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Lifevantage Corporation LFVN

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T20:46:44.632Z

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 · 2026-10-22T20:00:00.049035265Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:46:43.898219+00:00

Share price$5.98
1D-0.3%
AH$5.84$5.88$5.93$5.97$6.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLFVN
Sold putSold callAH

Lifevantage Corporation options

Live interpolated LFVN call and put midpoint premiums by absolute delta.Lifevantage Corporation$0.11$1.44$2.78$4.11$5.44$3.48$5.05$6.62$8.20$9.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LFVN spot · $5.98LFVN PRICE$0.42$0.57$0.66$0.75$0.83$0.92$1.01$1.10$1.19$1.28$1.37$1.94$0.25$0.34$0.50$0.65$0.80$0.96$1.11$1.26$1.42$1.57$1.72$3.08$5.06
PutsExpensive1.86×
CallsExpensive2.66×
SkewBullish-76.55 pp
Implied moveBearish±$2.03
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.77125.2%24.4%
25Δ11.43221.8%98.2%5.1998.0%18.9%
30Δ11.91248.9%108.7%5.4499.2%17.4%
35Δ11.15235.5%97.5%5.69100.3%15.8%
40Δ10.39222.1%86.2%5.93101.5%14.2%
45Δ9.63208.7%75.0%6.18102.7%12.6%
50Δ8.87195.3%63.8%6.43103.9%11.1%
55Δ8.11181.9%52.5%6.67105.0%9.5%
60Δ7.35168.5%41.3%6.92106.2%7.9%
65Δ6.58155.1%30.0%7.17107.4%6.4%
70Δ5.82141.7%18.8%7.42108.6%4.8%
75Δ5.06128.3%7.5%8.83133.8%3.9%
80Δ4.38161.1%5.7%10.83171.3%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.77
IV
125.2%
B/E move
24.4%

25Δ

Calls
Pseudo strike
11.43
IV
221.8%
B/E move
98.2%
Puts
Pseudo strike
5.19
IV
98.0%
B/E move
18.9%

30Δ

Calls
Pseudo strike
11.91
IV
248.9%
B/E move
108.7%
Puts
Pseudo strike
5.44
IV
99.2%
B/E move
17.4%

35Δ

Calls
Pseudo strike
11.15
IV
235.5%
B/E move
97.5%
Puts
Pseudo strike
5.69
IV
100.3%
B/E move
15.8%

40Δ

Calls
Pseudo strike
10.39
IV
222.1%
B/E move
86.2%
Puts
Pseudo strike
5.93
IV
101.5%
B/E move
14.2%

45Δ

Calls
Pseudo strike
9.63
IV
208.7%
B/E move
75.0%
Puts
Pseudo strike
6.18
IV
102.7%
B/E move
12.6%

50Δ

Calls
Pseudo strike
8.87
IV
195.3%
B/E move
63.8%
Puts
Pseudo strike
6.43
IV
103.9%
B/E move
11.1%

55Δ

Calls
Pseudo strike
8.11
IV
181.9%
B/E move
52.5%
Puts
Pseudo strike
6.67
IV
105.0%
B/E move
9.5%

60Δ

Calls
Pseudo strike
7.35
IV
168.5%
B/E move
41.3%
Puts
Pseudo strike
6.92
IV
106.2%
B/E move
7.9%

65Δ

Calls
Pseudo strike
6.58
IV
155.1%
B/E move
30.0%
Puts
Pseudo strike
7.17
IV
107.4%
B/E move
6.4%

70Δ

Calls
Pseudo strike
5.82
IV
141.7%
B/E move
18.8%
Puts
Pseudo strike
7.42
IV
108.6%
B/E move
4.8%

75Δ

Calls
Pseudo strike
5.06
IV
128.3%
B/E move
7.5%
Puts
Pseudo strike
8.83
IV
133.8%
B/E move
3.9%

80Δ

Calls
Pseudo strike
4.38
IV
161.1%
B/E move
5.7%
Puts
Pseudo strike
10.83
IV
171.3%
B/E move
3.4%

Options history

No recorded observations