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Loews Corporation L

i

Market dataready · fetched 2026-11-11T13:53:34.342Z

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 · 2026-11-11T00:00:00.001803509Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:53:33.861391+00:00

Share price$110.93
1D+0.4%
AH$109.92$110.33$110.74$111.14$111.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PML
Sold putSold callAH

Loews Corporation options

Live interpolated L call and put midpoint premiums by absolute delta.Loews Corporation$0.60$2.14$3.69$5.23$6.77$103.64$107.59$111.53$115.48$119.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive L spot · $110.93L PRICE$1.01$1.15$1.30$1.59$1.90$2.20$2.50$2.80$3.30$4.06$4.81$5.57$6.33$0.76$1.03$1.29$1.55$1.81$2.13$2.47$2.82$3.17$3.52$3.86$4.21$4.96
PutsExpensive1.21×
CallsExpensive1.46×
SkewBullish-6.81 pp
Implied moveBalanced±$4.97
TiltBullish6.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.8253.5%8.9%105.7836.4%5.3%
25Δ117.4446.6%6.9%106.7336.1%4.7%
30Δ115.0739.8%4.9%107.6935.7%4.1%
35Δ114.1238.8%4.3%108.6435.3%3.5%
40Δ113.2238.0%3.8%109.6035.0%2.8%
45Δ112.3237.2%3.2%110.3934.2%2.4%
50Δ111.4236.3%2.7%111.0633.1%2.1%
55Δ110.5135.5%2.2%111.7432.0%1.8%
60Δ109.5635.4%1.7%112.4131.0%1.5%
65Δ108.5536.3%1.5%113.0929.9%1.2%
70Δ107.5337.2%1.3%113.7728.8%0.9%
75Δ106.5138.1%1.0%114.4427.7%0.6%
80Δ105.5039.0%0.8%115.4728.1%0.4%

20Δ

Calls
Pseudo strike
119.82
IV
53.5%
B/E move
8.9%
Puts
Pseudo strike
105.78
IV
36.4%
B/E move
5.3%

25Δ

Calls
Pseudo strike
117.44
IV
46.6%
B/E move
6.9%
Puts
Pseudo strike
106.73
IV
36.1%
B/E move
4.7%

30Δ

Calls
Pseudo strike
115.07
IV
39.8%
B/E move
4.9%
Puts
Pseudo strike
107.69
IV
35.7%
B/E move
4.1%

35Δ

Calls
Pseudo strike
114.12
IV
38.8%
B/E move
4.3%
Puts
Pseudo strike
108.64
IV
35.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
113.22
IV
38.0%
B/E move
3.8%
Puts
Pseudo strike
109.60
IV
35.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
112.32
IV
37.2%
B/E move
3.2%
Puts
Pseudo strike
110.39
IV
34.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
111.42
IV
36.3%
B/E move
2.7%
Puts
Pseudo strike
111.06
IV
33.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
110.51
IV
35.5%
B/E move
2.2%
Puts
Pseudo strike
111.74
IV
32.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
109.56
IV
35.4%
B/E move
1.7%
Puts
Pseudo strike
112.41
IV
31.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
108.55
IV
36.3%
B/E move
1.5%
Puts
Pseudo strike
113.09
IV
29.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
107.53
IV
37.2%
B/E move
1.3%
Puts
Pseudo strike
113.77
IV
28.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
106.51
IV
38.1%
B/E move
1.0%
Puts
Pseudo strike
114.44
IV
27.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
105.50
IV
39.0%
B/E move
0.8%
Puts
Pseudo strike
115.47
IV
28.1%
B/E move
0.4%

Options history

IV · four-Friday blend22.31%
Daily close
L17.6%20.5%23.5%2026-08-21: 20.21%2026-08-24: 19.76%2026-08-25: 20.53%2026-08-26: 19.84%2026-08-27: 19.54%2026-08-28: 20.18%2026-08-31: 20.53%2026-09-01: 19.63%2026-09-02: 20.14%2026-09-03: 18.00%2026-09-04: 19.57%2026-09-08: 21.34%2026-09-09: 21.52%2026-09-10: 21.01%2026-09-11: 21.23%2026-09-18: 21.32%2026-09-21: 20.90%2026-09-22: 21.44%2026-09-23: 21.44%2026-09-25: 19.49%2026-09-28: 20.07%2026-09-29: 19.70%2026-09-30: 20.07%2026-10-01: 20.26%2026-10-06: 23.08%2026-10-16: 20.29%2026-10-19: 20.42%2026-10-20: 20.53%2026-10-21: 20.63%2026-10-22: 20.52%2026-10-23: 21.07%2026-10-26: 21.14%2026-10-27: 21.79%2026-10-28: 21.43%2026-10-29: 21.82%2026-10-30: 22.31%Aug 21Sep 22Oct 30
36 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
20.21%
19.76%
20.53%
19.84%
19.54%
20.18%
20.53%
19.63%
20.14%
18.00%
19.57%
21.34%
21.52%
21.01%
21.23%
21.32%
20.90%
21.44%
21.44%
19.49%
20.07%
19.70%
20.07%
20.26%
23.08%
20.29%
20.42%
20.53%
20.63%
20.52%
21.07%
21.14%
21.79%
21.43%
21.82%
22.31%