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Luxfer Holdings PLC Ordinary Shares LXFR

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Market datapartial · fetched 2026-10-22T11:14:17.209Z

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 · 2026-10-21T23:00:00.00200099Z

FundamentalsAlpha Vantage · unavailable

Share price$17.27
1D-0.1%
AH$17.26$17.27$17.28$17.29$17.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLXFR
Sold putSold callAH

Luxfer Holdings PLC Ordinary Shares options

Live interpolated LXFR call and put midpoint premiums by absolute delta.Luxfer Holdings PLC Ordinary Shares$0.00$3.39$6.79$10.18$13.57$7.84$11.87$15.90$19.94$23.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LXFR spot · $17.27LXFR PRICE$0.09$0.07$1.48$1.48$1.58$1.70$1.82$1.94$2.05$2.17$2.29$2.41$2.53$2.45$2.45$2.45$2.45$2.45$2.50$2.85$3.20$3.55$4.74$7.40$12.57
PutsExpensive43.17×
CallsExpensive27.85×
SkewBearish+55.77 pp
Implied moveBearish±$4.67
TiltBearish38.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.8425.3%9.6%12.13287.8%44.0%
25Δ18.0413.7%4.8%13.68235.8%35.0%
30Δ28.55210.5%73.9%15.08191.8%26.9%
35Δ23.02161.3%41.8%15.93167.0%22.0%
40Δ21.81147.0%35.4%16.77142.2%17.1%
45Δ21.02136.7%31.5%17.59120.4%12.6%
50Δ20.22126.5%27.6%18.26116.2%10.8%
55Δ19.43116.2%23.7%18.92112.0%9.0%
60Δ18.64105.9%19.8%19.58107.8%7.2%
65Δ17.8495.7%15.9%20.98115.4%6.0%
70Δ17.0585.4%12.0%23.68143.6%5.7%
75Δ16.2675.1%8.1%28.87188.5%5.6%
80Δ15.4664.9%4.2%

20Δ

Calls
Pseudo strike
18.84
IV
25.3%
B/E move
9.6%
Puts
Pseudo strike
12.13
IV
287.8%
B/E move
44.0%

25Δ

Calls
Pseudo strike
18.04
IV
13.7%
B/E move
4.8%
Puts
Pseudo strike
13.68
IV
235.8%
B/E move
35.0%

30Δ

Calls
Pseudo strike
28.55
IV
210.5%
B/E move
73.9%
Puts
Pseudo strike
15.08
IV
191.8%
B/E move
26.9%

35Δ

Calls
Pseudo strike
23.02
IV
161.3%
B/E move
41.8%
Puts
Pseudo strike
15.93
IV
167.0%
B/E move
22.0%

40Δ

Calls
Pseudo strike
21.81
IV
147.0%
B/E move
35.4%
Puts
Pseudo strike
16.77
IV
142.2%
B/E move
17.1%

45Δ

Calls
Pseudo strike
21.02
IV
136.7%
B/E move
31.5%
Puts
Pseudo strike
17.59
IV
120.4%
B/E move
12.6%

50Δ

Calls
Pseudo strike
20.22
IV
126.5%
B/E move
27.6%
Puts
Pseudo strike
18.26
IV
116.2%
B/E move
10.8%

55Δ

Calls
Pseudo strike
19.43
IV
116.2%
B/E move
23.7%
Puts
Pseudo strike
18.92
IV
112.0%
B/E move
9.0%

60Δ

Calls
Pseudo strike
18.64
IV
105.9%
B/E move
19.8%
Puts
Pseudo strike
19.58
IV
107.8%
B/E move
7.2%

65Δ

Calls
Pseudo strike
17.84
IV
95.7%
B/E move
15.9%
Puts
Pseudo strike
20.98
IV
115.4%
B/E move
6.0%

70Δ

Calls
Pseudo strike
17.05
IV
85.4%
B/E move
12.0%
Puts
Pseudo strike
23.68
IV
143.6%
B/E move
5.7%

75Δ

Calls
Pseudo strike
16.26
IV
75.1%
B/E move
8.1%
Puts
Pseudo strike
28.87
IV
188.5%
B/E move
5.6%

80Δ

Calls
Pseudo strike
15.46
IV
64.9%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations