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Lakeland Industries, Inc. Common Stock LAKE

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Market datapartial · fetched 2026-10-22T15:44:46.239Z

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 · 2026-10-22T15:39:55.793178974Z

FundamentalsAlpha Vantage · unavailable

Share price$9.21
1D+0.2%
$9.04$9.11$9.19$9.26$9.335:30 AM6:30 AM9:00 AM1:00 PMLAKE
Sold putSold call

Lakeland Industries, Inc. Common Stock options

Live interpolated LAKE call and put midpoint premiums by absolute delta.Lakeland Industries, Inc. Common Stock$0.24$1.47$2.70$3.92$5.15$5.15$7.23$9.32$11.40$13.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAKE spot · $9.21LAKE PRICE$0.37$0.64$0.88$0.67$0.49$0.65$0.80$0.96$1.11$1.27$1.42$1.58$1.73$0.67$0.72$0.85$0.98$1.11$1.23$1.36$1.49$2.11$2.78$3.45$4.12$4.80
PutsExpensive1.46×
CallsExpensive1.26×
SkewBearish+17.61 pp
Implied moveBearish±$2.16
TiltBearish34.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.78136.5%53.7%6.66192.9%35.0%
25Δ15.76197.6%78.1%7.57148.9%25.6%
30Δ16.87243.2%92.7%7.97141.0%22.7%
35Δ12.63149.0%44.5%8.37133.0%19.8%
40Δ9.9271.8%13.1%8.77125.1%16.8%
45Δ9.6672.5%11.9%9.16117.1%13.9%
50Δ9.3973.2%10.7%9.56109.1%10.9%
55Δ9.1273.8%9.5%9.96101.2%8.0%
60Δ8.8674.5%8.3%10.69103.9%6.8%
65Δ8.5975.2%7.0%11.45107.7%5.8%
70Δ8.3375.9%5.8%12.22111.5%4.8%
75Δ8.0676.5%4.6%12.98115.4%3.8%
80Δ7.7977.2%3.4%13.75119.2%2.8%

20Δ

Calls
Pseudo strike
13.78
IV
136.5%
B/E move
53.7%
Puts
Pseudo strike
6.66
IV
192.9%
B/E move
35.0%

25Δ

Calls
Pseudo strike
15.76
IV
197.6%
B/E move
78.1%
Puts
Pseudo strike
7.57
IV
148.9%
B/E move
25.6%

30Δ

Calls
Pseudo strike
16.87
IV
243.2%
B/E move
92.7%
Puts
Pseudo strike
7.97
IV
141.0%
B/E move
22.7%

35Δ

Calls
Pseudo strike
12.63
IV
149.0%
B/E move
44.5%
Puts
Pseudo strike
8.37
IV
133.0%
B/E move
19.8%

40Δ

Calls
Pseudo strike
9.92
IV
71.8%
B/E move
13.1%
Puts
Pseudo strike
8.77
IV
125.1%
B/E move
16.8%

45Δ

Calls
Pseudo strike
9.66
IV
72.5%
B/E move
11.9%
Puts
Pseudo strike
9.16
IV
117.1%
B/E move
13.9%

50Δ

Calls
Pseudo strike
9.39
IV
73.2%
B/E move
10.7%
Puts
Pseudo strike
9.56
IV
109.1%
B/E move
10.9%

55Δ

Calls
Pseudo strike
9.12
IV
73.8%
B/E move
9.5%
Puts
Pseudo strike
9.96
IV
101.2%
B/E move
8.0%

60Δ

Calls
Pseudo strike
8.86
IV
74.5%
B/E move
8.3%
Puts
Pseudo strike
10.69
IV
103.9%
B/E move
6.8%

65Δ

Calls
Pseudo strike
8.59
IV
75.2%
B/E move
7.0%
Puts
Pseudo strike
11.45
IV
107.7%
B/E move
5.8%

70Δ

Calls
Pseudo strike
8.33
IV
75.9%
B/E move
5.8%
Puts
Pseudo strike
12.22
IV
111.5%
B/E move
4.8%

75Δ

Calls
Pseudo strike
8.06
IV
76.5%
B/E move
4.6%
Puts
Pseudo strike
12.98
IV
115.4%
B/E move
3.8%

80Δ

Calls
Pseudo strike
7.79
IV
77.2%
B/E move
3.4%
Puts
Pseudo strike
13.75
IV
119.2%
B/E move
2.8%

Options history

No recorded observations