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Lindblad Expeditions Holdings Inc LIND

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-10-22T21:11:10.684Z

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 · 2026-10-22T20:00:02.771658913Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:04:12.133066+00:00

Share price$35.25
1D-1.5%
AH$35.12$35.53$35.94$36.36$36.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLIND
Sold putSold callAH

Lindblad Expeditions Holdings Inc options

Live interpolated LIND call and put midpoint premiums by absolute delta.Lindblad Expeditions Holdings Inc$0.53$2.00$3.46$4.92$6.38$25.16$29.89$34.61$39.34$44.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LIND spot · $35.25LIND PRICE$0.69$0.83$1.17$1.55$1.94$2.32$2.70$3.09$3.63$4.21$4.79$5.38$5.96$0.96$1.12$1.28$1.43$1.59$1.79$2.28$2.77$3.25$3.74$4.22$4.71
PutsExpensive1.31×
CallsExpensive1.30×
SkewBullish-14.65 pp
Implied moveBullish±$4.98
TiltBullish13.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.9069.6%23.7%30.0778.2%17.4%
25Δ40.4161.1%17.0%31.0972.0%15.0%
30Δ39.3161.9%14.8%32.1065.8%12.6%
35Δ38.4964.6%13.6%33.1159.7%10.1%
40Δ37.6667.3%12.3%34.1353.5%7.7%
45Δ36.8470.0%11.1%35.1048.2%5.5%
50Δ36.0172.7%9.8%35.8148.3%4.9%
55Δ35.1975.4%8.6%36.5248.4%4.2%
60Δ34.2475.6%7.4%37.2348.5%3.6%
65Δ33.2675.0%6.3%37.9448.6%3.0%
70Δ32.2874.5%5.2%38.6548.7%2.3%
75Δ31.3073.9%4.0%39.3648.8%1.7%
80Δ30.3173.3%2.9%

20Δ

Calls
Pseudo strike
42.90
IV
69.6%
B/E move
23.7%
Puts
Pseudo strike
30.07
IV
78.2%
B/E move
17.4%

25Δ

Calls
Pseudo strike
40.41
IV
61.1%
B/E move
17.0%
Puts
Pseudo strike
31.09
IV
72.0%
B/E move
15.0%

30Δ

Calls
Pseudo strike
39.31
IV
61.9%
B/E move
14.8%
Puts
Pseudo strike
32.10
IV
65.8%
B/E move
12.6%

35Δ

Calls
Pseudo strike
38.49
IV
64.6%
B/E move
13.6%
Puts
Pseudo strike
33.11
IV
59.7%
B/E move
10.1%

40Δ

Calls
Pseudo strike
37.66
IV
67.3%
B/E move
12.3%
Puts
Pseudo strike
34.13
IV
53.5%
B/E move
7.7%

45Δ

Calls
Pseudo strike
36.84
IV
70.0%
B/E move
11.1%
Puts
Pseudo strike
35.10
IV
48.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
36.01
IV
72.7%
B/E move
9.8%
Puts
Pseudo strike
35.81
IV
48.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
35.19
IV
75.4%
B/E move
8.6%
Puts
Pseudo strike
36.52
IV
48.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
34.24
IV
75.6%
B/E move
7.4%
Puts
Pseudo strike
37.23
IV
48.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
33.26
IV
75.0%
B/E move
6.3%
Puts
Pseudo strike
37.94
IV
48.6%
B/E move
3.0%

70Δ

Calls
Pseudo strike
32.28
IV
74.5%
B/E move
5.2%
Puts
Pseudo strike
38.65
IV
48.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
31.30
IV
73.9%
B/E move
4.0%
Puts
Pseudo strike
39.36
IV
48.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
30.31
IV
73.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations