IntraAlpha
Create free account Start free

LandBridge Company LLC LB

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T07:56:31.344Z

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 · 2026-10-21T23:00:00.001854427Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:56:28.865211+00:00

Share price$80.63
1D-0.3%
AH$79.64$80.16$80.67$81.18$81.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLB
Sold putSold callAH

LandBridge Company LLC options

Live interpolated LB call and put midpoint premiums by absolute delta.LandBridge Company LLC$0.91$4.42$7.93$11.44$14.94$65.05$72.84$80.64$88.44$96.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LB spot · $80.63LB PRICE$1.29$1.68$2.16$2.66$3.16$3.73$4.29$4.85$6.05$7.40$8.74$10.25$11.76$1.62$1.92$2.44$3.15$3.86$4.64$5.69$6.75$7.83$9.05$10.27$11.84$13.93
PutsExpensive1.33×
CallsExpensive1.35×
SkewNeutral-0.10 pp
Implied moveBearish±$9.98
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.2354.1%17.2%71.0759.5%13.9%
25Δ90.6053.3%14.5%73.7853.0%10.9%
30Δ88.6053.1%12.6%75.8250.7%9.0%
35Δ86.7753.1%10.9%77.3051.9%8.0%
40Δ84.9653.1%9.3%78.7853.2%7.1%
45Δ83.4052.1%8.1%80.3054.3%6.2%
50Δ81.8451.1%6.8%81.9755.3%5.4%
55Δ80.2850.1%5.6%83.6556.2%4.6%
60Δ78.5553.1%4.9%85.3456.9%3.9%
65Δ76.7857.0%4.4%87.1456.1%3.2%
70Δ75.0160.9%3.9%88.9355.4%2.4%
75Δ72.9261.4%3.1%91.0155.0%1.8%
80Δ70.8261.9%2.4%93.5355.3%1.3%

20Δ

Calls
Pseudo strike
93.23
IV
54.1%
B/E move
17.2%
Puts
Pseudo strike
71.07
IV
59.5%
B/E move
13.9%

25Δ

Calls
Pseudo strike
90.60
IV
53.3%
B/E move
14.5%
Puts
Pseudo strike
73.78
IV
53.0%
B/E move
10.9%

30Δ

Calls
Pseudo strike
88.60
IV
53.1%
B/E move
12.6%
Puts
Pseudo strike
75.82
IV
50.7%
B/E move
9.0%

35Δ

Calls
Pseudo strike
86.77
IV
53.1%
B/E move
10.9%
Puts
Pseudo strike
77.30
IV
51.9%
B/E move
8.0%

40Δ

Calls
Pseudo strike
84.96
IV
53.1%
B/E move
9.3%
Puts
Pseudo strike
78.78
IV
53.2%
B/E move
7.1%

45Δ

Calls
Pseudo strike
83.40
IV
52.1%
B/E move
8.1%
Puts
Pseudo strike
80.30
IV
54.3%
B/E move
6.2%

50Δ

Calls
Pseudo strike
81.84
IV
51.1%
B/E move
6.8%
Puts
Pseudo strike
81.97
IV
55.3%
B/E move
5.4%

55Δ

Calls
Pseudo strike
80.28
IV
50.1%
B/E move
5.6%
Puts
Pseudo strike
83.65
IV
56.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
78.55
IV
53.1%
B/E move
4.9%
Puts
Pseudo strike
85.34
IV
56.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
76.78
IV
57.0%
B/E move
4.4%
Puts
Pseudo strike
87.14
IV
56.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
75.01
IV
60.9%
B/E move
3.9%
Puts
Pseudo strike
88.93
IV
55.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
72.92
IV
61.4%
B/E move
3.1%
Puts
Pseudo strike
91.01
IV
55.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
70.82
IV
61.9%
B/E move
2.4%
Puts
Pseudo strike
93.53
IV
55.3%
B/E move
1.3%

Options history

No recorded observations