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LGI Homes, Inc. Common Stock LGIH

i

Market dataready · fetched 2026-11-11T15:57:31.403Z

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 · 2026-11-11T15:57:01.837101987Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:57:30.993416+00:00

Share price$41.76
1D-4.2%
$41.58$42.15$42.71$43.27$43.845:30 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$0.29$2.03$3.77$5.51$7.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELGIH PRICE$0.68$0.89$1.11$1.37$1.76$2.15$2.53$2.92$3.30$3.82$4.80$5.77$6.75$0.48$0.51
Puts——
CallsCheap0.69×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3594.6%17.4%35.39101.8%16.4%
25Δ47.1094.2%14.9%38.9060.6%8.1%
30Δ45.8593.7%12.4%
35Δ44.7393.9%10.4%
40Δ43.9195.2%9.4%
45Δ43.1096.6%8.3%
50Δ42.2898.0%7.3%
55Δ41.4699.4%6.3%
60Δ40.64100.7%5.2%
65Δ39.72103.1%4.3%
70Δ38.49109.1%3.6%
75Δ37.25115.0%3.0%
80Δ36.01120.9%2.4%

20Δ

Calls
Pseudo strike
48.35
IV
94.6%
B/E move
17.4%
Puts
Pseudo strike
35.39
IV
101.8%
B/E move
16.4%

25Δ

Calls
Pseudo strike
47.10
IV
94.2%
B/E move
14.9%
Puts
Pseudo strike
38.90
IV
60.6%
B/E move
8.1%

30Δ

Calls
Pseudo strike
45.85
IV
93.7%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
44.73
IV
93.9%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
43.91
IV
95.2%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
43.10
IV
96.6%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
42.28
IV
98.0%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
41.46
IV
99.4%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
40.64
IV
100.7%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
39.72
IV
103.1%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.49
IV
109.1%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.25
IV
115.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.01
IV
120.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend60.14%
Daily EOD
LGIH59.2%62.4%65.6%2026-10-19: 62.37%2026-10-20: 62.38%2026-10-21: 60.03%2026-10-22: 59.62%2026-10-23: 61.92%2026-10-26: 65.20%2026-10-27: 64.29%2026-10-28: 65.15%2026-10-29: 62.40%2026-10-30: 60.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.37%
62.38%
60.03%
59.62%
61.92%
65.20%
64.29%
65.15%
62.40%
60.14%