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Lindsay Corporation LNN

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
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Market dataready · fetched 2026-11-12T16:03:37.482Z

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 · 2026-11-12T16:01:25.90444571Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T16:03:36.905620+00:00

Share price$108.13
1D-1.6%
$107.87$108.41$108.96$109.51$110.055:30 AM6:30 AM9:00 AM1:00 PMLNN
Sold putSold call

Lindsay Corporation options

Live interpolated LNN call and put midpoint premiums by absolute delta.Lindsay Corporation$0.12$5.49$10.86$16.23$21.61$99.79$103.81$107.83$111.85$115.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNN spot · $108.13LNN PRICE$0.70$0.88$1.05$1.23$1.55$2.04$2.53$3.02$3.51$4.00$4.49$5.74$7.01$0.72$0.87$1.12$1.42$1.72$2.02$2.32$2.62$2.92$5.45$10.32$15.19$20.06
PutsExpensive1.23×
CallsExpensive1.06×
SkewBearish+3.66 pp
Implied moveBullish±$4.85
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.3140.1%6.4%102.6041.0%5.8%
25Δ113.0938.0%5.4%104.3636.1%4.3%
30Δ111.8735.8%4.4%105.4534.2%3.5%
35Δ110.6533.7%3.5%106.1533.9%3.1%
40Δ109.6433.2%2.8%106.8433.5%2.8%
45Δ108.8734.5%2.6%107.5433.2%2.4%
50Δ108.1035.8%2.3%108.2432.9%2.0%
55Δ107.3337.1%2.1%108.9432.6%1.7%
60Δ106.5638.4%1.8%109.6432.2%1.3%
65Δ105.7939.7%1.5%112.4438.6%1.1%
70Δ105.0241.0%1.3%117.4451.9%0.9%
75Δ103.5443.4%1.1%122.4465.3%0.8%
80Δ102.0445.9%0.9%127.4378.7%0.7%

20Δ

Calls
Pseudo strike
114.31
IV
40.1%
B/E move
6.4%
Puts
Pseudo strike
102.60
IV
41.0%
B/E move
5.8%

25Δ

Calls
Pseudo strike
113.09
IV
38.0%
B/E move
5.4%
Puts
Pseudo strike
104.36
IV
36.1%
B/E move
4.3%

30Δ

Calls
Pseudo strike
111.87
IV
35.8%
B/E move
4.4%
Puts
Pseudo strike
105.45
IV
34.2%
B/E move
3.5%

35Δ

Calls
Pseudo strike
110.65
IV
33.7%
B/E move
3.5%
Puts
Pseudo strike
106.15
IV
33.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
109.64
IV
33.2%
B/E move
2.8%
Puts
Pseudo strike
106.84
IV
33.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
108.87
IV
34.5%
B/E move
2.6%
Puts
Pseudo strike
107.54
IV
33.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
108.10
IV
35.8%
B/E move
2.3%
Puts
Pseudo strike
108.24
IV
32.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
107.33
IV
37.1%
B/E move
2.1%
Puts
Pseudo strike
108.94
IV
32.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
106.56
IV
38.4%
B/E move
1.8%
Puts
Pseudo strike
109.64
IV
32.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
105.79
IV
39.7%
B/E move
1.5%
Puts
Pseudo strike
112.44
IV
38.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
105.02
IV
41.0%
B/E move
1.3%
Puts
Pseudo strike
117.44
IV
51.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
103.54
IV
43.4%
B/E move
1.1%
Puts
Pseudo strike
122.44
IV
65.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
102.04
IV
45.9%
B/E move
0.9%
Puts
Pseudo strike
127.43
IV
78.7%
B/E move
0.7%

Options history

IV · four-Friday blend32.92%
Daily EOD
LNN32.5%34.3%36.1%2026-10-19: 35.83%2026-10-20: 35.88%2026-10-21: 35.89%2026-10-22: 32.71%2026-10-23: 32.84%2026-10-26: 33.35%2026-10-27: 33.53%2026-10-28: 34.18%2026-10-29: 33.23%2026-10-30: 32.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.83%
35.88%
35.89%
32.71%
32.84%
33.35%
33.53%
34.18%
33.23%
32.92%