E move
- 8.4%
- Pseudo strike
- 39.01
- IV
- 55.1%
- B/E move
- 7.5%
45Δ
- Pseudo strike
- 41.09
- IV
- 47.7%
- B/E move
- 7.4%
- Pseudo strike
- 39.80
- IV
- 56.3%
- B/E move
- 6.4%
50Δ
- Pseudo strike
- 40.44
- IV
- 49.4%
- B/E move
- 6.4%
- Pseudo strike
- 40.57
- IV
- 55.7%
- B/E move
- 5.5%
55Δ
- Pseudo strike
- 39.81
- IV
- 49.8%
- B/E move
- 5.6%
- Pseudo strike
- 41.34
- IV
- 54.4%
- B/E move
- 4.7%
60Δ
- Pseudo strike
- 39.20
- IV
- 47.3%
- B/E move
- 4.9%
- Pseudo strike
- 42.11
- IV
- 53.1%
- B/E move
- 4.0%
65Δ
- Pseudo strike
- 38.59
- IV
- 44.9%
- B/E move
- 4.2%
- Pseudo strike
- 42.88
- IV
- 51.8%
- B/E move
- 3.2%
70Δ
- Pseudo strike
- 37.99
- IV
- 42.4%
- B/E move
- 3.5%
- Pseudo strike
- 43.65
- IV
- 50.5%
- B/E move
- 2.5%
75Δ
- Pseudo strike
- 37.38
- IV
- 39.9%
- B/E move
- 2.9%
- Pseudo strike
- 44.42
- IV
- 49.2%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 36.77
- IV
- 37.5%
- B/E move
- 2.2%
- Pseudo strike
- 45.49
- IV
- 48.9%
- B/E move
- 1.1%
Options history
No recorded observations