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LCI Industries LCII

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
i

Market dataready · fetched 2026-10-22T06:23:50.820Z

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 · 2026-10-21T23:00:00.003547526Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:23:47.552551+00:00

Share price$83.15
1D+1.0%
AH$81.98$82.35$82.72$83.09$83.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLCII
Sold putSold callAH

LCI Industries options

Live interpolated LCII call and put midpoint premiums by absolute delta.LCI Industries$0.93$3.53$6.12$8.72$11.31$69.51$76.13$82.74$89.35$95.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LCII spot · $83.15LCII PRICE$1.21$1.46$1.77$2.18$2.60$3.02$3.66$4.33$5.00$5.68$6.99$8.44$9.90$1.75$2.02$2.36$2.72$3.38$4.05$4.71$5.44$6.29$7.14$7.99$9.20$10.57
PutsExpensive1.21×
CallsExpensive1.16×
SkewBearish+3.46 pp
Implied moveBearish±$8.37
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.8349.1%15.5%72.9361.7%14.4%
25Δ91.8144.2%12.2%76.0153.5%11.0%
30Δ89.4441.2%9.7%78.0349.6%9.0%
35Δ88.0241.0%8.5%80.0345.7%7.0%
40Δ86.6040.7%7.3%81.3945.7%6.2%
45Δ85.1940.5%6.1%82.7545.7%5.3%
50Δ83.9340.8%5.3%84.1145.7%4.5%
55Δ82.7041.3%4.7%85.4745.4%3.8%
60Δ81.4641.7%4.0%86.8444.7%3.1%
65Δ80.2242.1%3.3%88.2243.9%2.5%
70Δ78.5244.4%2.8%89.5943.1%1.9%
75Δ76.7047.1%2.4%91.2142.4%1.4%
80Δ74.8749.5%2.0%92.9341.5%0.9%

20Δ

Calls
Pseudo strike
94.83
IV
49.1%
B/E move
15.5%
Puts
Pseudo strike
72.93
IV
61.7%
B/E move
14.4%

25Δ

Calls
Pseudo strike
91.81
IV
44.2%
B/E move
12.2%
Puts
Pseudo strike
76.01
IV
53.5%
B/E move
11.0%

30Δ

Calls
Pseudo strike
89.44
IV
41.2%
B/E move
9.7%
Puts
Pseudo strike
78.03
IV
49.6%
B/E move
9.0%

35Δ

Calls
Pseudo strike
88.02
IV
41.0%
B/E move
8.5%
Puts
Pseudo strike
80.03
IV
45.7%
B/E move
7.0%

40Δ

Calls
Pseudo strike
86.60
IV
40.7%
B/E move
7.3%
Puts
Pseudo strike
81.39
IV
45.7%
B/E move
6.2%

45Δ

Calls
Pseudo strike
85.19
IV
40.5%
B/E move
6.1%
Puts
Pseudo strike
82.75
IV
45.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
83.93
IV
40.8%
B/E move
5.3%
Puts
Pseudo strike
84.11
IV
45.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
82.70
IV
41.3%
B/E move
4.7%
Puts
Pseudo strike
85.47
IV
45.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
81.46
IV
41.7%
B/E move
4.0%
Puts
Pseudo strike
86.84
IV
44.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
80.22
IV
42.1%
B/E move
3.3%
Puts
Pseudo strike
88.22
IV
43.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
78.52
IV
44.4%
B/E move
2.8%
Puts
Pseudo strike
89.59
IV
43.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
76.70
IV
47.1%
B/E move
2.4%
Puts
Pseudo strike
91.21
IV
42.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
74.87
IV
49.5%
B/E move
2.0%
Puts
Pseudo strike
92.93
IV
41.5%
B/E move
0.9%

Options history

No recorded observations