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Lindsay Corporation LNN

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Market datapartial · fetched 2026-10-22T20:45:14.827Z

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 · 2026-10-22T20:10:00.003170091Z

FundamentalsAlpha Vantage · unavailable

Share price$111.99
1D+1.3%
AH$107$108$110$112$1145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLNN
Sold putSold callAH

Lindsay Corporation options

Live interpolated LNN call and put midpoint premiums by absolute delta.Lindsay Corporation$0.63$3.52$6.41$9.31$12.20$98.54$105.65$112.77$119.88$127.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNN spot · $111.99LNN PRICE$0.94$1.36$1.81$2.26$2.71$3.35$4.06$4.77$5.48$6.67$7.91$9.15$11.37$1.53$2.00$2.45$2.90$3.36$3.97$4.58$5.20$5.85$6.59$7.33$8.08$8.96
PutsFair1.02×
CallsCheap0.85×
SkewBearish+0.78 pp
Implied moveBearish±$8.64
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.4527.8%8.4%102.5740.2%9.8%
25Δ118.9728.2%7.4%104.7539.9%8.2%
30Δ117.7529.2%6.8%106.5738.4%7.0%
35Δ116.5430.2%6.1%108.3436.8%5.8%
40Δ115.3231.2%5.4%110.0835.2%4.7%
45Δ114.0432.1%4.8%111.4334.5%4.1%
50Δ112.7332.8%4.3%112.7733.7%3.4%
55Δ111.4333.6%3.8%114.1133.0%2.7%
60Δ110.1234.3%3.2%115.4132.1%2.2%
65Δ108.4635.6%2.8%116.6331.0%1.7%
70Δ106.7636.9%2.4%117.8429.8%1.3%
75Δ105.0638.2%2.0%119.0628.7%0.9%
80Δ102.4540.7%1.6%120.3727.5%0.5%

20Δ

Calls
Pseudo strike
120.45
IV
27.8%
B/E move
8.4%
Puts
Pseudo strike
102.57
IV
40.2%
B/E move
9.8%

25Δ

Calls
Pseudo strike
118.97
IV
28.2%
B/E move
7.4%
Puts
Pseudo strike
104.75
IV
39.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
117.75
IV
29.2%
B/E move
6.8%
Puts
Pseudo strike
106.57
IV
38.4%
B/E move
7.0%

35Δ

Calls
Pseudo strike
116.54
IV
30.2%
B/E move
6.1%
Puts
Pseudo strike
108.34
IV
36.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
115.32
IV
31.2%
B/E move
5.4%
Puts
Pseudo strike
110.08
IV
35.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
114.04
IV
32.1%
B/E move
4.8%
Puts
Pseudo strike
111.43
IV
34.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
112.73
IV
32.8%
B/E move
4.3%
Puts
Pseudo strike
112.77
IV
33.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
111.43
IV
33.6%
B/E move
3.8%
Puts
Pseudo strike
114.11
IV
33.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
110.12
IV
34.3%
B/E move
3.2%
Puts
Pseudo strike
115.41
IV
32.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
108.46
IV
35.6%
B/E move
2.8%
Puts
Pseudo strike
116.63
IV
31.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
106.76
IV
36.9%
B/E move
2.4%
Puts
Pseudo strike
117.84
IV
29.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
105.06
IV
38.2%
B/E move
2.0%
Puts
Pseudo strike
119.06
IV
28.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
102.45
IV
40.7%
B/E move
1.6%
Puts
Pseudo strike
120.37
IV
27.5%
B/E move
0.5%

Options history

No recorded observations