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Legacy Housing Corporation Common Stock (TX) LEGH

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Market datapartial · fetched 2026-10-22T21:13:00.961Z

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 · 2026-10-22T20:00:00.710786651Z

FundamentalsAlpha Vantage · unavailable

Share price$28.31
1D+3.8%
AH$27.15$27.58$28.01$28.44$28.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEGH
Sold putSold callAH

Legacy Housing Corporation Common Stock (TX) options

Live interpolated LEGH call and put midpoint premiums by absolute delta.Legacy Housing Corporation Common Stock (TX)$2.39$2.94$3.50$4.05$4.61$19.30$23.70$28.10$32.50$36.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEGH spot · $28.31LEGH PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.70$3.00$3.29$3.59$2.45$2.45$2.45$2.45$2.45$2.51$2.57$2.63$2.69$3.07$3.53$3.99$4.45
PutsExpensive1.99×
CallsExpensive1.83×
SkewBearish+5.18 pp
Implied moveBearish±$5.02
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.61204.5%35.9%
25Δ23.11162.3%27.0%
30Δ25.05131.1%20.2%
35Δ37.88164.8%42.5%26.28111.5%15.8%
40Δ33.54131.9%27.1%27.5192.1%11.5%
45Δ31.07108.4%18.4%28.1083.2%9.6%
50Δ29.5491.1%13.0%28.7074.3%7.7%
55Δ28.5977.9%9.6%29.2965.4%5.8%
60Δ27.6464.7%6.3%29.8856.5%3.9%
65Δ27.0360.5%5.0%30.5154.0%3.1%
70Δ26.4757.8%4.1%31.1553.1%2.4%
75Δ25.9155.1%3.2%31.7952.2%1.8%
80Δ25.3652.5%2.2%32.4351.3%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.61
IV
204.5%
B/E move
35.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.11
IV
162.3%
B/E move
27.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.05
IV
131.1%
B/E move
20.2%

35Δ

Calls
Pseudo strike
37.88
IV
164.8%
B/E move
42.5%
Puts
Pseudo strike
26.28
IV
111.5%
B/E move
15.8%

40Δ

Calls
Pseudo strike
33.54
IV
131.9%
B/E move
27.1%
Puts
Pseudo strike
27.51
IV
92.1%
B/E move
11.5%

45Δ

Calls
Pseudo strike
31.07
IV
108.4%
B/E move
18.4%
Puts
Pseudo strike
28.10
IV
83.2%
B/E move
9.6%

50Δ

Calls
Pseudo strike
29.54
IV
91.1%
B/E move
13.0%
Puts
Pseudo strike
28.70
IV
74.3%
B/E move
7.7%

55Δ

Calls
Pseudo strike
28.59
IV
77.9%
B/E move
9.6%
Puts
Pseudo strike
29.29
IV
65.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
27.64
IV
64.7%
B/E move
6.3%
Puts
Pseudo strike
29.88
IV
56.5%
B/E move
3.9%

65Δ

Calls
Pseudo strike
27.03
IV
60.5%
B/E move
5.0%
Puts
Pseudo strike
30.51
IV
54.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
26.47
IV
57.8%
B/E move
4.1%
Puts
Pseudo strike
31.15
IV
53.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
25.91
IV
55.1%
B/E move
3.2%
Puts
Pseudo strike
31.79
IV
52.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
25.36
IV
52.5%
B/E move
2.2%
Puts
Pseudo strike
32.43
IV
51.3%
B/E move
1.2%

Options history

No recorded observations