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Limoneira Co Common Stock LMNR

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Market dataready · fetched 2026-11-13T02:08:15.286Z

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 · 2026-11-12T21:01:00.066504605Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-13T02:08:14.925313+00:00

Share price$10.21
1D-2.6%
AH$10.15$10.27$10.38$10.50$10.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLMNR
Sold putSold callAH

Limoneira Co Common Stock options

Live interpolated LMNR call and put midpoint premiums by absolute delta.Limoneira Co Common Stock$0.00$1.29$2.58$3.87$5.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELMNR PRICE$0.86$0.14$0.14$0.15$3.44$4.78
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.55119.2%17.6%
25Δ23.92543.0%142.7%9.0493.0%12.9%
30Δ9.5266.7%8.1%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ13.27206.8%3.7%
80Δ14.67239.1%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.55
IV
119.2%
B/E move
17.6%

25Δ

Calls
Pseudo strike
23.92
IV
543.0%
B/E move
142.7%
Puts
Pseudo strike
9.04
IV
93.0%
B/E move
12.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.52
IV
66.7%
B/E move
8.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.27
IV
206.8%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.67
IV
239.1%
B/E move
3.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations