IntraAlpha
Create free account Start free

Lindblad Expeditions Holdings Inc. Common Stock LIND

i

Market dataready · fetched 2026-11-12T01:42:33.943Z

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 · 2026-11-11T21:00:02.053360455Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:42:33.461166+00:00

Share price$34.92
1D-2.0%
AH$34.68$34.98$35.28$35.57$35.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLIND
Sold putSold callAH

Lindblad Expeditions Holdings Inc. Common Stock options

Live interpolated LIND call and put midpoint premiums by absolute delta.Lindblad Expeditions Holdings Inc. Common Stock$0.40$1.60$2.81$4.01$5.21$29.08$31.84$34.59$37.34$40.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LIND spot · $34.92LIND PRICE$0.53$0.62$0.71$0.79$0.88$0.97$1.06$1.61$2.26$2.91$3.56$4.22$4.87$0.54$0.63$0.72$0.80$0.89$0.98$1.12$1.57$2.01$2.45$2.89$3.34$3.78
PutsCheap0.69×
CallsFair0.99×
SkewBullish-14.32 pp
Implied moveBearish±$2.18
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9793.8%16.0%30.7693.3%13.5%
25Δ39.1686.7%13.9%31.4985.5%11.6%
30Δ38.3679.6%11.9%32.2277.6%9.8%
35Δ37.5572.6%9.8%32.9469.8%8.0%
40Δ36.7565.5%7.8%33.6761.9%6.1%
45Δ35.9558.5%5.7%34.3954.1%4.3%
50Δ35.1451.4%3.7%35.0947.6%2.7%
55Δ34.3956.8%3.1%35.6448.0%2.4%
60Δ33.6464.9%2.8%36.1848.4%2.1%
65Δ32.9073.0%2.6%36.7348.8%1.8%
70Δ32.1681.0%2.3%37.2849.2%1.5%
75Δ31.4189.1%2.0%37.8249.6%1.2%
80Δ30.6797.2%1.8%38.3750.0%0.9%

20Δ

Calls
Pseudo strike
39.97
IV
93.8%
B/E move
16.0%
Puts
Pseudo strike
30.76
IV
93.3%
B/E move
13.5%

25Δ

Calls
Pseudo strike
39.16
IV
86.7%
B/E move
13.9%
Puts
Pseudo strike
31.49
IV
85.5%
B/E move
11.6%

30Δ

Calls
Pseudo strike
38.36
IV
79.6%
B/E move
11.9%
Puts
Pseudo strike
32.22
IV
77.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
37.55
IV
72.6%
B/E move
9.8%
Puts
Pseudo strike
32.94
IV
69.8%
B/E move
8.0%

40Δ

Calls
Pseudo strike
36.75
IV
65.5%
B/E move
7.8%
Puts
Pseudo strike
33.67
IV
61.9%
B/E move
6.1%

45Δ

Calls
Pseudo strike
35.95
IV
58.5%
B/E move
5.7%
Puts
Pseudo strike
34.39
IV
54.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
35.14
IV
51.4%
B/E move
3.7%
Puts
Pseudo strike
35.09
IV
47.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
34.39
IV
56.8%
B/E move
3.1%
Puts
Pseudo strike
35.64
IV
48.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
33.64
IV
64.9%
B/E move
2.8%
Puts
Pseudo strike
36.18
IV
48.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
32.90
IV
73.0%
B/E move
2.6%
Puts
Pseudo strike
36.73
IV
48.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
32.16
IV
81.0%
B/E move
2.3%
Puts
Pseudo strike
37.28
IV
49.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
31.41
IV
89.1%
B/E move
2.0%
Puts
Pseudo strike
37.82
IV
49.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
30.67
IV
97.2%
B/E move
1.8%
Puts
Pseudo strike
38.37
IV
50.0%
B/E move
0.9%

Options history

IV · four-Friday blend58.52%
Daily EOD
LIND52.4%56.2%60.1%2026-10-19: 55.02%2026-10-20: 57.48%2026-10-21: 53.16%2026-10-22: 52.89%2026-10-23: 56.38%2026-10-26: 57.69%2026-10-27: 59.54%2026-10-28: 58.14%2026-10-29: 59.39%2026-10-30: 58.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.02%
57.48%
53.16%
52.89%
56.38%
57.69%
59.54%
58.14%
59.39%
58.52%