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The Lovesac Company Common Stock LOVE

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Market datapartial · fetched 2026-10-22T22:06:34.631Z

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 · 2026-10-22T20:00:00.481500543Z

FundamentalsAlpha Vantage · unavailable

Share price$15.34
1D+5.7%
AH$14.44$14.68$14.93$15.17$15.415:30 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$0.21$2.63$5.05$7.47$9.88$10.63$12.88$15.12$17.37$19.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOVE spot · $15.34LOVE PRICE$0.47$0.52$0.60$0.67$0.75$0.82$0.90$0.97$1.05$2.01$2.98$3.94$4.90$0.60$0.64$0.69$0.73$0.77$1.15$1.57$1.99$2.42$2.84$4.85$7.02$9.19
PutsExpensive2.03×
CallsExpensive1.83×
SkewBearish+10.13 pp
Implied moveBearish±$2.47
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.40114.9%42.6%12.50107.0%22.4%
25Δ19.2093.5%28.6%13.1194.6%18.7%
30Δ17.9682.5%21.0%13.7282.2%15.0%
35Δ17.2275.1%16.7%14.3369.8%11.3%
40Δ16.7870.0%14.2%14.9457.4%7.6%
45Δ16.3364.9%11.8%15.4561.8%6.8%
50Δ15.8959.7%9.4%15.9568.1%6.3%
55Δ15.4454.6%7.0%16.4574.4%5.8%
60Δ15.0049.6%4.6%16.9580.7%5.2%
65Δ13.9665.7%4.1%17.4587.0%4.7%
70Δ12.9281.9%3.6%19.55105.1%4.2%
75Δ11.8998.1%3.1%21.80124.4%3.6%
80Δ10.85114.2%2.6%24.05143.8%3.1%

20Δ

Calls
Pseudo strike
21.40
IV
114.9%
B/E move
42.6%
Puts
Pseudo strike
12.50
IV
107.0%
B/E move
22.4%

25Δ

Calls
Pseudo strike
19.20
IV
93.5%
B/E move
28.6%
Puts
Pseudo strike
13.11
IV
94.6%
B/E move
18.7%

30Δ

Calls
Pseudo strike
17.96
IV
82.5%
B/E move
21.0%
Puts
Pseudo strike
13.72
IV
82.2%
B/E move
15.0%

35Δ

Calls
Pseudo strike
17.22
IV
75.1%
B/E move
16.7%
Puts
Pseudo strike
14.33
IV
69.8%
B/E move
11.3%

40Δ

Calls
Pseudo strike
16.78
IV
70.0%
B/E move
14.2%
Puts
Pseudo strike
14.94
IV
57.4%
B/E move
7.6%

45Δ

Calls
Pseudo strike
16.33
IV
64.9%
B/E move
11.8%
Puts
Pseudo strike
15.45
IV
61.8%
B/E move
6.8%

50Δ

Calls
Pseudo strike
15.89
IV
59.7%
B/E move
9.4%
Puts
Pseudo strike
15.95
IV
68.1%
B/E move
6.3%

55Δ

Calls
Pseudo strike
15.44
IV
54.6%
B/E move
7.0%
Puts
Pseudo strike
16.45
IV
74.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
15.00
IV
49.6%
B/E move
4.6%
Puts
Pseudo strike
16.95
IV
80.7%
B/E move
5.2%

65Δ

Calls
Pseudo strike
13.96
IV
65.7%
B/E move
4.1%
Puts
Pseudo strike
17.45
IV
87.0%
B/E move
4.7%

70Δ

Calls
Pseudo strike
12.92
IV
81.9%
B/E move
3.6%
Puts
Pseudo strike
19.55
IV
105.1%
B/E move
4.2%

75Δ

Calls
Pseudo strike
11.89
IV
98.1%
B/E move
3.1%
Puts
Pseudo strike
21.80
IV
124.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
10.85
IV
114.2%
B/E move
2.6%
Puts
Pseudo strike
24.05
IV
143.8%
B/E move
3.1%

Options history

No recorded observations