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Lifevantage Corporation Common Stock (Delaware) LFVN

i

Market dataready · fetched 2026-11-13T02:14:40.448Z

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 · 2026-11-12T21:00:00.525836578Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:14:28.883101+00:00

Share price$5.04
1D+3.5%
AH$4.68$4.83$4.98$5.13$5.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLFVN
Sold putSold callAH

Lifevantage Corporation Common Stock (Delaware) options

Live interpolated LFVN call and put midpoint premiums by absolute delta.Lifevantage Corporation Common Stock (Delaware)$0.34$1.16$1.98$2.79$3.61$3.70$4.35$5.00$5.66$6.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LFVN spot · $5.04LFVN PRICE$0.64$0.65$0.66$0.68$0.69$0.82$1.08$1.34$1.61$1.87$0.43$0.79$1.16$1.52$1.88$2.25$2.61$3.37
Puts——
Calls——
Skew——
Implied moveBearish±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ11.42587.2%139.3%
40Δ10.01509.4%111.6%
45Δ8.60431.7%83.9%5.06139.7%8.2%
50Δ7.19353.9%56.2%5.45164.2%7.6%
55Δ5.78276.1%28.5%5.84188.7%7.1%
60Δ4.85241.0%12.4%6.23213.2%6.5%
65Δ4.51259.4%10.8%6.62237.7%6.0%
70Δ4.16277.8%9.3%7.01262.2%5.4%
75Δ3.82296.2%7.7%7.40286.7%4.9%
80Δ3.48314.5%6.1%8.22299.8%3.9%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
11.42
IV
587.2%
B/E move
139.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.01
IV
509.4%
B/E move
111.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.60
IV
431.7%
B/E move
83.9%
Puts
Pseudo strike
5.06
IV
139.7%
B/E move
8.2%

50Δ

Calls
Pseudo strike
7.19
IV
353.9%
B/E move
56.2%
Puts
Pseudo strike
5.45
IV
164.2%
B/E move
7.6%

55Δ

Calls
Pseudo strike
5.78
IV
276.1%
B/E move
28.5%
Puts
Pseudo strike
5.84
IV
188.7%
B/E move
7.1%

60Δ

Calls
Pseudo strike
4.85
IV
241.0%
B/E move
12.4%
Puts
Pseudo strike
6.23
IV
213.2%
B/E move
6.5%

65Δ

Calls
Pseudo strike
4.51
IV
259.4%
B/E move
10.8%
Puts
Pseudo strike
6.62
IV
237.7%
B/E move
6.0%

70Δ

Calls
Pseudo strike
4.16
IV
277.8%
B/E move
9.3%
Puts
Pseudo strike
7.01
IV
262.2%
B/E move
5.4%

75Δ

Calls
Pseudo strike
3.82
IV
296.2%
B/E move
7.7%
Puts
Pseudo strike
7.40
IV
286.7%
B/E move
4.9%

80Δ

Calls
Pseudo strike
3.48
IV
314.5%
B/E move
6.1%
Puts
Pseudo strike
8.22
IV
299.8%
B/E move
3.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations