IntraAlpha
Create free account Start free

Lakeland Financial Corporation Common Stock LKFN

i

Market datapartial · fetched 2026-10-22T22:07:12.516Z

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 · 2026-10-22T20:00:02.874537598Z

FundamentalsAlpha Vantage · unavailable

Share price$59.38
1D+2.2%
AH$57.99$58.42$58.86$59.29$59.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLKFN
Sold putSold callAH

Lakeland Financial Corporation Common Stock options

Live interpolated LKFN call and put midpoint premiums by absolute delta.Lakeland Financial Corporation Common Stock$2.23$4.30$6.38$8.45$10.53$47.56$53.50$59.43$65.37$71.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LKFN spot · $59.38LKFN PRICE$2.45$2.45$2.45$2.61$2.79$2.98$3.17$3.35$3.54$3.72$3.91$4.09$2.45$2.45$2.45$2.55$2.65$2.76$2.87$3.58$4.35$5.12$5.88$7.05$9.93
PutsExpensive2.36×
CallsExpensive2.09×
SkewBullish-0.63 pp
Implied moveBalanced±$5.85
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.78113.8%23.7%
25Δ78.20114.7%35.8%51.7388.7%17.0%
30Δ69.8887.1%21.8%54.7869.5%11.9%
35Δ65.5969.4%14.6%56.1661.5%9.7%
40Δ64.2763.3%12.6%57.4154.4%7.8%
45Δ63.4159.2%11.5%58.6647.3%5.9%
50Δ62.5655.0%10.4%59.9140.1%3.9%
55Δ61.7150.9%9.3%60.9840.4%3.3%
60Δ60.8646.7%8.1%62.0341.3%2.9%
65Δ60.0142.5%7.0%63.0942.2%2.4%
70Δ59.1638.4%5.9%64.1543.1%1.9%
75Δ58.3034.2%4.8%65.5845.4%1.4%
80Δ57.4530.1%3.6%68.6153.3%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.78
IV
113.8%
B/E move
23.7%

25Δ

Calls
Pseudo strike
78.20
IV
114.7%
B/E move
35.8%
Puts
Pseudo strike
51.73
IV
88.7%
B/E move
17.0%

30Δ

Calls
Pseudo strike
69.88
IV
87.1%
B/E move
21.8%
Puts
Pseudo strike
54.78
IV
69.5%
B/E move
11.9%

35Δ

Calls
Pseudo strike
65.59
IV
69.4%
B/E move
14.6%
Puts
Pseudo strike
56.16
IV
61.5%
B/E move
9.7%

40Δ

Calls
Pseudo strike
64.27
IV
63.3%
B/E move
12.6%
Puts
Pseudo strike
57.41
IV
54.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
63.41
IV
59.2%
B/E move
11.5%
Puts
Pseudo strike
58.66
IV
47.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
62.56
IV
55.0%
B/E move
10.4%
Puts
Pseudo strike
59.91
IV
40.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
61.71
IV
50.9%
B/E move
9.3%
Puts
Pseudo strike
60.98
IV
40.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
60.86
IV
46.7%
B/E move
8.1%
Puts
Pseudo strike
62.03
IV
41.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
60.01
IV
42.5%
B/E move
7.0%
Puts
Pseudo strike
63.09
IV
42.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
59.16
IV
38.4%
B/E move
5.9%
Puts
Pseudo strike
64.15
IV
43.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
58.30
IV
34.2%
B/E move
4.8%
Puts
Pseudo strike
65.58
IV
45.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
57.45
IV
30.1%
B/E move
3.6%
Puts
Pseudo strike
68.61
IV
53.3%
B/E move
1.2%

Options history

No recorded observations