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Lifevantage Corporation Common Stock (Delaware) LFVN

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Market datapartial · fetched 2026-10-23T15:08:54.828Z

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 · 2026-10-23T14:53:15.967203675Z

FundamentalsAlpha Vantage · unavailable

Share price$5.79
1D-3.1%
$5.70$5.77$5.85$5.93$6.005:30 AM6:30 AM9:00 AM1:00 PMLFVN
Sold putSold call

Lifevantage Corporation Common Stock (Delaware) options

Live interpolated LFVN call and put midpoint premiums by absolute delta.Lifevantage Corporation Common Stock (Delaware)$0.39$1.37$2.35$3.32$4.30$2.26$4.32$6.39$8.46$10.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LFVN spot · $5.79LFVN PRICE$0.50$0.71$0.92$1.13$1.34$1.55$1.76$1.97$2.18$2.39$2.61$2.82$0.58$0.67$0.78$0.94$1.11$1.27$1.44$1.60$1.77$1.93$2.28$3.15$4.02
PutsExpensive2.75×
CallsExpensive3.48×
SkewBullish-74.43 pp
Implied moveBullish±$2.99
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.88262.1%43.1%
25Δ12.09246.8%117.3%4.49221.4%34.1%
30Δ11.40246.4%109.0%5.06186.8%26.2%
35Δ10.71245.9%100.8%5.37180.3%23.6%
40Δ10.02245.5%92.5%5.69173.7%21.0%
45Δ9.33245.1%84.2%6.00167.2%18.3%
50Δ8.64244.7%75.9%6.32160.7%15.7%
55Δ7.95244.3%67.6%6.64154.2%13.1%
60Δ7.26243.9%59.3%6.95147.7%10.5%
65Δ6.57243.5%51.0%7.27141.2%7.9%
70Δ5.88243.1%42.8%7.75136.9%5.6%
75Δ5.19242.6%34.5%8.68138.5%4.5%
80Δ4.50242.2%26.2%9.62140.2%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.88
IV
262.1%
B/E move
43.1%

25Δ

Calls
Pseudo strike
12.09
IV
246.8%
B/E move
117.3%
Puts
Pseudo strike
4.49
IV
221.4%
B/E move
34.1%

30Δ

Calls
Pseudo strike
11.40
IV
246.4%
B/E move
109.0%
Puts
Pseudo strike
5.06
IV
186.8%
B/E move
26.2%

35Δ

Calls
Pseudo strike
10.71
IV
245.9%
B/E move
100.8%
Puts
Pseudo strike
5.37
IV
180.3%
B/E move
23.6%

40Δ

Calls
Pseudo strike
10.02
IV
245.5%
B/E move
92.5%
Puts
Pseudo strike
5.69
IV
173.7%
B/E move
21.0%

45Δ

Calls
Pseudo strike
9.33
IV
245.1%
B/E move
84.2%
Puts
Pseudo strike
6.00
IV
167.2%
B/E move
18.3%

50Δ

Calls
Pseudo strike
8.64
IV
244.7%
B/E move
75.9%
Puts
Pseudo strike
6.32
IV
160.7%
B/E move
15.7%

55Δ

Calls
Pseudo strike
7.95
IV
244.3%
B/E move
67.6%
Puts
Pseudo strike
6.64
IV
154.2%
B/E move
13.1%

60Δ

Calls
Pseudo strike
7.26
IV
243.9%
B/E move
59.3%
Puts
Pseudo strike
6.95
IV
147.7%
B/E move
10.5%

65Δ

Calls
Pseudo strike
6.57
IV
243.5%
B/E move
51.0%
Puts
Pseudo strike
7.27
IV
141.2%
B/E move
7.9%

70Δ

Calls
Pseudo strike
5.88
IV
243.1%
B/E move
42.8%
Puts
Pseudo strike
7.75
IV
136.9%
B/E move
5.6%

75Δ

Calls
Pseudo strike
5.19
IV
242.6%
B/E move
34.5%
Puts
Pseudo strike
8.68
IV
138.5%
B/E move
4.5%

80Δ

Calls
Pseudo strike
4.50
IV
242.2%
B/E move
26.2%
Puts
Pseudo strike
9.62
IV
140.2%
B/E move
3.4%

Options history

No recorded observations