IntraAlpha
Create free account Start free

Dream Finders Homes, Inc. DFH

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-06T20:47:07.989Z

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 · 2026-11-06T20:46:56.374696963Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T20:47:07.196385+00:00

Share price$12.38
1D+1.5%
$12.02$12.15$12.29$12.42$12.555:30 AM6:30 AM9:00 AM1:00 PMDFH
Sold putSold call

Dream Finders Homes, Inc. options

Live interpolated DFH call and put midpoint premiums by absolute delta.Dream Finders Homes, Inc.$0.28$1.12$1.97$2.81$3.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDFH PRICE$0.37$0.44$0.52$0.59$0.66$1.08$1.54$2.01$2.48$2.94$3.41$0.68$1.03$1.37$1.72$2.06$2.41
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ13.9581.5%15.6%
35Δ13.6079.8%13.4%
40Δ13.2578.2%11.2%
45Δ12.9076.5%9.0%
50Δ12.5574.9%6.7%
55Δ12.0382.1%5.9%12.7347.6%2.7%
60Δ11.4890.8%5.2%13.1154.1%2.4%
65Δ10.9499.4%4.6%13.4960.7%2.2%
70Δ10.39108.1%4.0%13.8767.2%1.9%
75Δ9.85116.7%3.3%14.2473.8%1.6%
80Δ9.30125.4%2.7%14.6280.3%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.95
IV
81.5%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.60
IV
79.8%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.25
IV
78.2%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.90
IV
76.5%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.55
IV
74.9%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
12.03
IV
82.1%
B/E move
5.9%
Puts
Pseudo strike
12.73
IV
47.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
11.48
IV
90.8%
B/E move
5.2%
Puts
Pseudo strike
13.11
IV
54.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
10.94
IV
99.4%
B/E move
4.6%
Puts
Pseudo strike
13.49
IV
60.7%
B/E move
2.2%

70Δ

Calls
Pseudo strike
10.39
IV
108.1%
B/E move
4.0%
Puts
Pseudo strike
13.87
IV
67.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
9.85
IV
116.7%
B/E move
3.3%
Puts
Pseudo strike
14.24
IV
73.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
9.30
IV
125.4%
B/E move
2.7%
Puts
Pseudo strike
14.62
IV
80.3%
B/E move
1.3%

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%