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Legacy Housing Corp LEGH

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-10-22T14:49:44.954Z

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 · 2026-10-22T14:41:09.695283487Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:49:42.836681+00:00

Share price$28.03
1D+2.8%
$27.20$27.46$27.72$27.98$28.245:30 AM6:30 AM9:00 AM1:00 PMLEGH
Sold putSold call

Legacy Housing Corp options

Live interpolated LEGH call and put midpoint premiums by absolute delta.Legacy Housing Corp$2.49$2.55$2.61$2.67$2.72$17.03$22.67$28.31$33.96$39.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEGH spot · $28.03LEGH PRICE$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.54$2.59$2.64$2.70
PutsExpensive2.42×
CallsExpensive2.51×
SkewBullish-7.18 pp
Implied moveBalanced±$5.09
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.36207.7%36.3%
25Δ22.85164.8%27.4%
30Δ24.74134.3%20.7%
35Δ38.11170.6%44.9%26.00113.9%16.2%
40Δ33.49136.2%28.4%27.1795.2%12.0%
45Δ30.89111.7%19.1%27.8883.8%9.6%
50Δ29.3494.0%13.6%28.4175.5%7.9%
55Δ28.2579.5%9.7%28.9467.1%6.2%
60Δ29.4758.8%4.5%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.36
IV
207.7%
B/E move
36.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.85
IV
164.8%
B/E move
27.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.74
IV
134.3%
B/E move
20.7%

35Δ

Calls
Pseudo strike
38.11
IV
170.6%
B/E move
44.9%
Puts
Pseudo strike
26.00
IV
113.9%
B/E move
16.2%

40Δ

Calls
Pseudo strike
33.49
IV
136.2%
B/E move
28.4%
Puts
Pseudo strike
27.17
IV
95.2%
B/E move
12.0%

45Δ

Calls
Pseudo strike
30.89
IV
111.7%
B/E move
19.1%
Puts
Pseudo strike
27.88
IV
83.8%
B/E move
9.6%

50Δ

Calls
Pseudo strike
29.34
IV
94.0%
B/E move
13.6%
Puts
Pseudo strike
28.41
IV
75.5%
B/E move
7.9%

55Δ

Calls
Pseudo strike
28.25
IV
79.5%
B/E move
9.7%
Puts
Pseudo strike
28.94
IV
67.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.47
IV
58.8%
B/E move
4.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations