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Legacy Housing Corporation Common Stock (TX) LEGH

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-11T17:49:20.326Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T17:40:14.600686655Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T17:49:18.824525+00:00

Share price$29.28
1D-1.3%
$28.83$29.26$29.68$30.10$30.535:30 AM6:30 AM9:00 AM1:00 PMLEGH
Sold putSold call

Legacy Housing Corporation Common Stock (TX) options

Live interpolated LEGH call and put midpoint premiums by absolute delta.Legacy Housing Corporation Common Stock (TX)$0.74$3.15$5.57$7.99$10.40$18.95$24.62$30.29$35.96$41.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ 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 LEGH spot · $29.27LEGH PRICE$1.00$1.30$1.59$1.89$2.19$2.51$2.97$3.44$3.91$4.37$5.88$7.79$9.71$1.95$2.47$3.00$3.52$4.04$4.56$5.08$5.60
Puts——
CallsCheap0.90×
Skew——
Implied moveBearish±$6.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.5145.5%48.6%
25Δ40.4545.5%42.6%
30Δ38.4045.5%36.6%
35Δ36.3545.5%30.6%27.9836.1%11.1%
40Δ34.2945.5%24.6%28.8935.7%9.8%
45Δ32.3645.5%19.1%29.7935.3%8.5%
50Δ31.2245.2%16.8%30.6934.9%7.2%
55Δ30.0945.0%14.5%31.6034.5%5.9%
60Δ28.9544.7%12.2%32.5034.1%4.6%
65Δ27.8144.4%9.9%33.4133.7%3.2%
70Δ25.8649.2%8.4%34.3133.3%1.9%
75Δ23.6056.0%7.2%
80Δ21.3362.8%6.0%

20Δ

Calls
Pseudo strike
42.51
IV
45.5%
B/E move
48.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
40.45
IV
45.5%
B/E move
42.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
38.40
IV
45.5%
B/E move
36.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
36.35
IV
45.5%
B/E move
30.6%
Puts
Pseudo strike
27.98
IV
36.1%
B/E move
11.1%

40Δ

Calls
Pseudo strike
34.29
IV
45.5%
B/E move
24.6%
Puts
Pseudo strike
28.89
IV
35.7%
B/E move
9.8%

45Δ

Calls
Pseudo strike
32.36
IV
45.5%
B/E move
19.1%
Puts
Pseudo strike
29.79
IV
35.3%
B/E move
8.5%

50Δ

Calls
Pseudo strike
31.22
IV
45.2%
B/E move
16.8%
Puts
Pseudo strike
30.69
IV
34.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
30.09
IV
45.0%
B/E move
14.5%
Puts
Pseudo strike
31.60
IV
34.5%
B/E move
5.9%

60Δ

Calls
Pseudo strike
28.95
IV
44.7%
B/E move
12.2%
Puts
Pseudo strike
32.50
IV
34.1%
B/E move
4.6%

65Δ

Calls
Pseudo strike
27.81
IV
44.4%
B/E move
9.9%
Puts
Pseudo strike
33.41
IV
33.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
25.86
IV
49.2%
B/E move
8.4%
Puts
Pseudo strike
34.31
IV
33.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
23.60
IV
56.0%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.33
IV
62.8%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.54%
Daily close
LEGH39.0%90.1%141.3%2026-08-13: 67.78%2026-08-14: 56.48%2026-08-18: 77.89%2026-08-19: 85.78%2026-08-21: 50.09%2026-08-24: 46.56%2026-08-25: 48.34%2026-08-26: 50.36%2026-08-27: 51.07%2026-08-28: 52.09%2026-08-31: 46.04%2026-09-01: 46.37%2026-09-02: 49.21%2026-09-03: 55.03%2026-09-04: 56.20%2026-09-08: 53.49%2026-09-09: 62.02%2026-09-10: 63.25%2026-09-11: 64.23%2026-09-14: 66.18%2026-09-15: 77.74%2026-09-16: 89.88%2026-09-17: 134.25%2026-09-18: 52.09%2026-09-21: 54.67%2026-09-22: 51.01%2026-09-23: 49.43%2026-09-24: 46.83%2026-09-25: 47.19%2026-09-28: 50.46%2026-09-29: 53.41%2026-10-01: 50.35%2026-10-02: 58.97%2026-10-05: 59.46%2026-10-06: 58.65%2026-10-07: 62.42%2026-10-08: 61.22%2026-10-13: 55.50%2026-10-14: 94.99%2026-10-15: 89.49%2026-10-16: 48.67%2026-10-19: 50.00%2026-10-20: 57.33%2026-10-21: 47.72%2026-10-22: 54.36%2026-10-23: 57.64%2026-10-26: 49.14%2026-10-27: 55.33%2026-10-28: 52.99%2026-10-29: 46.35%2026-10-30: 50.54%Aug 13Sep 22Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
67.78%
56.48%
77.89%
85.78%
50.09%
46.56%
48.34%
50.36%
51.07%
52.09%
46.04%
46.37%
49.21%
55.03%
56.20%
53.49%
62.02%
63.25%
64.23%
66.18%
77.74%
89.88%
134.25%
52.09%
54.67%
51.01%
49.43%
46.83%
47.19%
50.46%
53.41%
50.35%
58.97%
59.46%
58.65%
62.42%
61.22%
55.50%
94.99%
89.49%
48.67%
50.00%
57.33%
47.72%
54.36%
57.64%
49.14%
55.33%
52.99%
46.35%
50.54%