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Dream Finders Homes, Inc. DFH

i

Market dataready · fetched 2026-11-04T02:59:14.888Z

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 · 2026-11-04T00:15:51.444719793Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T02:59:14.447757+00:00

Share price$9.98
1D-6.9%
AH$9.93$10.18$10.43$10.67$10.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFH
Sold putSold callAH

Dream Finders Homes, Inc. options

Live interpolated DFH call and put midpoint premiums by absolute delta.Dream Finders Homes, Inc.$0.46$0.96$1.46$1.95$2.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDFH PRICE$0.55$0.68$0.82$0.96$1.10$1.24$1.43$1.65$1.87$2.09$2.31$0.51$0.53$0.54$0.56$0.58$0.59
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.39269.8%41.1%
25Δ7.06232.8%34.5%
30Δ11.62112.7%21.9%7.73195.7%28.0%
35Δ11.31119.6%20.2%8.40158.6%21.5%
40Δ11.01126.4%18.5%9.07121.5%14.9%
45Δ10.70133.3%16.8%9.7484.4%8.4%
50Δ10.39140.1%15.1%
55Δ10.09147.0%13.4%
60Δ9.72146.5%11.7%
65Δ9.33143.1%10.0%
70Δ8.93139.8%8.2%
75Δ8.54136.5%6.5%
80Δ8.15133.1%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.39
IV
269.8%
B/E move
41.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.06
IV
232.8%
B/E move
34.5%

30Δ

Calls
Pseudo strike
11.62
IV
112.7%
B/E move
21.9%
Puts
Pseudo strike
7.73
IV
195.7%
B/E move
28.0%

35Δ

Calls
Pseudo strike
11.31
IV
119.6%
B/E move
20.2%
Puts
Pseudo strike
8.40
IV
158.6%
B/E move
21.5%

40Δ

Calls
Pseudo strike
11.01
IV
126.4%
B/E move
18.5%
Puts
Pseudo strike
9.07
IV
121.5%
B/E move
14.9%

45Δ

Calls
Pseudo strike
10.70
IV
133.3%
B/E move
16.8%
Puts
Pseudo strike
9.74
IV
84.4%
B/E move
8.4%

50Δ

Calls
Pseudo strike
10.39
IV
140.1%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.09
IV
147.0%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.72
IV
146.5%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.33
IV
143.1%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.93
IV
139.8%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.54
IV
136.5%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.15
IV
133.1%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend71.32%
Daily EOD
DFH69.9%80.5%91.1%2026-10-19: 85.23%2026-10-20: 75.27%2026-10-21: 89.61%2026-10-22: 76.89%2026-10-23: 80.76%2026-10-26: 81.31%2026-10-27: 81.20%2026-10-29: 76.24%2026-10-30: 71.32%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
85.23%
75.27%
89.61%
76.89%
80.76%
81.31%
81.20%
76.24%
71.32%