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Limoneira Co Common Stock LMNR

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Market datapartial · fetched 2026-10-23T15:56:16.559Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T15:53:06.57367265Z

FundamentalsAlpha Vantage · unavailable

Share price$10.74
1D-1.1%
$10.72$10.79$10.87$10.95$11.025:30 AM6:30 AM9:00 AM1:00 PMLMNR
Sold putSold call

Limoneira Co Common Stock options

Live interpolated LMNR call and put midpoint premiums by absolute delta.Limoneira Co Common Stock$0.18$0.62$1.06$1.51$1.95$6.96$9.25$11.55$13.84$16.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LMNR spot · $10.74LMNR PRICE$0.40$0.45$0.51$0.57$0.63$0.68$0.74$0.80$0.86$0.91$0.97$1.07$1.82$0.23$0.36$0.49$0.63$0.76$0.89$1.02$1.16$1.29$1.42$1.56$1.69
PutsCheap0.47×
CallsExpensive1.56×
SkewBullish-36.00 pp
Implied moveBearish±$1.63
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.25106.4%64.3%
25Δ16.5899.7%58.6%10.0829.4%8.3%
30Δ15.9293.0%53.0%10.2829.8%7.6%
35Δ15.2686.3%47.4%10.4930.3%6.9%
40Δ14.6079.5%41.7%10.6930.8%6.3%
45Δ13.9372.8%36.1%10.9031.2%5.6%
50Δ13.2766.1%30.5%11.1031.7%4.9%
55Δ12.6159.4%24.8%11.3132.2%4.3%
60Δ11.9552.7%19.2%11.5132.6%3.6%
65Δ11.2846.0%13.6%11.7233.1%2.9%
70Δ10.6239.3%7.9%11.9233.6%2.3%
75Δ9.9533.8%2.6%12.1334.0%1.6%
80Δ9.1848.3%2.4%12.3334.5%0.9%

20Δ

Calls
Pseudo strike
17.25
IV
106.4%
B/E move
64.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.58
IV
99.7%
B/E move
58.6%
Puts
Pseudo strike
10.08
IV
29.4%
B/E move
8.3%

30Δ

Calls
Pseudo strike
15.92
IV
93.0%
B/E move
53.0%
Puts
Pseudo strike
10.28
IV
29.8%
B/E move
7.6%

35Δ

Calls
Pseudo strike
15.26
IV
86.3%
B/E move
47.4%
Puts
Pseudo strike
10.49
IV
30.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
14.60
IV
79.5%
B/E move
41.7%
Puts
Pseudo strike
10.69
IV
30.8%
B/E move
6.3%

45Δ

Calls
Pseudo strike
13.93
IV
72.8%
B/E move
36.1%
Puts
Pseudo strike
10.90
IV
31.2%
B/E move
5.6%

50Δ

Calls
Pseudo strike
13.27
IV
66.1%
B/E move
30.5%
Puts
Pseudo strike
11.10
IV
31.7%
B/E move
4.9%

55Δ

Calls
Pseudo strike
12.61
IV
59.4%
B/E move
24.8%
Puts
Pseudo strike
11.31
IV
32.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
11.95
IV
52.7%
B/E move
19.2%
Puts
Pseudo strike
11.51
IV
32.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
11.28
IV
46.0%
B/E move
13.6%
Puts
Pseudo strike
11.72
IV
33.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
10.62
IV
39.3%
B/E move
7.9%
Puts
Pseudo strike
11.92
IV
33.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
9.95
IV
33.8%
B/E move
2.6%
Puts
Pseudo strike
12.13
IV
34.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
9.18
IV
48.3%
B/E move
2.4%
Puts
Pseudo strike
12.33
IV
34.5%
B/E move
0.9%

Options history

No recorded observations