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Legence Corp. Class A Common stock LGN

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-10-22T23:28:41.844Z

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 · 2026-10-22T23:22:00.539168654Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:21:31.259616+00:00

Share price$36.94
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$0.89$3.97$7.05$10.14$13.22$23.70$32.81$41.92$51.03$60.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LGN spot · $36.94LGN PRICE$1.22$1.34$1.64$2.04$2.44$2.89$3.46$4.03$4.60$5.35$6.53$7.71$1.30$1.82$2.34$2.87$3.46$4.08$4.70$5.33$6.23$7.28$8.33$9.65$12.33
PutsExpensive1.07×
CallsExpensive1.38×
SkewBullish-7.19 pp
Implied moveBearish±$8.16
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.04133.5%57.7%30.6893.5%20.5%
25Δ48.11102.6%33.9%31.9995.1%18.3%
30Δ44.0592.3%23.7%33.2996.6%16.2%
35Δ42.5892.9%20.8%34.6098.1%14.1%
40Δ41.1293.6%17.9%35.8697.2%12.3%
45Δ39.7094.2%15.3%37.0995.3%10.6%
50Δ38.4394.9%13.4%38.3393.4%9.0%
55Δ37.1695.5%11.5%39.5691.5%7.3%
60Δ35.8996.2%9.6%40.9390.5%6.1%
65Δ34.5398.4%8.0%42.3690.0%5.0%
70Δ32.93104.4%6.8%43.8089.5%4.0%
75Δ31.33110.3%5.7%45.4990.0%3.0%
80Δ48.4495.5%2.2%

20Δ

Calls
Pseudo strike
57.04
IV
133.5%
B/E move
57.7%
Puts
Pseudo strike
30.68
IV
93.5%
B/E move
20.5%

25Δ

Calls
Pseudo strike
48.11
IV
102.6%
B/E move
33.9%
Puts
Pseudo strike
31.99
IV
95.1%
B/E move
18.3%

30Δ

Calls
Pseudo strike
44.05
IV
92.3%
B/E move
23.7%
Puts
Pseudo strike
33.29
IV
96.6%
B/E move
16.2%

35Δ

Calls
Pseudo strike
42.58
IV
92.9%
B/E move
20.8%
Puts
Pseudo strike
34.60
IV
98.1%
B/E move
14.1%

40Δ

Calls
Pseudo strike
41.12
IV
93.6%
B/E move
17.9%
Puts
Pseudo strike
35.86
IV
97.2%
B/E move
12.3%

45Δ

Calls
Pseudo strike
39.70
IV
94.2%
B/E move
15.3%
Puts
Pseudo strike
37.09
IV
95.3%
B/E move
10.6%

50Δ

Calls
Pseudo strike
38.43
IV
94.9%
B/E move
13.4%
Puts
Pseudo strike
38.33
IV
93.4%
B/E move
9.0%

55Δ

Calls
Pseudo strike
37.16
IV
95.5%
B/E move
11.5%
Puts
Pseudo strike
39.56
IV
91.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
35.89
IV
96.2%
B/E move
9.6%
Puts
Pseudo strike
40.93
IV
90.5%
B/E move
6.1%

65Δ

Calls
Pseudo strike
34.53
IV
98.4%
B/E move
8.0%
Puts
Pseudo strike
42.36
IV
90.0%
B/E move
5.0%

70Δ

Calls
Pseudo strike
32.93
IV
104.4%
B/E move
6.8%
Puts
Pseudo strike
43.80
IV
89.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
31.33
IV
110.3%
B/E move
5.7%
Puts
Pseudo strike
45.49
IV
90.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.44
IV
95.5%
B/E move
2.2%

Options history

No recorded observations