IntraAlpha
Create free account Start free

Dycom Industries, Inc. DY

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-11-06T19:45:29.596Z

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 · 2026-11-06T19:43:13.064387968Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T19:45:28.927414+00:00

Share price$208.43
1D+5.4%
$197$200$204$207$2115:30 AM6:30 AM9:00 AM1:00 PMDY
Sold putSold call

Dycom Industries, Inc. options

Live interpolated DY call and put midpoint premiums by absolute delta.Dycom Industries, Inc.$2.19$10.88$19.57$28.27$36.96$168.61$189.29$209.97$230.65$251.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DY spot · $208.43DY PRICE$3.13$4.01$5.03$6.09$7.32$8.66$10.00$12.22$14.59$17.01$19.74$23.01$26.85$3.90$5.42$6.62$8.43$10.38$12.39$14.37$16.28$18.19$21.08$24.38$28.86$34.46
PutsExpensive1.11×
CallsFair1.00×
SkewBearish+6.87 pp
Implied moveBearish±$24.37
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ239.0472.4%16.2%185.4379.1%12.9%
25Δ231.5970.3%13.0%189.7781.8%11.6%
30Δ226.3968.9%11.0%194.8778.4%9.7%
35Δ221.8067.7%9.3%198.9579.9%8.6%
40Δ217.7967.0%8.0%203.0680.3%7.6%
45Δ214.1766.7%6.9%207.2080.3%6.5%
50Δ210.5466.3%5.8%211.2379.5%5.5%
55Δ206.8768.7%5.1%215.0577.0%4.6%
60Δ203.2071.5%4.5%218.8874.5%3.7%
65Δ199.4674.1%3.9%223.2173.8%3.0%
70Δ195.3275.2%3.2%227.7774.0%2.4%
75Δ190.7576.6%2.6%233.3675.2%1.9%
80Δ185.6876.9%2.0%239.9577.5%1.4%

20Δ

Calls
Pseudo strike
239.04
IV
72.4%
B/E move
16.2%
Puts
Pseudo strike
185.43
IV
79.1%
B/E move
12.9%

25Δ

Calls
Pseudo strike
231.59
IV
70.3%
B/E move
13.0%
Puts
Pseudo strike
189.77
IV
81.8%
B/E move
11.6%

30Δ

Calls
Pseudo strike
226.39
IV
68.9%
B/E move
11.0%
Puts
Pseudo strike
194.87
IV
78.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
221.80
IV
67.7%
B/E move
9.3%
Puts
Pseudo strike
198.95
IV
79.9%
B/E move
8.6%

40Δ

Calls
Pseudo strike
217.79
IV
67.0%
B/E move
8.0%
Puts
Pseudo strike
203.06
IV
80.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
214.17
IV
66.7%
B/E move
6.9%
Puts
Pseudo strike
207.20
IV
80.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
210.54
IV
66.3%
B/E move
5.8%
Puts
Pseudo strike
211.23
IV
79.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
206.87
IV
68.7%
B/E move
5.1%
Puts
Pseudo strike
215.05
IV
77.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
203.20
IV
71.5%
B/E move
4.5%
Puts
Pseudo strike
218.88
IV
74.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
199.46
IV
74.1%
B/E move
3.9%
Puts
Pseudo strike
223.21
IV
73.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
195.32
IV
75.2%
B/E move
3.2%
Puts
Pseudo strike
227.77
IV
74.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
190.75
IV
76.6%
B/E move
2.6%
Puts
Pseudo strike
233.36
IV
75.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
185.68
IV
76.9%
B/E move
2.0%
Puts
Pseudo strike
239.95
IV
77.5%
B/E move
1.4%

Options history

IV · four-Friday blend63.52%
Daily EOD
DY57.2%60.7%64.2%2026-10-19: 58.13%2026-10-20: 57.65%2026-10-21: 59.17%2026-10-22: 61.95%2026-10-23: 62.29%2026-10-26: 63.71%2026-10-27: 61.60%2026-10-28: 61.57%2026-10-29: 61.25%2026-10-30: 63.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.13%
57.65%
59.17%
61.95%
62.29%
63.71%
61.60%
61.57%
61.25%
63.52%