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Lands' End, Inc. Common Stock LE

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Market dataready · fetched 2026-11-11T13:46:20.904Z

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 · 2026-11-10T21:00:00.539067466Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-11T13:46:20.470504+00:00

Share price$9.49
1D-1.5%
AH$9.41$9.48$9.56$9.63$9.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLE
Sold putSold callAH

Lands' End, Inc. Common Stock options

Live interpolated LE call and put midpoint premiums by absolute delta.Lands' End, Inc. Common Stock$0.33$0.88$1.42$1.97$2.52$8.37$9.44$10.51$11.57$12.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 LE spot · $9.49LE PRICE$0.41$0.42$0.45$0.48$0.51$0.61$0.86$1.11$1.36$1.61$1.86$2.11$2.36$0.39$0.45$0.50$0.56$0.61$0.67$0.73$0.78$0.84
Puts——
CallsExpensive2.72×
Skew——
Implied moveBullish±$1.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.94296.9%72.3%7.57201.3%24.3%
25Δ12.99224.7%41.4%7.87188.1%21.8%
30Δ11.91189.5%30.2%8.17174.9%19.2%
35Δ11.19163.7%22.9%8.46161.6%16.7%
40Δ10.47137.8%15.7%8.76148.4%14.2%
45Δ9.89124.9%10.6%9.05135.1%11.7%
50Δ9.55137.0%9.7%9.35121.9%9.2%
55Δ9.22149.0%8.8%9.64108.7%6.6%
60Δ8.89161.0%8.0%9.9495.4%4.1%
65Δ8.55173.1%7.1%
70Δ8.22185.1%6.2%
75Δ7.89197.1%5.3%
80Δ7.55209.2%4.5%

20Δ

Calls
Pseudo strike
15.94
IV
296.9%
B/E move
72.3%
Puts
Pseudo strike
7.57
IV
201.3%
B/E move
24.3%

25Δ

Calls
Pseudo strike
12.99
IV
224.7%
B/E move
41.4%
Puts
Pseudo strike
7.87
IV
188.1%
B/E move
21.8%

30Δ

Calls
Pseudo strike
11.91
IV
189.5%
B/E move
30.2%
Puts
Pseudo strike
8.17
IV
174.9%
B/E move
19.2%

35Δ

Calls
Pseudo strike
11.19
IV
163.7%
B/E move
22.9%
Puts
Pseudo strike
8.46
IV
161.6%
B/E move
16.7%

40Δ

Calls
Pseudo strike
10.47
IV
137.8%
B/E move
15.7%
Puts
Pseudo strike
8.76
IV
148.4%
B/E move
14.2%

45Δ

Calls
Pseudo strike
9.89
IV
124.9%
B/E move
10.6%
Puts
Pseudo strike
9.05
IV
135.1%
B/E move
11.7%

50Δ

Calls
Pseudo strike
9.55
IV
137.0%
B/E move
9.7%
Puts
Pseudo strike
9.35
IV
121.9%
B/E move
9.2%

55Δ

Calls
Pseudo strike
9.22
IV
149.0%
B/E move
8.8%
Puts
Pseudo strike
9.64
IV
108.7%
B/E move
6.6%

60Δ

Calls
Pseudo strike
8.89
IV
161.0%
B/E move
8.0%
Puts
Pseudo strike
9.94
IV
95.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
8.55
IV
173.1%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.22
IV
185.1%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.89
IV
197.1%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.55
IV
209.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.31%
Daily EOD
LE63.2%68.3%73.5%2026-10-19: 67.71%2026-10-20: 65.24%2026-10-21: 64.61%2026-10-22: 63.89%2026-10-23: 67.05%2026-10-26: 69.91%2026-10-27: 72.74%2026-10-28: 71.54%2026-10-30: 68.31%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.71%
65.24%
64.61%
63.89%
67.05%
69.91%
72.74%
71.54%
68.31%