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Lifecore Biomedical, Inc. Common Stock LFCR

i

Market dataready · fetched 2026-11-12T02:54:50.435Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:01.485529384Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:54:49.739890+00:00

Share price$6.40
1D+0.2%
AH$6.38$6.38$6.39$6.40$6.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLFCR
Sold putSold callAH

Lifecore Biomedical, Inc. Common Stock options

Live interpolated LFCR call and put midpoint premiums by absolute delta.Lifecore Biomedical, Inc. Common Stock$0.91$1.73$2.56$3.38$4.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELFCR PRICE$2.92$1.00$1.33$1.66$1.99$2.32$2.65$2.98$3.31$3.64$3.97
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.1883.0%19.0%
25Δ6.5893.6%18.0%
30Δ6.98104.3%16.9%
35Δ7.38115.0%15.8%
40Δ7.78125.6%14.7%
45Δ8.18136.3%13.6%
50Δ8.58146.9%12.5%
55Δ8.98157.6%11.4%
60Δ9.38168.3%10.3%
65Δ9.78178.9%9.2%
70Δ
75Δ
80Δ4.36271.7%13.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.18
IV
83.0%
B/E move
19.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.58
IV
93.6%
B/E move
18.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.98
IV
104.3%
B/E move
16.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.38
IV
115.0%
B/E move
15.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.78
IV
125.6%
B/E move
14.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.18
IV
136.3%
B/E move
13.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.58
IV
146.9%
B/E move
12.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.98
IV
157.6%
B/E move
11.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.38
IV
168.3%
B/E move
10.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.78
IV
178.9%
B/E move
9.2%

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
4.36
IV
271.7%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations