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Lindblad Expeditions Holdings Inc. Common Stock LIND

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Market datapartial · fetched 2026-10-22T16:17:13.619Z

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 · 2026-10-22T16:15:36.340988052Z

FundamentalsAlpha Vantage · unavailable

Share price$35.79
1D+0.0%
$35.55$35.85$36.14$36.44$36.745:30 AM6:30 AM9:00 AM1:00 PMLIND
Sold putSold call

Lindblad Expeditions Holdings Inc. Common Stock options

Live interpolated LIND call and put midpoint premiums by absolute delta.Lindblad Expeditions Holdings Inc. Common Stock$0.39$2.52$4.65$6.78$8.91$24.53$29.38$34.23$39.08$43.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LIND spot · $35.79LIND PRICE$0.62$0.78$1.07$1.44$1.80$2.16$2.52$2.88$3.28$3.81$4.33$4.86$5.39$1.00$1.18$1.35$1.53$1.71$2.25$2.82$3.39$3.96$4.53$5.11$6.66$8.29
PutsExpensive1.42×
CallsExpensive1.12×
SkewNeutral+0.21 pp
Implied moveBearish±$5.34
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.5260.6%20.5%30.3180.4%18.1%
25Δ40.6056.0%15.6%31.4673.9%15.4%
30Δ39.4756.0%13.3%32.6167.5%12.7%
35Δ38.7058.1%12.1%33.7661.0%10.0%
40Δ37.9360.2%11.0%34.9154.5%7.2%
45Δ37.1662.2%9.9%35.7755.2%6.4%
50Δ36.3964.3%8.7%36.6056.5%5.6%
55Δ35.6266.4%7.6%37.4457.7%4.9%
60Δ34.8367.8%6.5%38.2759.0%4.2%
65Δ33.9866.0%5.6%39.1060.2%3.4%
70Δ33.1264.3%4.6%39.9461.5%2.7%
75Δ32.2662.5%3.7%41.6960.7%2.1%
80Δ31.4060.8%2.8%43.5159.8%1.6%

20Δ

Calls
Pseudo strike
42.52
IV
60.6%
B/E move
20.5%
Puts
Pseudo strike
30.31
IV
80.4%
B/E move
18.1%

25Δ

Calls
Pseudo strike
40.60
IV
56.0%
B/E move
15.6%
Puts
Pseudo strike
31.46
IV
73.9%
B/E move
15.4%

30Δ

Calls
Pseudo strike
39.47
IV
56.0%
B/E move
13.3%
Puts
Pseudo strike
32.61
IV
67.5%
B/E move
12.7%

35Δ

Calls
Pseudo strike
38.70
IV
58.1%
B/E move
12.1%
Puts
Pseudo strike
33.76
IV
61.0%
B/E move
10.0%

40Δ

Calls
Pseudo strike
37.93
IV
60.2%
B/E move
11.0%
Puts
Pseudo strike
34.91
IV
54.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
37.16
IV
62.2%
B/E move
9.9%
Puts
Pseudo strike
35.77
IV
55.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
36.39
IV
64.3%
B/E move
8.7%
Puts
Pseudo strike
36.60
IV
56.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
35.62
IV
66.4%
B/E move
7.6%
Puts
Pseudo strike
37.44
IV
57.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
34.83
IV
67.8%
B/E move
6.5%
Puts
Pseudo strike
38.27
IV
59.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
33.98
IV
66.0%
B/E move
5.6%
Puts
Pseudo strike
39.10
IV
60.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
33.12
IV
64.3%
B/E move
4.6%
Puts
Pseudo strike
39.94
IV
61.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
32.26
IV
62.5%
B/E move
3.7%
Puts
Pseudo strike
41.69
IV
60.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
31.40
IV
60.8%
B/E move
2.8%
Puts
Pseudo strike
43.51
IV
59.8%
B/E move
1.6%

Options history

No recorded observations