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Lifeway Foods, Inc. Common Stock LWAY

i

Market dataready · fetched 2026-11-12T02:53:46.145Z

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 · 2026-11-11T21:00:00.410800358Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:53:45.713685+00:00

Share price$22.51
1D+3.8%
AH$21.15$21.53$21.91$22.29$22.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLWAY
Sold putSold callAH

Lifeway Foods, Inc. Common Stock options

Live interpolated LWAY call and put midpoint premiums by absolute delta.Lifeway Foods, Inc. Common Stock$0.22$2.17$4.12$6.07$8.02$17.37$19.36$21.36$23.36$25.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LWAY spot · $22.51LWAY PRICE$0.57$0.62$0.73$0.84$0.95$1.06$1.61$2.78$3.95$5.12$6.29$7.45$0.43$0.70$0.98$1.26$1.54$1.82$2.26$2.72$3.18$3.68$4.34$5.01$5.67
PutsExpensive2.06×
Calls——
Skew——
Implied moveBearish±$3.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0597.7%12.8%
25Δ26.70128.8%21.2%20.52104.5%11.9%
30Δ24.82100.4%13.0%21.00111.3%11.1%
35Δ24.3195.7%11.2%21.48118.2%10.2%
40Δ23.8190.9%9.5%21.96125.0%9.3%
45Δ23.3086.2%7.7%22.44131.9%8.4%
50Δ22.8081.5%6.0%23.10134.6%7.4%
55Δ21.9890.9%4.8%23.78136.9%6.4%
60Δ20.73120.1%4.4%24.45139.1%5.5%
65Δ19.47149.3%4.0%25.16140.0%4.6%
70Δ18.22178.5%3.7%25.99135.2%3.8%
75Δ16.97207.7%3.3%26.82130.3%3.1%
80Δ15.71236.9%2.9%27.65125.5%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.05
IV
97.7%
B/E move
12.8%

25Δ

Calls
Pseudo strike
26.70
IV
128.8%
B/E move
21.2%
Puts
Pseudo strike
20.52
IV
104.5%
B/E move
11.9%

30Δ

Calls
Pseudo strike
24.82
IV
100.4%
B/E move
13.0%
Puts
Pseudo strike
21.00
IV
111.3%
B/E move
11.1%

35Δ

Calls
Pseudo strike
24.31
IV
95.7%
B/E move
11.2%
Puts
Pseudo strike
21.48
IV
118.2%
B/E move
10.2%

40Δ

Calls
Pseudo strike
23.81
IV
90.9%
B/E move
9.5%
Puts
Pseudo strike
21.96
IV
125.0%
B/E move
9.3%

45Δ

Calls
Pseudo strike
23.30
IV
86.2%
B/E move
7.7%
Puts
Pseudo strike
22.44
IV
131.9%
B/E move
8.4%

50Δ

Calls
Pseudo strike
22.80
IV
81.5%
B/E move
6.0%
Puts
Pseudo strike
23.10
IV
134.6%
B/E move
7.4%

55Δ

Calls
Pseudo strike
21.98
IV
90.9%
B/E move
4.8%
Puts
Pseudo strike
23.78
IV
136.9%
B/E move
6.4%

60Δ

Calls
Pseudo strike
20.73
IV
120.1%
B/E move
4.4%
Puts
Pseudo strike
24.45
IV
139.1%
B/E move
5.5%

65Δ

Calls
Pseudo strike
19.47
IV
149.3%
B/E move
4.0%
Puts
Pseudo strike
25.16
IV
140.0%
B/E move
4.6%

70Δ

Calls
Pseudo strike
18.22
IV
178.5%
B/E move
3.7%
Puts
Pseudo strike
25.99
IV
135.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
16.97
IV
207.7%
B/E move
3.3%
Puts
Pseudo strike
26.82
IV
130.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
15.71
IV
236.9%
B/E move
2.9%
Puts
Pseudo strike
27.65
IV
125.5%
B/E move
2.4%

Options history

IV · four-Friday blend55.69%
Daily EOD
LWAY52.9%56.1%59.4%2026-10-19: 55.81%2026-10-20: 54.47%2026-10-21: 53.34%2026-10-22: 57.72%2026-10-23: 58.29%2026-10-26: 58.95%2026-10-27: 54.65%2026-10-28: 55.35%2026-10-29: 58.51%2026-10-30: 55.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.81%
54.47%
53.34%
57.72%
58.29%
58.95%
54.65%
55.35%
58.51%
55.69%