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LCI Industries LCII

i

Market dataready · fetched 2026-11-11T13:49:04.922Z

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 · 2026-11-11T13:07:10.903276914Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:49:04.573764+00:00

Share price$97.98
1D
Price history unavailable.

LCI Industries options

Live interpolated LCII call and put midpoint premiums by absolute delta.LCI Industries$1.08$2.90$4.71$6.52$8.33$85.59$91.91$98.22$104.54$110.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LCII spot · $97.98LCII PRICE$1.28$1.64$1.99$2.35$2.70$3.06$3.41$3.77$4.12$4.65$6.23$7.81$1.33$1.49$1.66$1.83$2.01$2.20$2.38$2.57$2.75$2.93
Puts——
Calls——
Skew——
Implied moveBullish±$5.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.5072.7%10.0%
25Δ104.8357.0%8.3%91.8063.0%7.8%
30Δ103.7255.4%7.5%93.8354.5%5.9%
35Δ102.6153.9%6.8%95.3348.3%4.6%
40Δ101.5052.3%6.0%96.1045.2%4.0%
45Δ100.3950.7%5.2%96.8642.2%3.4%
50Δ99.2849.2%4.4%97.6339.1%2.8%
55Δ98.1747.6%3.7%98.4036.0%2.2%
60Δ97.0646.1%2.9%99.1732.9%1.6%
65Δ95.9544.5%2.1%99.9429.8%1.0%
70Δ94.7544.0%1.4%
75Δ92.9849.6%1.3%
80Δ91.2255.2%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.50
IV
72.7%
B/E move
10.0%

25Δ

Calls
Pseudo strike
104.83
IV
57.0%
B/E move
8.3%
Puts
Pseudo strike
91.80
IV
63.0%
B/E move
7.8%

30Δ

Calls
Pseudo strike
103.72
IV
55.4%
B/E move
7.5%
Puts
Pseudo strike
93.83
IV
54.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
102.61
IV
53.9%
B/E move
6.8%
Puts
Pseudo strike
95.33
IV
48.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
101.50
IV
52.3%
B/E move
6.0%
Puts
Pseudo strike
96.10
IV
45.2%
B/E move
4.0%

45Δ

Calls
Pseudo strike
100.39
IV
50.7%
B/E move
5.2%
Puts
Pseudo strike
96.86
IV
42.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
99.28
IV
49.2%
B/E move
4.4%
Puts
Pseudo strike
97.63
IV
39.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
98.17
IV
47.6%
B/E move
3.7%
Puts
Pseudo strike
98.40
IV
36.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
97.06
IV
46.1%
B/E move
2.9%
Puts
Pseudo strike
99.17
IV
32.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
95.95
IV
44.5%
B/E move
2.1%
Puts
Pseudo strike
99.94
IV
29.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
94.75
IV
44.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
92.98
IV
49.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
91.22
IV
55.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.48%
Daily EOD
LCII18.9%30.2%41.5%2026-10-19: 39.92%2026-10-20: 38.83%2026-10-21: 38.21%2026-10-22: 37.72%2026-10-23: 38.50%2026-10-26: 37.92%2026-10-27: 37.15%2026-10-28: 23.34%2026-10-29: 22.24%2026-10-30: 20.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.92%
38.83%
38.21%
37.72%
38.50%
37.92%
37.15%
23.34%
22.24%
20.48%