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Distribution Solutions Group, Inc. Common Stock DSGR

INDUSTRIALS · INDUSTRIAL DISTRIBUTION
i

Market datapartial · fetched 2026-11-07T21:28:44.800Z

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 · 2026-11-06T21:00:00.330591318Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T21:28:43.791380+00:00

Share price$34.93
1D-0.1%
AH$34.91$34.94$34.96$34.98$35.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDSGR
Sold putSold callAH

Distribution Solutions Group, Inc. Common Stock options

Live interpolated DSGR call and put midpoint premiums by absolute delta.Distribution Solutions Group, Inc. Common Stock$2.44$4.49$6.53$8.58$10.63$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —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 PRICEDSGR PRICE$2.66$3.45$4.23$5.02$5.80$6.59$7.37$8.53$10.04
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
30Δ
35Δ
40Δ39.60162.9%21.0%
45Δ38.12168.7%19.0%
50Δ36.64174.6%17.0%
55Δ35.16180.4%15.0%
60Δ33.68186.3%13.0%
65Δ32.19192.1%11.0%
70Δ30.71198.0%9.0%
75Δ28.92202.1%7.2%
80Δ26.85204.8%5.6%

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

35Δ

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

40Δ

Calls
Pseudo strike
39.60
IV
162.9%
B/E move
21.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
38.12
IV
168.7%
B/E move
19.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.64
IV
174.6%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.16
IV
180.4%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
33.68
IV
186.3%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.19
IV
192.1%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
30.71
IV
198.0%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.92
IV
202.1%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.85
IV
204.8%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend80.28%
Daily EOD
DSGR58.0%74.6%91.2%2026-10-19: 83.34%2026-10-21: 60.27%2026-10-22: 88.01%2026-10-23: 82.81%2026-10-26: 88.87%2026-10-27: 78.52%2026-10-28: 73.96%2026-10-30: 80.28%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
83.34%
60.27%
88.01%
82.81%
88.87%
78.52%
73.96%
80.28%