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Dine Brands Global, Inc. DIN

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-03T22:20:31.607Z

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 · 2026-11-03T21:10:00.004144942Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T22:20:30.864406+00:00

Share price$35.31
1D-3.1%
AH$34.57$35.07$35.57$36.07$36.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDIN
Sold putSold callAH

Dine Brands Global, Inc. options

Live interpolated DIN call and put midpoint premiums by absolute delta.Dine Brands Global, Inc.$0.31$1.57$2.83$4.08$5.34$29.50$32.45$35.41$38.36$41.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —OPTION PRICELive DIN spot · $35.31DIN PRICE$0.45$0.60$0.76$0.91$1.07$1.23$1.38$1.54$2.00$2.57$3.13$3.70$4.26$1.23$1.76$2.30$2.84$3.37$3.91$4.44$4.98
Puts——
CallsCheap0.75×
Skew——
Implied moveBearish±$3.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.1046.3%12.0%
25Δ38.5346.2%10.8%
30Δ37.9746.1%9.7%
35Δ37.4046.0%8.5%
40Δ36.8446.0%7.4%
45Δ36.2745.9%6.2%35.2241.7%3.7%
50Δ35.7145.8%5.0%35.8944.3%3.4%
55Δ35.1445.7%3.9%36.5547.0%3.0%
60Δ34.4747.0%3.3%37.2249.6%2.6%
65Δ33.7548.9%2.9%37.8852.2%2.3%
70Δ33.0450.7%2.4%38.5554.9%1.9%
75Δ32.3352.6%2.0%39.2157.5%1.5%
80Δ31.6254.4%1.6%39.8860.1%1.2%

20Δ

Calls
Pseudo strike
39.10
IV
46.3%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
38.53
IV
46.2%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
37.97
IV
46.1%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
37.40
IV
46.0%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
36.84
IV
46.0%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.27
IV
45.9%
B/E move
6.2%
Puts
Pseudo strike
35.22
IV
41.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
35.71
IV
45.8%
B/E move
5.0%
Puts
Pseudo strike
35.89
IV
44.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
35.14
IV
45.7%
B/E move
3.9%
Puts
Pseudo strike
36.55
IV
47.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
34.47
IV
47.0%
B/E move
3.3%
Puts
Pseudo strike
37.22
IV
49.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
33.75
IV
48.9%
B/E move
2.9%
Puts
Pseudo strike
37.88
IV
52.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
33.04
IV
50.7%
B/E move
2.4%
Puts
Pseudo strike
38.55
IV
54.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
32.33
IV
52.6%
B/E move
2.0%
Puts
Pseudo strike
39.21
IV
57.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
31.62
IV
54.4%
B/E move
1.6%
Puts
Pseudo strike
39.88
IV
60.1%
B/E move
1.2%

Options history

IV · four-Friday blend41.23%
Daily EOD
DIN33.3%46.7%60.1%2026-10-19: 53.13%2026-10-20: 55.71%2026-10-21: 56.14%2026-10-22: 57.79%2026-10-23: 58.27%2026-10-26: 55.61%2026-10-27: 55.72%2026-10-28: 46.33%2026-10-29: 35.12%2026-10-30: 41.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.13%
55.71%
56.14%
57.79%
58.27%
55.61%
55.72%
46.33%
35.12%
41.23%