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Limbach Holdings, Inc. Common Stock LMB

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Market datapartial · fetched 2026-10-22T22:05:14.405Z

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 · 2026-10-22T20:00:09.136698162Z

FundamentalsAlpha Vantage · unavailable

Share price$47.55
1D-1.1%
AH$47.23$47.56$47.89$48.22$48.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLMB
Sold putSold callAH

Limbach Holdings, Inc. Common Stock options

Live interpolated LMB call and put midpoint premiums by absolute delta.Limbach Holdings, Inc. Common Stock$0.72$4.24$7.76$11.28$14.80$34.31$41.04$47.77$54.50$61.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LMB spot · $47.55LMB PRICE$1.10$1.51$1.91$2.38$2.88$3.38$3.90$4.43$4.95$5.52$6.81$8.10$9.54$1.51$1.97$2.44$2.90$3.54$4.21$4.87$5.56$6.44$7.31$8.18$10.15$13.79
PutsExpensive1.60×
CallsExpensive1.75×
SkewBullish-3.28 pp
Implied moveBearish±$8.77
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.2980.2%27.0%39.8388.9%19.4%
25Δ57.4281.8%23.9%41.5286.3%16.8%
30Δ55.5483.5%20.8%43.1783.4%14.3%
35Δ53.8584.2%18.3%44.8280.5%11.8%
40Δ52.2384.4%15.9%46.1879.4%10.3%
45Δ50.6284.7%13.6%47.5178.6%8.9%
50Δ49.1383.3%11.5%48.8577.7%7.5%
55Δ47.7381.0%9.7%50.1876.7%6.2%
60Δ46.3378.6%7.8%51.5275.1%5.2%
65Δ44.9176.6%6.1%52.8573.5%4.2%
70Δ43.2181.1%5.2%54.1971.8%3.2%
75Δ41.5285.6%4.3%56.5375.5%2.5%
80Δ39.6791.0%3.5%60.3786.1%2.0%

20Δ

Calls
Pseudo strike
59.29
IV
80.2%
B/E move
27.0%
Puts
Pseudo strike
39.83
IV
88.9%
B/E move
19.4%

25Δ

Calls
Pseudo strike
57.42
IV
81.8%
B/E move
23.9%
Puts
Pseudo strike
41.52
IV
86.3%
B/E move
16.8%

30Δ

Calls
Pseudo strike
55.54
IV
83.5%
B/E move
20.8%
Puts
Pseudo strike
43.17
IV
83.4%
B/E move
14.3%

35Δ

Calls
Pseudo strike
53.85
IV
84.2%
B/E move
18.3%
Puts
Pseudo strike
44.82
IV
80.5%
B/E move
11.8%

40Δ

Calls
Pseudo strike
52.23
IV
84.4%
B/E move
15.9%
Puts
Pseudo strike
46.18
IV
79.4%
B/E move
10.3%

45Δ

Calls
Pseudo strike
50.62
IV
84.7%
B/E move
13.6%
Puts
Pseudo strike
47.51
IV
78.6%
B/E move
8.9%

50Δ

Calls
Pseudo strike
49.13
IV
83.3%
B/E move
11.5%
Puts
Pseudo strike
48.85
IV
77.7%
B/E move
7.5%

55Δ

Calls
Pseudo strike
47.73
IV
81.0%
B/E move
9.7%
Puts
Pseudo strike
50.18
IV
76.7%
B/E move
6.2%

60Δ

Calls
Pseudo strike
46.33
IV
78.6%
B/E move
7.8%
Puts
Pseudo strike
51.52
IV
75.1%
B/E move
5.2%

65Δ

Calls
Pseudo strike
44.91
IV
76.6%
B/E move
6.1%
Puts
Pseudo strike
52.85
IV
73.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
43.21
IV
81.1%
B/E move
5.2%
Puts
Pseudo strike
54.19
IV
71.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
41.52
IV
85.6%
B/E move
4.3%
Puts
Pseudo strike
56.53
IV
75.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
39.67
IV
91.0%
B/E move
3.5%
Puts
Pseudo strike
60.37
IV
86.1%
B/E move
2.0%

Options history

No recorded observations