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Limoneira Co Common Stock LMNR

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Market datapartial · fetched 2026-10-22T23:30:38.858Z

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 · 2026-10-22T20:00:00.378907473Z

FundamentalsAlpha Vantage · unavailable

Share price$10.96
1D+1.4%
AH$10.79$10.87$10.95$11.03$11.115:30 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$0.14$1.68$3.21$4.74$6.27$8.02$9.63$11.24$12.85$14.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LMNR spot · $10.96LMNR PRICE$0.39$0.45$0.50$0.55$0.60$0.66$0.71$0.76$0.81$0.86$0.92$0.97$1.02$0.31$0.77$1.23$1.69$2.15$2.61$3.07$3.53$3.99$4.45$4.91$5.37$5.83
PutsExpensive2.25×
CallsExpensive2.97×
SkewBullish-18.26 pp
Implied moveBearish±$3.78
TiltBearish62.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.29144.5%61.4%10.2141.6%9.6%
25Δ16.73136.0%56.7%10.7447.2%9.0%
30Δ16.17127.5%52.1%11.2752.8%8.4%
35Δ15.61119.0%47.5%11.8058.4%7.8%
40Δ15.05110.5%42.8%12.3364.0%7.1%
45Δ14.49102.0%38.2%12.8669.6%6.5%
50Δ13.9393.5%33.6%13.3875.3%5.9%
55Δ13.3785.0%29.0%13.9180.9%5.3%
60Δ12.8176.5%24.3%14.4486.5%4.6%
65Δ12.2568.0%19.7%14.9792.1%4.0%
70Δ11.6959.5%15.1%15.5097.7%3.4%
75Δ11.1351.0%10.4%16.03103.3%2.7%
80Δ10.5742.5%5.8%16.56108.9%2.1%

20Δ

Calls
Pseudo strike
17.29
IV
144.5%
B/E move
61.4%
Puts
Pseudo strike
10.21
IV
41.6%
B/E move
9.6%

25Δ

Calls
Pseudo strike
16.73
IV
136.0%
B/E move
56.7%
Puts
Pseudo strike
10.74
IV
47.2%
B/E move
9.0%

30Δ

Calls
Pseudo strike
16.17
IV
127.5%
B/E move
52.1%
Puts
Pseudo strike
11.27
IV
52.8%
B/E move
8.4%

35Δ

Calls
Pseudo strike
15.61
IV
119.0%
B/E move
47.5%
Puts
Pseudo strike
11.80
IV
58.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
15.05
IV
110.5%
B/E move
42.8%
Puts
Pseudo strike
12.33
IV
64.0%
B/E move
7.1%

45Δ

Calls
Pseudo strike
14.49
IV
102.0%
B/E move
38.2%
Puts
Pseudo strike
12.86
IV
69.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
13.93
IV
93.5%
B/E move
33.6%
Puts
Pseudo strike
13.38
IV
75.3%
B/E move
5.9%

55Δ

Calls
Pseudo strike
13.37
IV
85.0%
B/E move
29.0%
Puts
Pseudo strike
13.91
IV
80.9%
B/E move
5.3%

60Δ

Calls
Pseudo strike
12.81
IV
76.5%
B/E move
24.3%
Puts
Pseudo strike
14.44
IV
86.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
12.25
IV
68.0%
B/E move
19.7%
Puts
Pseudo strike
14.97
IV
92.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
11.69
IV
59.5%
B/E move
15.1%
Puts
Pseudo strike
15.50
IV
97.7%
B/E move
3.4%

75Δ

Calls
Pseudo strike
11.13
IV
51.0%
B/E move
10.4%
Puts
Pseudo strike
16.03
IV
103.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
10.57
IV
42.5%
B/E move
5.8%
Puts
Pseudo strike
16.56
IV
108.9%
B/E move
2.1%

Options history

No recorded observations