IntraAlpha
Create free account Start free

Limbach Holdings, Inc. Common Stock LMB

i

Market dataready · fetched 2026-11-12T00:56:33.272Z

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 · 2026-11-11T21:00:01.363369051Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:56:32.918007+00:00

Share price$57.86
1D+0.9%
AH$56.74$57.04$57.35$57.66$57.965:30 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$0.73$2.50$4.27$6.04$7.81$44.93$52.60$60.28$67.96$75.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LMB spot · $57.86LMB PRICE$0.93$1.08$1.29$1.50$1.72$1.93$2.14$2.36$2.57$2.79$3.00$0.94$1.21$1.49$1.83$2.20$2.58$2.96$3.33$3.71$4.56$5.48$6.39$7.30
PutsCheap0.77×
Calls——
Skew——
Implied moveBearish±$4.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.0598.9%17.5%51.8486.2%12.0%
25Δ53.2083.2%10.2%
30Δ54.5680.1%8.3%
35Δ59.9952.6%5.6%55.5878.0%7.1%
40Δ59.4950.7%5.0%56.4576.4%6.3%
45Δ58.9848.8%4.5%57.3174.8%5.4%
50Δ58.4746.9%4.0%58.1873.2%4.6%
55Δ57.9645.0%3.5%59.0471.6%3.7%
60Δ57.4543.0%3.0%59.9070.0%2.9%
65Δ56.9441.1%2.5%61.0370.9%2.4%
70Δ56.4439.2%2.0%62.1872.1%2.0%
75Δ55.9337.3%1.5%63.3473.2%1.6%
80Δ55.4235.4%1.0%64.5074.4%1.2%

20Δ

Calls
Pseudo strike
67.05
IV
98.9%
B/E move
17.5%
Puts
Pseudo strike
51.84
IV
86.2%
B/E move
12.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.20
IV
83.2%
B/E move
10.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.56
IV
80.1%
B/E move
8.3%

35Δ

Calls
Pseudo strike
59.99
IV
52.6%
B/E move
5.6%
Puts
Pseudo strike
55.58
IV
78.0%
B/E move
7.1%

40Δ

Calls
Pseudo strike
59.49
IV
50.7%
B/E move
5.0%
Puts
Pseudo strike
56.45
IV
76.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
58.98
IV
48.8%
B/E move
4.5%
Puts
Pseudo strike
57.31
IV
74.8%
B/E move
5.4%

50Δ

Calls
Pseudo strike
58.47
IV
46.9%
B/E move
4.0%
Puts
Pseudo strike
58.18
IV
73.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
57.96
IV
45.0%
B/E move
3.5%
Puts
Pseudo strike
59.04
IV
71.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
57.45
IV
43.0%
B/E move
3.0%
Puts
Pseudo strike
59.90
IV
70.0%
B/E move
2.9%

65Δ

Calls
Pseudo strike
56.94
IV
41.1%
B/E move
2.5%
Puts
Pseudo strike
61.03
IV
70.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
56.44
IV
39.2%
B/E move
2.0%
Puts
Pseudo strike
62.18
IV
72.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
55.93
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
63.34
IV
73.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
55.42
IV
35.4%
B/E move
1.0%
Puts
Pseudo strike
64.50
IV
74.4%
B/E move
1.2%

Options history

IV · four-Friday blend73.32%
Daily close
LMB52.5%64.0%75.5%2026-08-13: 64.25%2026-08-14: 55.55%2026-08-17: 54.10%2026-08-21: 57.54%2026-08-24: 60.06%2026-08-25: 59.36%2026-08-26: 59.30%2026-08-27: 57.55%2026-08-31: 61.44%2026-09-01: 62.67%2026-09-02: 59.17%2026-09-03: 58.59%2026-09-04: 59.98%2026-09-08: 63.57%2026-09-09: 63.75%2026-09-10: 63.33%2026-09-11: 63.76%2026-09-15: 68.61%2026-09-17: 73.60%2026-09-18: 63.53%2026-09-21: 63.88%2026-09-22: 61.76%2026-09-23: 63.67%2026-09-24: 65.08%2026-09-25: 61.08%2026-09-28: 67.50%2026-09-29: 66.28%2026-09-30: 65.70%2026-10-01: 62.35%2026-10-02: 64.72%2026-10-05: 66.23%2026-10-06: 65.71%2026-10-07: 66.37%2026-10-08: 67.22%2026-10-09: 64.13%2026-10-12: 70.12%2026-10-16: 69.62%2026-10-19: 69.90%2026-10-20: 69.28%2026-10-21: 70.14%2026-10-22: 69.25%2026-10-23: 68.25%2026-10-26: 72.18%2026-10-27: 72.19%2026-10-28: 73.95%2026-10-29: 71.42%2026-10-30: 73.32%Aug 13Sep 24Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
64.25%
55.55%
54.10%
57.54%
60.06%
59.36%
59.30%
57.55%
61.44%
62.67%
59.17%
58.59%
59.98%
63.57%
63.75%
63.33%
63.76%
68.61%
73.60%
63.53%
63.88%
61.76%
63.67%
65.08%
61.08%
67.50%
66.28%
65.70%
62.35%
64.72%
66.23%
65.71%
66.37%
67.22%
64.13%
70.12%
69.62%
69.90%
69.28%
70.14%
69.25%
68.25%
72.18%
72.19%
73.95%
71.42%
73.32%