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Lifecore Biomedical, Inc. Common Stock LFCR

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Market datapartial · fetched 2026-10-22T22:28:06.976Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-22T20:00:00.375106122Z

FundamentalsAlpha Vantage · unavailable

Share price$6.37
1D-0.2%
AH$6.36$6.37$6.38$6.39$6.405:30 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$0.72$2.22$3.72$5.21$6.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELFCR PRICE$0.88$1.27$1.67$2.07$2.46$2.86$3.25$3.65$4.05$5.02$6.28
PutsExpensive1.39×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.9839.1%19.9%
25Δ6.4644.4%18.5%
30Δ6.9549.7%17.2%
35Δ7.4354.9%15.8%
40Δ7.9160.2%14.5%
45Δ8.3965.5%13.1%
50Δ8.8870.7%11.7%
55Δ9.3676.0%10.4%
60Δ9.8481.3%9.0%
65Δ10.9585.3%6.9%
70Δ12.3788.8%4.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.98
IV
39.1%
B/E move
19.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.46
IV
44.4%
B/E move
18.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.95
IV
49.7%
B/E move
17.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.43
IV
54.9%
B/E move
15.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.91
IV
60.2%
B/E move
14.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.39
IV
65.5%
B/E move
13.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.88
IV
70.7%
B/E move
11.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.36
IV
76.0%
B/E move
10.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.84
IV
81.3%
B/E move
9.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.95
IV
85.3%
B/E move
6.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.37
IV
88.8%
B/E move
4.5%

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