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Loandepot Inc LDI

FINANCIAL SERVICES · MORTGAGE FINANCE
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Market dataready · fetched 2026-10-16T22:21:23.175Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:01:06.689445249Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:20:07.027144+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$0.02$0.40$0.78$1.15$1.53$-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$0.06$0.25$0.44$0.63$0.78$0.92$1.06$1.18$1.30$1.42
PutsExpensive3.82×
CallsExpensive4.35×
SkewBullish-61.39 pp
Implied moveBearish±$0.75
TiltBearish68.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.80800.0%481.2%
25Δ2.08800.0%348.3%
30Δ1.75800.0%273.6%
35Δ1.49799.6%208.3%0.53173.6%12.0%
40Δ1.30793.8%171.5%0.67368.4%20.3%
45Δ1.11788.1%134.7%0.82563.1%28.6%
50Δ0.94712.8%99.3%0.97757.9%36.9%
55Δ0.78528.8%66.2%1.14800.0%33.5%
60Δ0.62344.7%33.1%1.31800.0%26.9%
65Δ1.49800.0%20.4%
70Δ1.63767.8%16.2%
75Δ1.77732.8%12.3%
80Δ1.91697.9%8.3%

20Δ

Calls
Pseudo strike
2.80
IV
800.0%
B/E move
481.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.08
IV
800.0%
B/E move
348.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.75
IV
800.0%
B/E move
273.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.49
IV
799.6%
B/E move
208.3%
Puts
Pseudo strike
0.53
IV
173.6%
B/E move
12.0%

40Δ

Calls
Pseudo strike
1.30
IV
793.8%
B/E move
171.5%
Puts
Pseudo strike
0.67
IV
368.4%
B/E move
20.3%

45Δ

Calls
Pseudo strike
1.11
IV
788.1%
B/E move
134.7%
Puts
Pseudo strike
0.82
IV
563.1%
B/E move
28.6%

50Δ

Calls
Pseudo strike
0.94
IV
712.8%
B/E move
99.3%
Puts
Pseudo strike
0.97
IV
757.9%
B/E move
36.9%

55Δ

Calls
Pseudo strike
0.78
IV
528.8%
B/E move
66.2%
Puts
Pseudo strike
1.14
IV
800.0%
B/E move
33.5%

60Δ

Calls
Pseudo strike
0.62
IV
344.7%
B/E move
33.1%
Puts
Pseudo strike
1.31
IV
800.0%
B/E move
26.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
800.0%
B/E move
20.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.63
IV
767.8%
B/E move
16.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.77
IV
732.8%
B/E move
12.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.91
IV
697.9%
B/E move
8.3%