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Lucky Strike Entertainment Corporation LUCK

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-11-11T15:54:01.574Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:47:32.36918062Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:54:00.350729+00:00

Share price$3.49
1D-1.7%
$3.47$3.51$3.55$3.60$3.645:30 AM6:30 AM9:00 AM1:00 PMLUCK
Sold putSold call

Lucky Strike Entertainment Corporation options

Live interpolated LUCK call and put midpoint premiums by absolute delta.Lucky Strike Entertainment Corporation$0.28$1.85$3.42$4.99$6.56$1.73$2.80$3.88$4.95$6.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LUCK spot · $3.49LUCK PRICE$0.45$0.52$0.60$0.67$0.75$0.82$0.90$0.97$1.05$1.12$0.58$0.79$1.00$1.20$1.41$1.62$1.82$2.47$4.29$6.10
Puts——
Calls——
Skew——
Implied moveBearish±$2.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.82208.6%35.8%
30Δ3.15208.0%32.5%
35Δ7.03245.1%114.4%3.47207.3%29.1%
40Δ6.57234.5%103.2%3.79206.7%25.8%
45Δ6.10224.0%91.9%4.12206.0%22.4%
50Δ5.63213.4%80.6%4.44205.4%19.1%
55Δ5.16202.8%69.4%4.76204.8%15.7%
60Δ4.69192.2%58.1%5.51214.7%13.0%
65Δ4.22181.6%46.8%7.37252.5%11.6%
70Δ3.76171.0%35.5%9.23290.4%10.3%
75Δ3.29160.5%24.3%
80Δ2.82149.9%13.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.82
IV
208.6%
B/E move
35.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
208.0%
B/E move
32.5%

35Δ

Calls
Pseudo strike
7.03
IV
245.1%
B/E move
114.4%
Puts
Pseudo strike
3.47
IV
207.3%
B/E move
29.1%

40Δ

Calls
Pseudo strike
6.57
IV
234.5%
B/E move
103.2%
Puts
Pseudo strike
3.79
IV
206.7%
B/E move
25.8%

45Δ

Calls
Pseudo strike
6.10
IV
224.0%
B/E move
91.9%
Puts
Pseudo strike
4.12
IV
206.0%
B/E move
22.4%

50Δ

Calls
Pseudo strike
5.63
IV
213.4%
B/E move
80.6%
Puts
Pseudo strike
4.44
IV
205.4%
B/E move
19.1%

55Δ

Calls
Pseudo strike
5.16
IV
202.8%
B/E move
69.4%
Puts
Pseudo strike
4.76
IV
204.8%
B/E move
15.7%

60Δ

Calls
Pseudo strike
4.69
IV
192.2%
B/E move
58.1%
Puts
Pseudo strike
5.51
IV
214.7%
B/E move
13.0%

65Δ

Calls
Pseudo strike
4.22
IV
181.6%
B/E move
46.8%
Puts
Pseudo strike
7.37
IV
252.5%
B/E move
11.6%

70Δ

Calls
Pseudo strike
3.76
IV
171.0%
B/E move
35.5%
Puts
Pseudo strike
9.23
IV
290.4%
B/E move
10.3%

75Δ

Calls
Pseudo strike
3.29
IV
160.5%
B/E move
24.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.82
IV
149.9%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend164.83%
Daily EOD
LUCK103.6%136.5%169.4%2026-10-20: 114.93%2026-10-21: 108.13%2026-10-28: 164.83%Oct 20Oct 21Oct 28
3 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
114.93%
108.13%
164.83%