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The Lovesac Company Common Stock LOVE

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Market dataready · fetched 2026-11-12T02:52:59.894Z

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 · 2026-11-11T21:00:01.033394606Z

FundamentalsSEC EDGAR · ready · as of 2026-08-02 · fetched 2026-11-12T02:52:59.480709+00:00

Share price$15.80
1D-2.3%
AH$15.67$15.81$15.96$16.10$16.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOVE
Sold putSold callAH

The Lovesac Company Common Stock options

Live interpolated LOVE call and put midpoint premiums by absolute delta.The Lovesac Company Common Stock$0.20$0.78$1.35$1.93$2.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELOVE PRICE$0.26$0.34$0.42$0.50$0.59$0.67$0.76$0.85$0.93$1.02$1.10$1.64$2.34$0.40$0.43$0.46
Puts——
CallsFair1.05×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.51100.1%18.8%13.20146.4%19.0%
25Δ17.8497.4%15.1%13.94121.1%14.5%
30Δ17.3694.3%12.5%14.6895.8%10.0%
35Δ17.0790.9%11.2%
40Δ16.7987.5%10.0%
45Δ16.5084.1%8.7%
50Δ16.2280.6%7.5%
55Δ15.9377.2%6.2%
60Δ15.6573.8%4.9%
65Δ15.3670.4%3.7%
70Δ15.0766.9%2.4%
75Δ14.4681.9%1.9%
80Δ13.73103.3%1.7%

20Δ

Calls
Pseudo strike
18.51
IV
100.1%
B/E move
18.8%
Puts
Pseudo strike
13.20
IV
146.4%
B/E move
19.0%

25Δ

Calls
Pseudo strike
17.84
IV
97.4%
B/E move
15.1%
Puts
Pseudo strike
13.94
IV
121.1%
B/E move
14.5%

30Δ

Calls
Pseudo strike
17.36
IV
94.3%
B/E move
12.5%
Puts
Pseudo strike
14.68
IV
95.8%
B/E move
10.0%

35Δ

Calls
Pseudo strike
17.07
IV
90.9%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.79
IV
87.5%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.50
IV
84.1%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
16.22
IV
80.6%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.93
IV
77.2%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
15.65
IV
73.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
15.36
IV
70.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
15.07
IV
66.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
14.46
IV
81.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
13.73
IV
103.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend60.10%
Daily close
LOVE54.4%77.9%101.3%2026-08-13: 65.93%2026-08-14: 64.25%2026-08-19: 98.08%2026-08-21: 61.08%2026-08-24: 60.51%2026-08-25: 62.30%2026-08-26: 60.37%2026-08-27: 60.24%2026-08-28: 63.08%2026-08-31: 69.35%2026-09-01: 68.97%2026-09-02: 74.28%2026-09-03: 71.45%2026-09-04: 66.97%2026-09-08: 71.49%2026-09-09: 76.49%2026-09-15: 79.16%2026-09-21: 57.91%2026-09-22: 59.00%2026-09-23: 57.63%2026-09-24: 58.33%2026-09-25: 67.55%2026-09-28: 62.63%2026-10-01: 65.36%2026-10-02: 64.31%2026-10-05: 66.02%2026-10-06: 64.55%2026-10-07: 71.85%2026-10-08: 64.93%2026-10-16: 60.78%2026-10-19: 59.24%2026-10-20: 59.94%2026-10-21: 64.16%2026-10-22: 64.42%2026-10-23: 65.24%2026-10-26: 64.52%2026-10-27: 64.46%2026-10-28: 63.08%2026-10-29: 62.87%2026-10-30: 60.10%Aug 13Sep 23Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
65.93%
64.25%
98.08%
61.08%
60.51%
62.30%
60.37%
60.24%
63.08%
69.35%
68.97%
74.28%
71.45%
66.97%
71.49%
76.49%
79.16%
57.91%
59.00%
57.63%
58.33%
67.55%
62.63%
65.36%
64.31%
66.02%
64.55%
71.85%
64.93%
60.78%
59.24%
59.94%
64.16%
64.42%
65.24%
64.52%
64.46%
63.08%
62.87%
60.10%