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Legence Corp. Class A Common stock LGN

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Market datapartial · fetched 2026-10-22T21:04:46.599Z

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 · 2026-10-22T20:00:00.997751826Z

FundamentalsAlpha Vantage · unavailable

Share price$36.86
1D-7.9%
AH$36$37$38$39$405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLGN
Sold putSold callAH

Legence Corp. Class A Common stock options

Live interpolated LGN call and put midpoint premiums by absolute delta.Legence Corp. Class A Common stock$0.91$3.85$6.79$9.73$12.66$23.76$32.85$41.95$51.04$60.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LGN spot · $36.86LGN PRICE$1.23$1.34$1.65$2.05$2.46$2.91$3.48$4.06$4.63$5.43$6.62$7.81$1.28$1.80$2.32$2.84$3.42$4.03$4.65$5.26$6.10$7.13$8.16$9.19$11.82
PutsExpensive1.07×
CallsExpensive1.41×
SkewBullish-9.53 pp
Implied moveBearish±$8.13
TiltBearish21.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.98133.6%57.9%30.6592.9%20.3%
25Δ47.99102.7%33.8%31.9494.4%18.2%
30Δ44.0293.0%23.9%33.2495.8%16.1%
35Δ42.5493.7%21.0%34.5397.3%14.0%
40Δ41.0794.4%18.1%35.7896.5%12.2%
45Δ39.6595.1%15.5%37.0094.5%10.6%
50Δ38.3795.9%13.6%38.2192.6%8.9%
55Δ37.0996.7%11.6%39.4390.6%7.3%
60Δ35.8297.5%9.7%40.7589.3%6.0%
65Δ34.42100.2%8.1%42.1788.6%5.0%
70Δ32.81106.5%7.0%43.5887.9%3.9%
75Δ31.20112.7%5.8%44.9987.3%2.9%
80Δ47.8892.2%2.2%

20Δ

Calls
Pseudo strike
56.98
IV
133.6%
B/E move
57.9%
Puts
Pseudo strike
30.65
IV
92.9%
B/E move
20.3%

25Δ

Calls
Pseudo strike
47.99
IV
102.7%
B/E move
33.8%
Puts
Pseudo strike
31.94
IV
94.4%
B/E move
18.2%

30Δ

Calls
Pseudo strike
44.02
IV
93.0%
B/E move
23.9%
Puts
Pseudo strike
33.24
IV
95.8%
B/E move
16.1%

35Δ

Calls
Pseudo strike
42.54
IV
93.7%
B/E move
21.0%
Puts
Pseudo strike
34.53
IV
97.3%
B/E move
14.0%

40Δ

Calls
Pseudo strike
41.07
IV
94.4%
B/E move
18.1%
Puts
Pseudo strike
35.78
IV
96.5%
B/E move
12.2%

45Δ

Calls
Pseudo strike
39.65
IV
95.1%
B/E move
15.5%
Puts
Pseudo strike
37.00
IV
94.5%
B/E move
10.6%

50Δ

Calls
Pseudo strike
38.37
IV
95.9%
B/E move
13.6%
Puts
Pseudo strike
38.21
IV
92.6%
B/E move
8.9%

55Δ

Calls
Pseudo strike
37.09
IV
96.7%
B/E move
11.6%
Puts
Pseudo strike
39.43
IV
90.6%
B/E move
7.3%

60Δ

Calls
Pseudo strike
35.82
IV
97.5%
B/E move
9.7%
Puts
Pseudo strike
40.75
IV
89.3%
B/E move
6.0%

65Δ

Calls
Pseudo strike
34.42
IV
100.2%
B/E move
8.1%
Puts
Pseudo strike
42.17
IV
88.6%
B/E move
5.0%

70Δ

Calls
Pseudo strike
32.81
IV
106.5%
B/E move
7.0%
Puts
Pseudo strike
43.58
IV
87.9%
B/E move
3.9%

75Δ

Calls
Pseudo strike
31.20
IV
112.7%
B/E move
5.8%
Puts
Pseudo strike
44.99
IV
87.3%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.88
IV
92.2%
B/E move
2.2%

Options history

No recorded observations