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Donnelley Financial Solutions, Inc. DFIN

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-03T15:47:11.744Z

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 · 2026-11-03T15:46:26.584324745Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T15:47:09.935773+00:00

Share price$66.73
1D+1.1%
$65.15$65.64$66.14$66.63$67.135:30 AM6:30 AM9:00 AM1:00 PMDFIN
Sold putSold call

Donnelley Financial Solutions, Inc. options

Live interpolated DFIN call and put midpoint premiums by absolute delta.Donnelley Financial Solutions, Inc.$1.26$3.07$4.88$6.69$8.50$48.19$56.00$63.80$71.61$79.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive DFIN spot · $66.73DFIN PRICE$2.45$2.45$2.48$2.52$2.77$3.03$3.30$3.56$3.99$4.83$5.67$6.51$1.46$1.88$2.30$2.72$3.12$3.51$3.91$4.31$4.82$5.87$6.93$7.98
Puts——
Calls——
Skew——
Implied moveBearish±$6.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ84.25129.9%29.9%61.9657.7%9.3%
30Δ76.8999.9%18.9%63.0859.2%8.3%
35Δ73.0881.5%13.2%64.2060.7%7.2%
40Δ70.2466.7%9.0%65.2861.0%6.2%
45Δ69.0161.8%7.6%66.2658.5%5.4%
50Δ67.9357.7%6.3%67.2356.1%4.5%
55Δ66.8553.7%5.1%68.2153.6%3.7%
60Δ65.7749.6%3.9%69.1851.2%2.8%
65Δ64.6847.0%2.9%70.2149.2%2.0%
70Δ63.5647.6%2.5%71.5349.9%1.6%
75Δ62.4448.3%2.1%72.8550.6%1.2%
80Δ61.3249.0%1.6%74.1751.2%0.8%

20Δ

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

25Δ

Calls
Pseudo strike
84.25
IV
129.9%
B/E move
29.9%
Puts
Pseudo strike
61.96
IV
57.7%
B/E move
9.3%

30Δ

Calls
Pseudo strike
76.89
IV
99.9%
B/E move
18.9%
Puts
Pseudo strike
63.08
IV
59.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
73.08
IV
81.5%
B/E move
13.2%
Puts
Pseudo strike
64.20
IV
60.7%
B/E move
7.2%

40Δ

Calls
Pseudo strike
70.24
IV
66.7%
B/E move
9.0%
Puts
Pseudo strike
65.28
IV
61.0%
B/E move
6.2%

45Δ

Calls
Pseudo strike
69.01
IV
61.8%
B/E move
7.6%
Puts
Pseudo strike
66.26
IV
58.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
67.93
IV
57.7%
B/E move
6.3%
Puts
Pseudo strike
67.23
IV
56.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
66.85
IV
53.7%
B/E move
5.1%
Puts
Pseudo strike
68.21
IV
53.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
65.77
IV
49.6%
B/E move
3.9%
Puts
Pseudo strike
69.18
IV
51.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
64.68
IV
47.0%
B/E move
2.9%
Puts
Pseudo strike
70.21
IV
49.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
63.56
IV
47.6%
B/E move
2.5%
Puts
Pseudo strike
71.53
IV
49.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
62.44
IV
48.3%
B/E move
2.1%
Puts
Pseudo strike
72.85
IV
50.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
61.32
IV
49.0%
B/E move
1.6%
Puts
Pseudo strike
74.17
IV
51.2%
B/E move
0.8%

Options history

IV · four-Friday blend41.27%
Daily EOD
DFIN40.2%46.4%52.7%2026-10-19: 48.42%2026-10-20: 49.16%2026-10-21: 48.18%2026-10-22: 48.78%2026-10-23: 48.99%2026-10-26: 50.26%2026-10-27: 50.65%2026-10-28: 51.80%2026-10-29: 41.07%2026-10-30: 41.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.42%
49.16%
48.18%
48.78%
48.99%
50.26%
50.65%
51.80%
41.07%
41.27%