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Lamb Weston Holdings, Inc. LW

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Market datapartial · fetched 2026-10-22T18:00:26.636Z

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 · 2026-10-22T18:00:17.053234187Z

FundamentalsAlpha Vantage · unavailable

Share price$54.44
1D+1.9%
$53.14$53.47$53.80$54.13$54.475:30 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.$0.22$3.14$6.06$8.98$11.91$38.15$44.74$51.34$57.93$64.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LW spot · $54.44LW PRICE$0.53$0.68$0.85$1.07$1.30$1.52$1.76$2.01$2.27$2.52$2.77$0.70$0.97$1.23$1.53$1.92$2.32$2.71$3.38$4.04$4.88$6.05$8.15$11.06
PutsFair1.05×
CallsCheap0.60×
SkewBearish+14.85 pp
Implied moveBearish±$4.47
TiltBearish47.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.3632.5%10.0%50.1538.2%9.2%
25Δ58.2530.9%8.2%50.9938.6%8.1%
30Δ57.3029.9%6.8%51.8238.9%7.1%
35Δ56.6730.0%6.1%52.6539.3%6.1%
40Δ56.0530.1%5.3%53.4339.9%5.4%
45Δ55.4230.2%4.6%54.2040.5%4.7%
50Δ54.8230.1%3.9%54.9841.1%4.0%
55Δ54.2829.2%3.4%55.9242.6%3.5%
60Δ53.7428.3%2.9%56.8644.1%3.0%
65Δ53.2027.5%2.4%57.9546.0%2.5%
70Δ52.6626.6%1.8%59.3548.9%2.1%
75Δ61.6355.1%1.8%
80Δ64.7064.1%1.5%

20Δ

Calls
Pseudo strike
59.36
IV
32.5%
B/E move
10.0%
Puts
Pseudo strike
50.15
IV
38.2%
B/E move
9.2%

25Δ

Calls
Pseudo strike
58.25
IV
30.9%
B/E move
8.2%
Puts
Pseudo strike
50.99
IV
38.6%
B/E move
8.1%

30Δ

Calls
Pseudo strike
57.30
IV
29.9%
B/E move
6.8%
Puts
Pseudo strike
51.82
IV
38.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
56.67
IV
30.0%
B/E move
6.1%
Puts
Pseudo strike
52.65
IV
39.3%
B/E move
6.1%

40Δ

Calls
Pseudo strike
56.05
IV
30.1%
B/E move
5.3%
Puts
Pseudo strike
53.43
IV
39.9%
B/E move
5.4%

45Δ

Calls
Pseudo strike
55.42
IV
30.2%
B/E move
4.6%
Puts
Pseudo strike
54.20
IV
40.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
54.82
IV
30.1%
B/E move
3.9%
Puts
Pseudo strike
54.98
IV
41.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
54.28
IV
29.2%
B/E move
3.4%
Puts
Pseudo strike
55.92
IV
42.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
53.74
IV
28.3%
B/E move
2.9%
Puts
Pseudo strike
56.86
IV
44.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
53.20
IV
27.5%
B/E move
2.4%
Puts
Pseudo strike
57.95
IV
46.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
52.66
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
59.35
IV
48.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.63
IV
55.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.70
IV
64.1%
B/E move
1.5%

Options history

No recorded observations