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Loandepot Inc LDI

FINANCIAL SERVICES · MORTGAGE FINANCE
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Market dataready · fetched 2026-10-16T21:47:46.399Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:35:21.762716045Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:45.620138+00:00

Share price$0.53
1D-3.1%
AH$0.53$0.54$0.56$0.58$0.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLDI
Sold putSold callAH

Loandepot Inc options

Live interpolated LDI call and put midpoint premiums by absolute delta.Loandepot Inc$0.01$0.38$0.76$1.14$1.52$-0.06$0.25$0.55$0.86$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LDI spot · $0.53LDI PRICE$0.28$0.30$0.23$0.15$0.14$0.13$0.12$0.10$0.09$0.05$0.24$0.44$0.63$0.78$0.92$1.06$1.18$1.30$1.41
PutsExpensive3.80×
CallsExpensive4.35×
SkewBullish-64.81 pp
Implied moveBearish±$0.75
TiltBearish67.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.80800.0%483.2%
25Δ2.08800.0%350.0%
30Δ1.75800.0%274.7%
35Δ1.49799.6%209.2%0.52156.0%11.1%
40Δ1.30794.3%172.3%0.67356.0%19.6%
45Δ1.11788.9%135.5%0.82556.0%28.1%
50Δ0.94713.4%99.7%0.97755.9%36.7%
55Δ0.77525.0%65.6%1.14800.0%33.4%
60Δ0.61336.6%31.5%1.31800.0%26.8%
65Δ1.49800.0%20.1%
70Δ1.62766.8%16.1%
75Δ1.76730.8%12.3%
80Δ1.89694.8%8.4%

20Δ

Calls
Pseudo strike
2.80
IV
800.0%
B/E move
483.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.08
IV
800.0%
B/E move
350.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.75
IV
800.0%
B/E move
274.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.49
IV
799.6%
B/E move
209.2%
Puts
Pseudo strike
0.52
IV
156.0%
B/E move
11.1%

40Δ

Calls
Pseudo strike
1.30
IV
794.3%
B/E move
172.3%
Puts
Pseudo strike
0.67
IV
356.0%
B/E move
19.6%

45Δ

Calls
Pseudo strike
1.11
IV
788.9%
B/E move
135.5%
Puts
Pseudo strike
0.82
IV
556.0%
B/E move
28.1%

50Δ

Calls
Pseudo strike
0.94
IV
713.4%
B/E move
99.7%
Puts
Pseudo strike
0.97
IV
755.9%
B/E move
36.7%

55Δ

Calls
Pseudo strike
0.77
IV
525.0%
B/E move
65.6%
Puts
Pseudo strike
1.14
IV
800.0%
B/E move
33.4%

60Δ

Calls
Pseudo strike
0.61
IV
336.6%
B/E move
31.5%
Puts
Pseudo strike
1.31
IV
800.0%
B/E move
26.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
800.0%
B/E move
20.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.62
IV
766.8%
B/E move
16.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.76
IV
730.8%
B/E move
12.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.89
IV
694.8%
B/E move
8.4%