IntraAlpha
Create free account Start free

Lifeway Foods, Inc. Common Stock LWAY

i

Market datapartial · fetched 2026-10-22T22:07:57.930Z

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 · 2026-10-22T20:00:06.448978199Z

FundamentalsAlpha Vantage · unavailable

Share price$22.92
1D+3.3%
AH$22.13$22.36$22.59$22.81$23.045:30 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$0.17$3.35$6.53$9.72$12.90$16.06$18.98$21.90$24.82$27.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LWAY spot · $22.92LWAY PRICE$0.51$0.65$0.78$0.92$1.03$1.13$1.24$1.34$1.46$1.67$1.87$2.08$2.29$0.73$0.94$1.12$1.29$1.46$1.84$2.32$2.80$3.29$5.42$7.61$9.79$11.98
PutsExpensive2.11×
CallsFair0.96×
SkewBearish+33.73 pp
Implied moveBearish±$3.56
TiltBearish49.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8378.3%28.0%19.1388.5%19.7%
25Δ27.6474.5%23.4%20.0886.5%16.5%
30Δ26.4570.7%18.8%20.8081.3%14.1%
35Δ25.2766.9%14.3%21.5376.1%11.7%
40Δ24.5862.6%11.7%22.2570.9%9.3%
45Δ24.0458.2%9.8%22.9471.1%7.9%
50Δ23.5053.8%7.9%23.6274.1%7.1%
55Δ22.9549.4%6.0%24.3077.1%6.2%
60Δ22.4445.3%4.3%24.9880.1%5.3%
65Δ22.1142.9%3.7%27.2692.9%4.7%
70Δ21.7740.5%3.1%29.58105.9%4.1%
75Δ21.4338.2%2.6%31.91118.9%3.5%
80Δ21.0935.8%2.0%34.23132.0%2.9%

20Δ

Calls
Pseudo strike
28.83
IV
78.3%
B/E move
28.0%
Puts
Pseudo strike
19.13
IV
88.5%
B/E move
19.7%

25Δ

Calls
Pseudo strike
27.64
IV
74.5%
B/E move
23.4%
Puts
Pseudo strike
20.08
IV
86.5%
B/E move
16.5%

30Δ

Calls
Pseudo strike
26.45
IV
70.7%
B/E move
18.8%
Puts
Pseudo strike
20.80
IV
81.3%
B/E move
14.1%

35Δ

Calls
Pseudo strike
25.27
IV
66.9%
B/E move
14.3%
Puts
Pseudo strike
21.53
IV
76.1%
B/E move
11.7%

40Δ

Calls
Pseudo strike
24.58
IV
62.6%
B/E move
11.7%
Puts
Pseudo strike
22.25
IV
70.9%
B/E move
9.3%

45Δ

Calls
Pseudo strike
24.04
IV
58.2%
B/E move
9.8%
Puts
Pseudo strike
22.94
IV
71.1%
B/E move
7.9%

50Δ

Calls
Pseudo strike
23.50
IV
53.8%
B/E move
7.9%
Puts
Pseudo strike
23.62
IV
74.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
22.95
IV
49.4%
B/E move
6.0%
Puts
Pseudo strike
24.30
IV
77.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
22.44
IV
45.3%
B/E move
4.3%
Puts
Pseudo strike
24.98
IV
80.1%
B/E move
5.3%

65Δ

Calls
Pseudo strike
22.11
IV
42.9%
B/E move
3.7%
Puts
Pseudo strike
27.26
IV
92.9%
B/E move
4.7%

70Δ

Calls
Pseudo strike
21.77
IV
40.5%
B/E move
3.1%
Puts
Pseudo strike
29.58
IV
105.9%
B/E move
4.1%

75Δ

Calls
Pseudo strike
21.43
IV
38.2%
B/E move
2.6%
Puts
Pseudo strike
31.91
IV
118.9%
B/E move
3.5%

80Δ

Calls
Pseudo strike
21.09
IV
35.8%
B/E move
2.0%
Puts
Pseudo strike
34.23
IV
132.0%
B/E move
2.9%

Options history

No recorded observations