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Lakeland Financial Corporation Common Stock LKFN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:51:49.767Z

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 · 2026-11-11T21:00:07.540419845Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:51:49.380918+00:00

Share price$62.07
1D+0.6%
AH$61.49$61.67$61.85$62.03$62.215:30 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$2.43$2.59$2.75$2.90$3.06$52.36$56.02$59.69$63.36$67.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LKFN spot · $62.07LKFN PRICE$2.45$2.45$2.45$2.45$2.46$2.46$2.47$2.48$2.48$2.49$2.50$2.45$2.45$2.45$2.45$2.48$2.55$2.62$2.68$2.75$2.81$2.88$2.95$3.01
PutsExpensive2.95×
Calls——
Skew——
Implied moveBearish±$5.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.32196.9%22.9%
25Δ80.04197.5%32.9%54.42152.4%16.3%
30Δ75.24164.7%25.2%56.82125.9%12.4%
35Δ70.47132.0%17.5%58.95102.2%9.0%
40Δ65.7099.3%9.8%60.2787.2%6.9%
45Δ64.4387.1%7.8%60.8080.5%6.2%
50Δ63.7678.4%6.7%61.3373.9%5.4%
55Δ63.0969.7%5.6%61.8567.2%4.7%
60Δ62.4261.0%4.6%62.3860.5%3.9%
65Δ61.7552.3%3.5%62.9153.8%3.2%
70Δ61.0843.6%2.4%63.4447.2%2.4%
75Δ60.4134.9%1.3%63.9740.5%1.7%
80Δ64.5033.8%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.32
IV
196.9%
B/E move
22.9%

25Δ

Calls
Pseudo strike
80.04
IV
197.5%
B/E move
32.9%
Puts
Pseudo strike
54.42
IV
152.4%
B/E move
16.3%

30Δ

Calls
Pseudo strike
75.24
IV
164.7%
B/E move
25.2%
Puts
Pseudo strike
56.82
IV
125.9%
B/E move
12.4%

35Δ

Calls
Pseudo strike
70.47
IV
132.0%
B/E move
17.5%
Puts
Pseudo strike
58.95
IV
102.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
65.70
IV
99.3%
B/E move
9.8%
Puts
Pseudo strike
60.27
IV
87.2%
B/E move
6.9%

45Δ

Calls
Pseudo strike
64.43
IV
87.1%
B/E move
7.8%
Puts
Pseudo strike
60.80
IV
80.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
63.76
IV
78.4%
B/E move
6.7%
Puts
Pseudo strike
61.33
IV
73.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
63.09
IV
69.7%
B/E move
5.6%
Puts
Pseudo strike
61.85
IV
67.2%
B/E move
4.7%

60Δ

Calls
Pseudo strike
62.42
IV
61.0%
B/E move
4.6%
Puts
Pseudo strike
62.38
IV
60.5%
B/E move
3.9%

65Δ

Calls
Pseudo strike
61.75
IV
52.3%
B/E move
3.5%
Puts
Pseudo strike
62.91
IV
53.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
61.08
IV
43.6%
B/E move
2.4%
Puts
Pseudo strike
63.44
IV
47.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
60.41
IV
34.9%
B/E move
1.3%
Puts
Pseudo strike
63.97
IV
40.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.50
IV
33.8%
B/E move
0.9%

Options history

IV · four-Friday blend34.05%
Daily EOD
LKFN29.4%31.9%34.4%2026-10-19: 32.09%2026-10-20: 31.74%2026-10-21: 32.94%2026-10-22: 29.95%2026-10-23: 29.76%2026-10-26: 33.00%2026-10-27: 32.44%2026-10-28: 32.54%2026-10-29: 33.83%2026-10-30: 34.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.09%
31.74%
32.94%
29.95%
29.76%
33.00%
32.44%
32.54%
33.83%
34.05%