IntraAlpha
Create free account Start free

Lamb Weston Holdings Inc LW

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T13:19:43.529Z

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 · 2026-10-22T13:18:15.651724969Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T13:14:31.694869+00:00

Share price$53.35
1D+0.0%
$53.32$53.34$53.35$53.36$53.385:30 AM6:30 AM9:00 AM1:00 PMLW
Sold putSold call

Lamb Weston Holdings Inc options

Live interpolated LW call and put midpoint premiums by absolute delta.Lamb Weston Holdings Inc$0.24$2.55$4.85$7.16$9.46$38.30$44.50$50.70$56.90$63.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LW spot · $53.35LW PRICE$0.49$0.66$0.83$1.00$1.20$1.44$1.69$1.93$2.17$2.56$2.98$3.40$3.82$0.75$0.99$1.24$1.49$1.74$2.13$2.56$2.98$3.47$4.04$4.60$5.91$8.80
PutsCheap0.94×
CallsCheap0.59×
SkewBearish+11.73 pp
Implied moveBearish±$4.24
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.7830.3%9.2%48.9239.9%9.7%
25Δ56.9530.0%8.0%49.8041.2%8.5%
30Δ56.2329.6%6.9%50.6640.6%7.4%
35Δ55.5029.3%5.9%51.5139.3%6.2%
40Δ54.8329.0%5.0%52.3738.0%5.1%
45Δ54.2828.8%4.4%53.1338.2%4.4%
50Δ53.7328.6%3.9%53.8738.6%3.8%
55Δ53.1728.4%3.3%54.6139.1%3.2%
60Δ52.6228.2%2.7%55.4039.2%2.7%
65Δ52.0228.1%2.3%56.2339.0%2.2%
70Δ51.4128.1%1.9%57.0638.9%1.7%
75Δ50.8028.1%1.6%58.5542.6%1.3%
80Δ50.1828.1%1.2%61.5352.7%1.2%

20Δ

Calls
Pseudo strike
57.78
IV
30.3%
B/E move
9.2%
Puts
Pseudo strike
48.92
IV
39.9%
B/E move
9.7%

25Δ

Calls
Pseudo strike
56.95
IV
30.0%
B/E move
8.0%
Puts
Pseudo strike
49.80
IV
41.2%
B/E move
8.5%

30Δ

Calls
Pseudo strike
56.23
IV
29.6%
B/E move
6.9%
Puts
Pseudo strike
50.66
IV
40.6%
B/E move
7.4%

35Δ

Calls
Pseudo strike
55.50
IV
29.3%
B/E move
5.9%
Puts
Pseudo strike
51.51
IV
39.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
54.83
IV
29.0%
B/E move
5.0%
Puts
Pseudo strike
52.37
IV
38.0%
B/E move
5.1%

45Δ

Calls
Pseudo strike
54.28
IV
28.8%
B/E move
4.4%
Puts
Pseudo strike
53.13
IV
38.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
53.73
IV
28.6%
B/E move
3.9%
Puts
Pseudo strike
53.87
IV
38.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
53.17
IV
28.4%
B/E move
3.3%
Puts
Pseudo strike
54.61
IV
39.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
52.62
IV
28.2%
B/E move
2.7%
Puts
Pseudo strike
55.40
IV
39.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
52.02
IV
28.1%
B/E move
2.3%
Puts
Pseudo strike
56.23
IV
39.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
51.41
IV
28.1%
B/E move
1.9%
Puts
Pseudo strike
57.06
IV
38.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
50.80
IV
28.1%
B/E move
1.6%
Puts
Pseudo strike
58.55
IV
42.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
50.18
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
61.53
IV
52.7%
B/E move
1.2%

Options history

No recorded observations