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Littelfuse, Inc. Common Stock LFUS

i

Market dataready · fetched 2026-11-12T02:47:46.392Z

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: 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 · 2026-11-11T21:00:08.785634754Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T02:47:45.955906+00:00

Share price$397.70
1D+0.2%
AH$394$397$400$403$4075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLFUS
Sold putSold callAH

Littelfuse, Inc. Common Stock options

Live interpolated LFUS call and put midpoint premiums by absolute delta.Littelfuse, Inc. Common Stock$2.38$10.93$19.49$28.04$36.60$332.80$366.90$400.99$435.08$469.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LFUS spot · $397.70LFUS PRICE$3.30$4.39$5.66$6.95$8.52$10.20$11.94$13.97$16.00$18.68$21.73$25.08$28.89$4.03$5.43$6.86$8.35$9.98$11.99$14.00$16.37$18.79$21.74$25.21$29.28$34.13
PutsCheap0.65×
CallsCheap0.53×
SkewBearish+3.51 pp
Implied moveBearish±$25.94
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ425.8548.3%7.9%371.4355.0%7.6%
25Δ420.5248.9%6.8%376.7155.2%6.6%
30Δ415.9249.0%6.0%381.7854.9%5.7%
35Δ411.3949.0%5.2%386.5253.9%4.9%
40Δ407.2649.4%4.5%391.1053.1%4.2%
45Δ403.2949.8%4.0%395.2953.1%3.6%
50Δ399.3350.2%3.4%399.4753.2%3.1%
55Δ395.3950.0%2.9%403.6852.8%2.6%
60Δ391.4549.9%2.5%407.9052.4%2.2%
65Δ387.1850.3%2.1%412.4352.3%1.8%
70Δ382.7351.1%1.7%417.2852.5%1.4%
75Δ378.0351.5%1.4%422.6552.8%1.1%
80Δ372.9551.3%1.0%428.6753.1%0.8%

20Δ

Calls
Pseudo strike
425.85
IV
48.3%
B/E move
7.9%
Puts
Pseudo strike
371.43
IV
55.0%
B/E move
7.6%

25Δ

Calls
Pseudo strike
420.52
IV
48.9%
B/E move
6.8%
Puts
Pseudo strike
376.71
IV
55.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
415.92
IV
49.0%
B/E move
6.0%
Puts
Pseudo strike
381.78
IV
54.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
411.39
IV
49.0%
B/E move
5.2%
Puts
Pseudo strike
386.52
IV
53.9%
B/E move
4.9%

40Δ

Calls
Pseudo strike
407.26
IV
49.4%
B/E move
4.5%
Puts
Pseudo strike
391.10
IV
53.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
403.29
IV
49.8%
B/E move
4.0%
Puts
Pseudo strike
395.29
IV
53.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
399.33
IV
50.2%
B/E move
3.4%
Puts
Pseudo strike
399.47
IV
53.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
395.39
IV
50.0%
B/E move
2.9%
Puts
Pseudo strike
403.68
IV
52.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
391.45
IV
49.9%
B/E move
2.5%
Puts
Pseudo strike
407.90
IV
52.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
387.18
IV
50.3%
B/E move
2.1%
Puts
Pseudo strike
412.43
IV
52.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
382.73
IV
51.1%
B/E move
1.7%
Puts
Pseudo strike
417.28
IV
52.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
378.03
IV
51.5%
B/E move
1.4%
Puts
Pseudo strike
422.65
IV
52.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
372.95
IV
51.3%
B/E move
1.0%
Puts
Pseudo strike
428.67
IV
53.1%
B/E move
0.8%

Options history

IV · four-Friday blend47.11%
Daily close
LFUS43.8%51.6%59.4%2026-08-13: 52.12%2026-08-14: 51.61%2026-08-17: 56.20%2026-08-18: 56.54%2026-08-19: 55.19%2026-08-20: 58.28%2026-08-21: 53.42%2026-08-24: 53.96%2026-08-25: 53.62%2026-08-26: 53.06%2026-08-27: 52.95%2026-08-28: 52.09%2026-08-31: 52.32%2026-09-01: 52.24%2026-09-02: 51.53%2026-09-03: 51.02%2026-09-04: 50.11%2026-09-08: 51.90%2026-09-09: 51.05%2026-09-10: 50.06%2026-09-11: 47.44%2026-09-14: 51.87%2026-09-15: 51.70%2026-09-16: 50.66%2026-09-17: 49.08%2026-09-18: 47.20%2026-09-21: 48.02%2026-09-22: 48.26%2026-09-23: 46.94%2026-09-24: 46.85%2026-09-25: 45.96%2026-09-28: 46.91%2026-09-29: 46.18%2026-09-30: 45.62%2026-10-01: 45.23%2026-10-02: 45.54%2026-10-05: 45.29%2026-10-06: 44.88%2026-10-07: 45.40%2026-10-08: 46.00%2026-10-09: 45.04%2026-10-12: 46.35%2026-10-13: 46.30%2026-10-14: 48.86%2026-10-15: 49.65%2026-10-16: 47.22%2026-10-19: 47.22%2026-10-20: 47.12%2026-10-21: 46.88%2026-10-22: 48.74%2026-10-23: 50.12%2026-10-26: 50.56%2026-10-27: 52.70%2026-10-28: 45.21%2026-10-29: 44.94%2026-10-30: 47.11%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
52.12%
51.61%
56.20%
56.54%
55.19%
58.28%
53.42%
53.96%
53.62%
53.06%
52.95%
52.09%
52.32%
52.24%
51.53%
51.02%
50.11%
51.90%
51.05%
50.06%
47.44%
51.87%
51.70%
50.66%
49.08%
47.20%
48.02%
48.26%
46.94%
46.85%
45.96%
46.91%
46.18%
45.62%
45.23%
45.54%
45.29%
44.88%
45.40%
46.00%
45.04%
46.35%
46.30%
48.86%
49.65%
47.22%
47.22%
47.12%
46.88%
48.74%
50.12%
50.56%
52.70%
45.21%
44.94%
47.11%