IntraAlpha
Create free account Start free

Lands’ End Inc LE

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-10-22T07:13:17.079Z

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 · 2026-10-21T20:00:00.33664579Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T07:13:15.525662+00:00

Share price$9.61
1D-0.6%
AH$9.58$9.66$9.73$9.80$9.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLE
Sold putSold callAH

Lands’ End Inc options

Live interpolated LE call and put midpoint premiums by absolute delta.Lands’ End Inc$0.38$0.82$1.27$1.72$2.17$6.74$8.20$9.65$11.10$12.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LE spot · $9.61LE PRICE$0.42$0.44$0.45$0.45$0.45$0.50$0.72$0.94$1.16$1.38$1.60$1.82$2.04$0.45$0.48$0.50$0.53$0.55$0.58$0.60$0.62$0.65
PutsExpensive2.00×
CallsExpensive2.13×
SkewBullish-3.02 pp
Implied moveBullish±$1.32
TiltBullish42.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.60173.5%77.2%7.55127.1%26.2%
25Δ13.41130.4%44.1%7.85116.4%23.3%
30Δ12.06105.9%30.1%8.16105.7%20.4%
35Δ11.3287.6%22.5%8.4695.0%17.5%
40Δ10.5869.4%14.8%8.7684.3%14.5%
45Δ9.9455.9%8.6%9.0773.6%11.6%
50Δ9.6460.2%7.8%9.3762.9%8.7%
55Δ9.3564.5%7.0%9.6852.1%5.8%
60Δ9.0668.9%6.3%9.9841.4%2.9%
65Δ8.7673.2%5.5%
70Δ8.4777.5%4.8%
75Δ8.1781.8%4.0%
80Δ7.8886.1%3.2%

20Δ

Calls
Pseudo strike
16.60
IV
173.5%
B/E move
77.2%
Puts
Pseudo strike
7.55
IV
127.1%
B/E move
26.2%

25Δ

Calls
Pseudo strike
13.41
IV
130.4%
B/E move
44.1%
Puts
Pseudo strike
7.85
IV
116.4%
B/E move
23.3%

30Δ

Calls
Pseudo strike
12.06
IV
105.9%
B/E move
30.1%
Puts
Pseudo strike
8.16
IV
105.7%
B/E move
20.4%

35Δ

Calls
Pseudo strike
11.32
IV
87.6%
B/E move
22.5%
Puts
Pseudo strike
8.46
IV
95.0%
B/E move
17.5%

40Δ

Calls
Pseudo strike
10.58
IV
69.4%
B/E move
14.8%
Puts
Pseudo strike
8.76
IV
84.3%
B/E move
14.5%

45Δ

Calls
Pseudo strike
9.94
IV
55.9%
B/E move
8.6%
Puts
Pseudo strike
9.07
IV
73.6%
B/E move
11.6%

50Δ

Calls
Pseudo strike
9.64
IV
60.2%
B/E move
7.8%
Puts
Pseudo strike
9.37
IV
62.9%
B/E move
8.7%

55Δ

Calls
Pseudo strike
9.35
IV
64.5%
B/E move
7.0%
Puts
Pseudo strike
9.68
IV
52.1%
B/E move
5.8%

60Δ

Calls
Pseudo strike
9.06
IV
68.9%
B/E move
6.3%
Puts
Pseudo strike
9.98
IV
41.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
8.76
IV
73.2%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.47
IV
77.5%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.17
IV
81.8%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.88
IV
86.1%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations