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Lifevantage Corporation LFVN

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T18:29:04.248Z

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 · 2026-10-22T18:24:07.995648967Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:28:19.261860+00:00

Share price$5.92
1D-1.3%
$5.92$5.94$5.96$5.98$6.015:30 AM6:30 AM9:00 AM1:00 PMLFVN
Sold putSold call

Lifevantage Corporation options

Live interpolated LFVN call and put midpoint premiums by absolute delta.Lifevantage Corporation$0.08$1.68$3.28$4.88$6.48$3.10$4.38$5.67$6.95$8.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LFVN spot · $5.92LFVN PRICE$0.25$0.36$0.47$0.58$0.70$0.81$0.92$1.03$1.14$1.25$0.55$1.05$1.54$2.04$2.54$3.03$3.53$4.03$4.53$5.02$5.52$6.02
PutsExpensive2.31×
CallsExpensive1.52×
SkewBearish+30.62 pp
Implied moveBearish±$3.84
TiltBearish67.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.2990.8%27.3%5.3899.4%18.5%
30Δ7.0694.8%25.3%5.95106.7%17.2%
35Δ6.8398.8%23.2%6.53114.0%15.9%
40Δ6.59102.9%21.2%7.10121.3%14.5%
45Δ6.36106.9%19.1%7.68128.5%13.2%
50Δ6.13110.9%17.1%8.25135.8%11.9%
55Δ5.90114.9%15.1%8.83143.1%10.6%
60Δ5.67118.9%13.0%9.41150.4%9.2%
65Δ5.43122.9%11.0%9.98157.7%7.9%
70Δ5.20126.9%9.0%10.56165.0%6.6%
75Δ11.13172.3%5.2%
80Δ11.71179.6%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.29
IV
90.8%
B/E move
27.3%
Puts
Pseudo strike
5.38
IV
99.4%
B/E move
18.5%

30Δ

Calls
Pseudo strike
7.06
IV
94.8%
B/E move
25.3%
Puts
Pseudo strike
5.95
IV
106.7%
B/E move
17.2%

35Δ

Calls
Pseudo strike
6.83
IV
98.8%
B/E move
23.2%
Puts
Pseudo strike
6.53
IV
114.0%
B/E move
15.9%

40Δ

Calls
Pseudo strike
6.59
IV
102.9%
B/E move
21.2%
Puts
Pseudo strike
7.10
IV
121.3%
B/E move
14.5%

45Δ

Calls
Pseudo strike
6.36
IV
106.9%
B/E move
19.1%
Puts
Pseudo strike
7.68
IV
128.5%
B/E move
13.2%

50Δ

Calls
Pseudo strike
6.13
IV
110.9%
B/E move
17.1%
Puts
Pseudo strike
8.25
IV
135.8%
B/E move
11.9%

55Δ

Calls
Pseudo strike
5.90
IV
114.9%
B/E move
15.1%
Puts
Pseudo strike
8.83
IV
143.1%
B/E move
10.6%

60Δ

Calls
Pseudo strike
5.67
IV
118.9%
B/E move
13.0%
Puts
Pseudo strike
9.41
IV
150.4%
B/E move
9.2%

65Δ

Calls
Pseudo strike
5.43
IV
122.9%
B/E move
11.0%
Puts
Pseudo strike
9.98
IV
157.7%
B/E move
7.9%

70Δ

Calls
Pseudo strike
5.20
IV
126.9%
B/E move
9.0%
Puts
Pseudo strike
10.56
IV
165.0%
B/E move
6.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.13
IV
172.3%
B/E move
5.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.71
IV
179.6%
B/E move
3.9%

Options history

No recorded observations