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Lamb Weston Holdings, Inc. LW

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Market datapartial · fetched 2026-10-23T00:01:04.818Z

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 · 2026-10-22T23:00:00.001770657Z

FundamentalsAlpha Vantage · unavailable

Share price$55.18
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.$0.26$2.94$5.62$8.30$10.98$38.05$44.90$51.76$58.62$65.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LW spot · $55.18LW PRICE$0.55$0.72$0.89$1.08$1.34$1.61$1.88$2.15$2.55$2.94$3.34$3.75$4.21$0.72$0.95$1.20$1.51$1.83$2.14$2.59$3.04$3.50$4.27$5.21$7.16$10.20
PutsFair0.97×
CallsCheap0.63×
SkewBearish+9.71 pp
Implied moveBearish±$4.46
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.2233.1%10.1%50.7138.7%9.4%
25Δ59.2232.3%8.6%51.6838.3%8.1%
30Δ58.3231.4%7.3%52.6238.0%6.8%
35Δ57.4430.6%6.0%53.3938.0%6.0%
40Δ56.8230.8%5.4%54.1638.0%5.2%
45Δ56.2031.0%4.8%54.9238.0%4.3%
50Δ55.5831.3%4.1%55.7038.1%3.8%
55Δ54.9531.4%3.5%56.4738.2%3.2%
60Δ54.3031.4%3.0%57.2438.4%2.6%
65Δ53.6631.4%2.6%58.2639.9%2.2%
70Δ53.0131.4%2.1%59.4142.1%1.8%
75Δ52.3631.1%1.7%61.5148.4%1.5%
80Δ51.7229.3%1.4%64.6459.0%1.3%

20Δ

Calls
Pseudo strike
60.22
IV
33.1%
B/E move
10.1%
Puts
Pseudo strike
50.71
IV
38.7%
B/E move
9.4%

25Δ

Calls
Pseudo strike
59.22
IV
32.3%
B/E move
8.6%
Puts
Pseudo strike
51.68
IV
38.3%
B/E move
8.1%

30Δ

Calls
Pseudo strike
58.32
IV
31.4%
B/E move
7.3%
Puts
Pseudo strike
52.62
IV
38.0%
B/E move
6.8%

35Δ

Calls
Pseudo strike
57.44
IV
30.6%
B/E move
6.0%
Puts
Pseudo strike
53.39
IV
38.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
56.82
IV
30.8%
B/E move
5.4%
Puts
Pseudo strike
54.16
IV
38.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
56.20
IV
31.0%
B/E move
4.8%
Puts
Pseudo strike
54.92
IV
38.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
55.58
IV
31.3%
B/E move
4.1%
Puts
Pseudo strike
55.70
IV
38.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
54.95
IV
31.4%
B/E move
3.5%
Puts
Pseudo strike
56.47
IV
38.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
54.30
IV
31.4%
B/E move
3.0%
Puts
Pseudo strike
57.24
IV
38.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
53.66
IV
31.4%
B/E move
2.6%
Puts
Pseudo strike
58.26
IV
39.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
53.01
IV
31.4%
B/E move
2.1%
Puts
Pseudo strike
59.41
IV
42.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
52.36
IV
31.1%
B/E move
1.7%
Puts
Pseudo strike
61.51
IV
48.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
51.72
IV
29.3%
B/E move
1.4%
Puts
Pseudo strike
64.64
IV
59.0%
B/E move
1.3%

Options history

No recorded observations