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Legence Corp. Class A Common stock LGN

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-11-12T02:33:34.818Z

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 · 2026-11-12T00:59:02.400519682Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:33:34.393737+00:00

Share price$37.75
1D+11.7%
AH$34$35$36$37$385:30 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$0.62$3.82$7.02$10.22$13.42$21.96$28.43$34.91$41.39$47.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LGN spot · $37.75LGN PRICE$1.47$1.80$1.95$1.98$2.17$2.45$2.73$3.02$3.30$3.59$4.12$4.99$0.96$1.25$1.54$2.20$2.94$3.69$4.43$5.20$6.10$7.00$7.91$9.52$12.50
PutsCheap0.91×
Calls——
Skew——
Implied moveBearish±$6.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.30125.5%17.0%
25Δ48.63193.5%32.7%33.53123.9%14.5%
30Δ45.99184.7%26.6%34.75122.3%12.0%
35Δ43.47163.3%20.3%35.86128.3%10.8%
40Δ41.02134.5%13.9%36.94136.1%9.9%
45Δ39.53119.5%10.4%38.02144.0%9.0%
50Δ38.71114.3%9.0%39.10151.8%8.2%
55Δ37.90109.2%7.6%40.22158.0%7.2%
60Δ37.09104.1%6.2%41.53155.9%6.2%
65Δ36.2898.9%4.8%42.83153.8%5.1%
70Δ35.4693.8%3.4%44.14151.8%4.0%
75Δ34.5590.2%2.4%46.10156.3%3.1%
80Δ33.4988.7%1.9%49.30173.6%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.30
IV
125.5%
B/E move
17.0%

25Δ

Calls
Pseudo strike
48.63
IV
193.5%
B/E move
32.7%
Puts
Pseudo strike
33.53
IV
123.9%
B/E move
14.5%

30Δ

Calls
Pseudo strike
45.99
IV
184.7%
B/E move
26.6%
Puts
Pseudo strike
34.75
IV
122.3%
B/E move
12.0%

35Δ

Calls
Pseudo strike
43.47
IV
163.3%
B/E move
20.3%
Puts
Pseudo strike
35.86
IV
128.3%
B/E move
10.8%

40Δ

Calls
Pseudo strike
41.02
IV
134.5%
B/E move
13.9%
Puts
Pseudo strike
36.94
IV
136.1%
B/E move
9.9%

45Δ

Calls
Pseudo strike
39.53
IV
119.5%
B/E move
10.4%
Puts
Pseudo strike
38.02
IV
144.0%
B/E move
9.0%

50Δ

Calls
Pseudo strike
38.71
IV
114.3%
B/E move
9.0%
Puts
Pseudo strike
39.10
IV
151.8%
B/E move
8.2%

55Δ

Calls
Pseudo strike
37.90
IV
109.2%
B/E move
7.6%
Puts
Pseudo strike
40.22
IV
158.0%
B/E move
7.2%

60Δ

Calls
Pseudo strike
37.09
IV
104.1%
B/E move
6.2%
Puts
Pseudo strike
41.53
IV
155.9%
B/E move
6.2%

65Δ

Calls
Pseudo strike
36.28
IV
98.9%
B/E move
4.8%
Puts
Pseudo strike
42.83
IV
153.8%
B/E move
5.1%

70Δ

Calls
Pseudo strike
35.46
IV
93.8%
B/E move
3.4%
Puts
Pseudo strike
44.14
IV
151.8%
B/E move
4.0%

75Δ

Calls
Pseudo strike
34.55
IV
90.2%
B/E move
2.4%
Puts
Pseudo strike
46.10
IV
156.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
33.49
IV
88.7%
B/E move
1.9%
Puts
Pseudo strike
49.30
IV
173.6%
B/E move
2.5%

Options history

IV · four-Friday blend91.07%
Daily close
LGN60.8%79.3%97.9%2026-08-13: 73.09%2026-08-14: 71.23%2026-08-17: 70.90%2026-08-18: 78.94%2026-08-19: 80.52%2026-08-20: 77.33%2026-08-21: 70.18%2026-08-24: 76.32%2026-08-25: 73.75%2026-08-26: 68.27%2026-08-27: 63.34%2026-08-28: 63.46%2026-08-31: 64.22%2026-09-01: 68.48%2026-09-02: 66.46%2026-09-03: 65.92%2026-09-04: 66.47%2026-09-08: 69.05%2026-09-09: 68.72%2026-09-10: 72.78%2026-09-11: 71.23%2026-09-14: 83.20%2026-09-15: 79.21%2026-09-16: 82.71%2026-09-18: 70.58%2026-09-21: 69.68%2026-09-22: 67.10%2026-09-23: 69.82%2026-09-24: 70.47%2026-09-25: 72.05%2026-09-28: 70.43%2026-09-29: 70.58%2026-09-30: 70.65%2026-10-01: 70.33%2026-10-02: 69.96%2026-10-05: 73.54%2026-10-06: 69.85%2026-10-07: 70.70%2026-10-08: 71.63%2026-10-09: 73.04%2026-10-12: 75.65%2026-10-13: 79.41%2026-10-15: 95.33%2026-10-16: 72.87%2026-10-19: 77.25%2026-10-20: 77.46%2026-10-21: 80.02%2026-10-22: 85.63%2026-10-23: 86.15%2026-10-26: 86.02%2026-10-27: 84.86%2026-10-28: 85.90%2026-10-29: 86.86%2026-10-30: 91.07%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
73.09%
71.23%
70.90%
78.94%
80.52%
77.33%
70.18%
76.32%
73.75%
68.27%
63.34%
63.46%
64.22%
68.48%
66.46%
65.92%
66.47%
69.05%
68.72%
72.78%
71.23%
83.20%
79.21%
82.71%
70.58%
69.68%
67.10%
69.82%
70.47%
72.05%
70.43%
70.58%
70.65%
70.33%
69.96%
73.54%
69.85%
70.70%
71.63%
73.04%
75.65%
79.41%
95.33%
72.87%
77.25%
77.46%
80.02%
85.63%
86.15%
86.02%
84.86%
85.90%
86.86%
91.07%