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Lamb Weston Holdings, Inc. LW

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Market datapartial · fetched 2026-10-22T21:19:44.723Z

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 · 2026-10-22T20:39:50.008392423Z

FundamentalsAlpha Vantage · unavailable

Share price$55.16
1D+3.4%
AH$53.06$53.68$54.30$54.93$55.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLW
Sold putSold callAH

Lamb Weston Holdings, Inc. options

Live interpolated LW call and put midpoint premiums by absolute delta.Lamb Weston Holdings, Inc.$0.27$2.91$5.54$8.18$10.82$38.05$44.90$51.75$58.60$65.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LW spot · $55.16LW PRICE$0.56$0.72$0.90$1.08$1.35$1.62$1.89$2.17$2.57$2.96$3.36$3.78$4.25$0.72$0.95$1.19$1.51$1.82$2.14$2.57$3.02$3.48$4.23$5.17$7.01$10.06
PutsFair0.96×
CallsCheap0.64×
SkewBearish+9.26 pp
Implied moveBearish±$4.46
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.2133.2%10.2%50.7138.6%9.4%
25Δ59.2132.4%8.7%51.6738.2%8.0%
30Δ58.3131.5%7.3%52.6137.9%6.8%
35Δ57.4330.7%6.1%53.3737.9%6.0%
40Δ56.8131.0%5.4%54.1437.8%5.2%
45Δ56.1831.2%4.8%54.9037.8%4.3%
50Δ55.5631.4%4.1%55.6737.9%3.7%
55Δ54.9331.6%3.5%56.4438.1%3.2%
60Δ54.2831.7%3.1%57.2138.2%2.6%
65Δ53.6331.7%2.6%58.2139.6%2.1%
70Δ52.9731.7%2.1%59.3541.7%1.8%
75Δ52.3231.3%1.7%61.3547.5%1.5%
80Δ51.6629.6%1.4%64.4958.1%1.3%

20Δ

Calls
Pseudo strike
60.21
IV
33.2%
B/E move
10.2%
Puts
Pseudo strike
50.71
IV
38.6%
B/E move
9.4%

25Δ

Calls
Pseudo strike
59.21
IV
32.4%
B/E move
8.7%
Puts
Pseudo strike
51.67
IV
38.2%
B/E move
8.0%

30Δ

Calls
Pseudo strike
58.31
IV
31.5%
B/E move
7.3%
Puts
Pseudo strike
52.61
IV
37.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
57.43
IV
30.7%
B/E move
6.1%
Puts
Pseudo strike
53.37
IV
37.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
56.81
IV
31.0%
B/E move
5.4%
Puts
Pseudo strike
54.14
IV
37.8%
B/E move
5.2%

45Δ

Calls
Pseudo strike
56.18
IV
31.2%
B/E move
4.8%
Puts
Pseudo strike
54.90
IV
37.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
55.56
IV
31.4%
B/E move
4.1%
Puts
Pseudo strike
55.67
IV
37.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
54.93
IV
31.6%
B/E move
3.5%
Puts
Pseudo strike
56.44
IV
38.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
54.28
IV
31.7%
B/E move
3.1%
Puts
Pseudo strike
57.21
IV
38.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
53.63
IV
31.7%
B/E move
2.6%
Puts
Pseudo strike
58.21
IV
39.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
52.97
IV
31.7%
B/E move
2.1%
Puts
Pseudo strike
59.35
IV
41.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
52.32
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
61.35
IV
47.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
51.66
IV
29.6%
B/E move
1.4%
Puts
Pseudo strike
64.49
IV
58.1%
B/E move
1.3%

Options history

No recorded observations