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LanzaTech Global, Inc. LNZA

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-10-31T17:10:06.617Z

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 · 2026-10-30T20:00:00.392908444Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-31T17:10:06.282088+00:00

Share price$5.13
1D-6.0%
AH$5.03$5.18$5.32$5.47$5.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLNZA
Sold putSold callAH

LanzaTech Global, Inc. options

Live interpolated LNZA call and put midpoint premiums by absolute delta.LanzaTech Global, Inc.$0.06$2.03$4.00$5.97$7.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELNZA PRICE$0.28$0.40$0.52$0.65$0.77$0.89$0.94$0.97$1.01$1.27$1.64$2.01$2.38$7.33$7.37$4.01$0.66
PutsExpensive3.59×
CallsExpensive1.85×
SkewBearish+238.00 pp
Implied move——
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.73240.4%95.0%
25Δ9.29256.7%88.8%8.50800.0%77.1%
30Δ8.85273.0%82.7%9.15688.4%65.2%
35Δ8.41289.3%76.5%7.09417.5%40.0%
40Δ7.97305.5%70.3%5.04146.5%14.7%
45Δ7.53321.8%64.1%
50Δ6.78288.6%50.4%
55Δ6.02252.1%36.3%
60Δ5.25215.7%22.1%
65Δ4.70228.2%16.3%
70Δ4.24264.9%14.6%
75Δ3.79301.7%12.9%
80Δ3.33338.4%11.3%

20Δ

Calls
Pseudo strike
9.73
IV
240.4%
B/E move
95.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.29
IV
256.7%
B/E move
88.8%
Puts
Pseudo strike
8.50
IV
800.0%
B/E move
77.1%

30Δ

Calls
Pseudo strike
8.85
IV
273.0%
B/E move
82.7%
Puts
Pseudo strike
9.15
IV
688.4%
B/E move
65.2%

35Δ

Calls
Pseudo strike
8.41
IV
289.3%
B/E move
76.5%
Puts
Pseudo strike
7.09
IV
417.5%
B/E move
40.0%

40Δ

Calls
Pseudo strike
7.97
IV
305.5%
B/E move
70.3%
Puts
Pseudo strike
5.04
IV
146.5%
B/E move
14.7%

45Δ

Calls
Pseudo strike
7.53
IV
321.8%
B/E move
64.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.78
IV
288.6%
B/E move
50.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.02
IV
252.1%
B/E move
36.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.25
IV
215.7%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.70
IV
228.2%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.24
IV
264.9%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.79
IV
301.7%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.33
IV
338.4%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily IV

No recorded observations

0 observations