Share price$350.28
1D-7.2%
Sold putSold callAH
Littelfuse, Inc. Common Stock LFUS
i
Market datapartial · fetched 2026-10-22T21:25:49.143Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:02.596039118Z
FundamentalsAlpha Vantage · unavailable
Littelfuse, Inc. Common Stock options
PutsFair1.00×
CallsExpensive1.29×
SkewBearish+1.04 pp
Implied moveBearish±$43.23
TiltBearish10.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 403.21 | 53.1% | 16.7% | 310.32 | 58.0% | 13.4% |
| 25Δ | 393.12 | 53.0% | 14.3% | 319.81 | 56.1% | 11.3% |
| 30Δ | 384.33 | 52.9% | 12.4% | 327.59 | 55.5% | 9.7% |
| 35Δ | 376.51 | 53.1% | 10.8% | 334.89 | 55.2% | 8.4% |
| 40Δ | 369.28 | 53.6% | 9.4% | 341.91 | 54.9% | 7.2% |
| 45Δ | 362.32 | 53.8% | 8.2% | 348.73 | 54.4% | 6.2% |
| 50Δ | 355.48 | 53.7% | 7.0% | 355.61 | 54.6% | 5.3% |
| 55Δ | 348.70 | 53.4% | 5.9% | 362.56 | 54.7% | 4.5% |
| 60Δ | 342.02 | 53.7% | 5.0% | 369.58 | 54.3% | 3.7% |
| 65Δ | 335.10 | 54.2% | 4.2% | 377.39 | 54.6% | 3.0% |
| 70Δ | 327.89 | 54.7% | 3.5% | 385.28 | 54.2% | 2.4% |
| 75Δ | 320.17 | 55.3% | 2.8% | 394.23 | 54.2% | 1.8% |
| 80Δ | 310.67 | 57.3% | 2.2% | 405.06 | 54.7% | 1.2% |
20Δ
- Pseudo strike
- 403.21
- IV
- 53.1%
- B/E move
- 16.7%
- Pseudo strike
- 310.32
- IV
- 58.0%
- B/E move
- 13.4%
25Δ
- Pseudo strike
- 393.12
- IV
- 53.0%
- B/E move
- 14.3%
- Pseudo strike
- 319.81
- IV
- 56.1%
- B/E move
- 11.3%
30Δ
- Pseudo strike
- 384.33
- IV
- 52.9%
- B/E move
- 12.4%
- Pseudo strike
- 327.59
- IV
- 55.5%
- B/E move
- 9.7%
35Δ
- Pseudo strike
- 376.51
- IV
- 53.1%
- B/E move
- 10.8%
- Pseudo strike
- 334.89
- IV
- 55.2%
- B/E move
- 8.4%
40Δ
- Pseudo strike
- 369.28
- IV
- 53.6%
- B/E move
- 9.4%
- Pseudo strike
- 341.91
- IV
- 54.9%
- B/E move
- 7.2%
45Δ
- Pseudo strike
- 362.32
- IV
- 53.8%
- B/E move
- 8.2%
- Pseudo strike
- 348.73
- IV
- 54.4%
- B/E move
- 6.2%
50Δ
- Pseudo strike
- 355.48
- IV
- 53.7%
- B/E move
- 7.0%
- Pseudo strike
- 355.61
- IV
- 54.6%
- B/E move
- 5.3%
55Δ
- Pseudo strike
- 348.70
- IV
- 53.4%
- B/E move
- 5.9%
- Pseudo strike
- 362.56
- IV
- 54.7%
- B/E move
- 4.5%
60Δ
- Pseudo strike
- 342.02
- IV
- 53.7%
- B/E move
- 5.0%
- Pseudo strike
- 369.58
- IV
- 54.3%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- 335.10
- IV
- 54.2%
- B/E move
- 4.2%
- Pseudo strike
- 377.39
- IV
- 54.6%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 327.89
- IV
- 54.7%
- B/E move
- 3.5%
- Pseudo strike
- 385.28
- IV
- 54.2%
- B/E move
- 2.4%
75Δ
- Pseudo strike
- 320.17
- IV
- 55.3%
- B/E move
- 2.8%
- Pseudo strike
- 394.23
- IV
- 54.2%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 310.67
- IV
- 57.3%
- B/E move
- 2.2%
- Pseudo strike
- 405.06
- IV
- 54.7%
- B/E move
- 1.2%
Options history
No recorded observations