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Loews Corporation L

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Market datapartial · fetched 2026-10-22T11:47:27.374Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T11:42:59.727948977Z

FundamentalsAlpha Vantage · unavailable

Share price$112.18
1D
Price history unavailable.

Loews Corporation options

Live interpolated L call and put midpoint premiums by absolute delta.Loews Corporation$0.83$3.81$6.79$9.78$12.76$101.06$105.88$110.70$115.52$120.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive L spot · $112.18L PRICE$1.15$1.20$1.18$1.25$1.50$1.75$2.01$2.26$2.51$2.76$3.02$3.45$4.35$1.42$1.57$1.73$1.88$2.40$2.96$3.52$4.08$4.64$5.89$7.19$8.49$11.90
PutsExpensive1.90×
CallsCheap0.90×
SkewBearish+11.23 pp
Implied moveBearish±$5.52
TiltBearish34.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.8935.6%11.5%101.9941.0%10.4%
25Δ119.1327.0%7.3%104.5635.5%8.2%
30Δ116.7221.2%5.1%107.1330.1%6.0%
35Δ114.8217.0%3.5%109.7124.6%3.9%
40Δ114.2016.5%3.1%110.9024.3%3.3%
45Δ113.5716.0%2.8%111.9124.7%2.9%
50Δ112.9515.5%2.5%112.9225.1%2.5%
55Δ112.3315.0%2.1%113.9325.5%2.1%
60Δ111.7014.5%1.8%114.9425.8%1.7%
65Δ111.0814.0%1.5%116.5027.2%1.4%
70Δ110.4513.5%1.2%118.0928.7%1.1%
75Δ109.7013.2%0.9%119.6830.1%0.9%
80Δ108.5813.2%0.7%123.2835.6%0.7%

20Δ

Calls
Pseudo strike
123.89
IV
35.6%
B/E move
11.5%
Puts
Pseudo strike
101.99
IV
41.0%
B/E move
10.4%

25Δ

Calls
Pseudo strike
119.13
IV
27.0%
B/E move
7.3%
Puts
Pseudo strike
104.56
IV
35.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
116.72
IV
21.2%
B/E move
5.1%
Puts
Pseudo strike
107.13
IV
30.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
114.82
IV
17.0%
B/E move
3.5%
Puts
Pseudo strike
109.71
IV
24.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
114.20
IV
16.5%
B/E move
3.1%
Puts
Pseudo strike
110.90
IV
24.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
113.57
IV
16.0%
B/E move
2.8%
Puts
Pseudo strike
111.91
IV
24.7%
B/E move
2.9%

50Δ

Calls
Pseudo strike
112.95
IV
15.5%
B/E move
2.5%
Puts
Pseudo strike
112.92
IV
25.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
112.33
IV
15.0%
B/E move
2.1%
Puts
Pseudo strike
113.93
IV
25.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
111.70
IV
14.5%
B/E move
1.8%
Puts
Pseudo strike
114.94
IV
25.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
111.08
IV
14.0%
B/E move
1.5%
Puts
Pseudo strike
116.50
IV
27.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
110.45
IV
13.5%
B/E move
1.2%
Puts
Pseudo strike
118.09
IV
28.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
109.70
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
119.68
IV
30.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
108.58
IV
13.2%
B/E move
0.7%
Puts
Pseudo strike
123.28
IV
35.6%
B/E move
0.7%

Options history

No recorded observations