IntraAlpha
Create free account Start free

LGI Homes, Inc. Common Stock LGIH

i

Market datapartial · fetched 2026-10-22T14:53:25.018Z

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 · 2026-10-22T14:52:24.624839639Z

FundamentalsAlpha Vantage · unavailable

Share price$42.18
1D+5.9%
$39.63$40.33$41.02$41.71$42.405:30 AM6:30 AM9:00 AM1:00 PMLGIH
Sold putSold call

LGI Homes, Inc. Common Stock options

Live interpolated LGIH call and put midpoint premiums by absolute delta.LGI Homes, Inc. Common Stock$0.64$4.46$8.28$12.10$15.92$30.25$36.02$41.80$47.57$53.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LGIH spot · $42.18LGIH PRICE$1.05$1.25$1.50$1.75$2.01$2.33$2.66$2.99$3.32$3.65$4.38$5.42$6.45$1.09$1.44$1.80$2.15$2.97$3.79$4.61$5.42$7.08$8.89$10.71$12.52$14.82
PutsExpensive1.50×
CallsExpensive1.23×
SkewBearish+16.10 pp
Implied moveBearish±$7.27
TiltBearish33.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.1288.7%30.8%36.2271.7%16.7%
25Δ50.4678.3%22.6%37.4870.7%14.6%
30Δ48.5273.5%18.6%38.7469.8%12.4%
35Δ46.8269.6%15.2%40.0168.8%10.2%
40Δ45.1365.6%11.8%41.2172.3%9.3%
45Δ44.1463.3%10.2%42.4175.8%8.4%
50Δ43.2161.2%8.8%43.6179.3%7.5%
55Δ42.2759.1%7.3%44.8182.8%6.6%
60Δ41.3456.9%5.9%46.8386.2%5.7%
65Δ40.4154.8%4.5%49.0089.6%4.9%
70Δ39.2855.6%3.5%51.1793.1%4.0%
75Δ38.0058.6%3.0%53.3596.5%3.2%
80Δ36.7361.7%2.4%56.0099.5%2.4%

20Δ

Calls
Pseudo strike
54.12
IV
88.7%
B/E move
30.8%
Puts
Pseudo strike
36.22
IV
71.7%
B/E move
16.7%

25Δ

Calls
Pseudo strike
50.46
IV
78.3%
B/E move
22.6%
Puts
Pseudo strike
37.48
IV
70.7%
B/E move
14.6%

30Δ

Calls
Pseudo strike
48.52
IV
73.5%
B/E move
18.6%
Puts
Pseudo strike
38.74
IV
69.8%
B/E move
12.4%

35Δ

Calls
Pseudo strike
46.82
IV
69.6%
B/E move
15.2%
Puts
Pseudo strike
40.01
IV
68.8%
B/E move
10.2%

40Δ

Calls
Pseudo strike
45.13
IV
65.6%
B/E move
11.8%
Puts
Pseudo strike
41.21
IV
72.3%
B/E move
9.3%

45Δ

Calls
Pseudo strike
44.14
IV
63.3%
B/E move
10.2%
Puts
Pseudo strike
42.41
IV
75.8%
B/E move
8.4%

50Δ

Calls
Pseudo strike
43.21
IV
61.2%
B/E move
8.8%
Puts
Pseudo strike
43.61
IV
79.3%
B/E move
7.5%

55Δ

Calls
Pseudo strike
42.27
IV
59.1%
B/E move
7.3%
Puts
Pseudo strike
44.81
IV
82.8%
B/E move
6.6%

60Δ

Calls
Pseudo strike
41.34
IV
56.9%
B/E move
5.9%
Puts
Pseudo strike
46.83
IV
86.2%
B/E move
5.7%

65Δ

Calls
Pseudo strike
40.41
IV
54.8%
B/E move
4.5%
Puts
Pseudo strike
49.00
IV
89.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
39.28
IV
55.6%
B/E move
3.5%
Puts
Pseudo strike
51.17
IV
93.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
38.00
IV
58.6%
B/E move
3.0%
Puts
Pseudo strike
53.35
IV
96.5%
B/E move
3.2%

80Δ

Calls
Pseudo strike
36.73
IV
61.7%
B/E move
2.4%
Puts
Pseudo strike
56.00
IV
99.5%
B/E move
2.4%

Options history

No recorded observations