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Lamb Weston Holdings, Inc. LW

i

Market dataready · fetched 2026-11-11T14:49:12.801Z

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 · 2026-11-11T14:49:01.854830701Z

FundamentalsSEC EDGAR · ready · as of 2026-08-30 · fetched 2026-11-11T14:49:12.207330+00:00

Share price$56.52
1D+0.2%
$56.28$56.35$56.42$56.49$56.565:30 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.$0.25$1.13$2.00$2.88$3.75$51.72$54.24$56.76$59.29$61.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LW spot · $56.52LW PRICE$0.35$0.46$0.57$0.68$0.81$1.00$1.20$1.40$1.59$1.79$1.98$2.31$2.82$0.38$0.47$0.59$0.77$0.94$1.11$1.28$1.45$1.62$2.05$2.54$3.02$3.50
PutsCheap0.81×
CallsCheap0.68×
SkewBearish+1.84 pp
Implied moveBearish±$2.48
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.5334.9%5.9%53.7038.5%5.7%
25Δ59.0034.3%5.2%54.5235.2%4.4%
30Δ58.4733.6%4.5%55.1633.2%3.5%
35Δ57.9433.0%3.7%55.5433.1%3.1%
40Δ57.4432.5%3.1%55.9233.0%2.7%
45Δ57.0732.3%2.7%56.3032.8%2.4%
50Δ56.7032.2%2.4%56.6832.7%2.0%
55Δ56.3332.1%2.1%57.0632.6%1.6%
60Δ55.9632.0%1.8%57.4432.5%1.2%
65Δ55.5931.8%1.5%57.9933.8%1.0%
70Δ55.2231.7%1.2%58.5835.3%0.8%
75Δ54.7531.7%1.0%59.1736.8%0.7%
80Δ54.1531.8%0.8%59.7638.3%0.5%

20Δ

Calls
Pseudo strike
59.53
IV
34.9%
B/E move
5.9%
Puts
Pseudo strike
53.70
IV
38.5%
B/E move
5.7%

25Δ

Calls
Pseudo strike
59.00
IV
34.3%
B/E move
5.2%
Puts
Pseudo strike
54.52
IV
35.2%
B/E move
4.4%

30Δ

Calls
Pseudo strike
58.47
IV
33.6%
B/E move
4.5%
Puts
Pseudo strike
55.16
IV
33.2%
B/E move
3.5%

35Δ

Calls
Pseudo strike
57.94
IV
33.0%
B/E move
3.7%
Puts
Pseudo strike
55.54
IV
33.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
57.44
IV
32.5%
B/E move
3.1%
Puts
Pseudo strike
55.92
IV
33.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
57.07
IV
32.3%
B/E move
2.7%
Puts
Pseudo strike
56.30
IV
32.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
56.70
IV
32.2%
B/E move
2.4%
Puts
Pseudo strike
56.68
IV
32.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
56.33
IV
32.1%
B/E move
2.1%
Puts
Pseudo strike
57.06
IV
32.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
55.96
IV
32.0%
B/E move
1.8%
Puts
Pseudo strike
57.44
IV
32.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
55.59
IV
31.8%
B/E move
1.5%
Puts
Pseudo strike
57.99
IV
33.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
55.22
IV
31.7%
B/E move
1.2%
Puts
Pseudo strike
58.58
IV
35.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
54.75
IV
31.7%
B/E move
1.0%
Puts
Pseudo strike
59.17
IV
36.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
54.15
IV
31.8%
B/E move
0.8%
Puts
Pseudo strike
59.76
IV
38.3%
B/E move
0.5%

Options history

IV · four-Friday blend37.17%
Daily EOD
LW35.5%36.9%38.2%2026-10-19: 35.67%2026-10-20: 36.76%2026-10-21: 36.46%2026-10-22: 37.67%2026-10-23: 37.69%2026-10-26: 37.72%2026-10-27: 38.04%2026-10-28: 37.73%2026-10-29: 37.21%2026-10-30: 37.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.67%
36.76%
36.46%
37.67%
37.69%
37.72%
38.04%
37.73%
37.21%
37.17%