IntraAlpha
Create free account Start free

Luxfer Holdings PLC Ordinary Shares LXFR

i

Market datapartial · fetched 2026-10-23T03:32:34.764Z

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 · 2026-10-22T23:00:00.003454509Z

FundamentalsAlpha Vantage · unavailable

Share price$17.23
1D-0.3%
AH$17.22$17.24$17.26$17.28$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$0.40$3.45$6.49$9.53$12.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELXFR PRICE$0.73$1.15$1.38$1.57$2.26$2.50$2.56$2.62$2.69$2.75$2.82$2.88$3.36$1.77$2.62$3.48$6.07$11.69
PutsExpensive27.51×
CallsExpensive39.79×
SkewBullish-51.20 pp
Implied move——
TiltBullish6.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.50125.2%46.4%
25Δ27.57181.2%66.7%
30Δ27.53197.9%67.8%
35Δ23.28171.6%44.2%
40Δ24.63223.8%56.1%
45Δ23.97222.1%53.6%
50Δ22.55200.0%45.7%
55Δ21.12178.0%37.8%18.2061.7%4.6%
60Δ19.70155.9%30.0%19.0377.2%4.8%
65Δ18.28133.8%22.1%19.8692.8%4.9%
70Δ16.86111.7%14.2%22.37129.1%5.4%
75Δ15.4489.6%6.3%27.99181.5%5.4%
80Δ14.4384.6%3.3%

20Δ

Calls
Pseudo strike
24.50
IV
125.2%
B/E move
46.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
27.57
IV
181.2%
B/E move
66.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
27.53
IV
197.9%
B/E move
67.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
23.28
IV
171.6%
B/E move
44.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
24.63
IV
223.8%
B/E move
56.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
23.97
IV
222.1%
B/E move
53.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
22.55
IV
200.0%
B/E move
45.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
21.12
IV
178.0%
B/E move
37.8%
Puts
Pseudo strike
18.20
IV
61.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
19.70
IV
155.9%
B/E move
30.0%
Puts
Pseudo strike
19.03
IV
77.2%
B/E move
4.8%

65Δ

Calls
Pseudo strike
18.28
IV
133.8%
B/E move
22.1%
Puts
Pseudo strike
19.86
IV
92.8%
B/E move
4.9%

70Δ

Calls
Pseudo strike
16.86
IV
111.7%
B/E move
14.2%
Puts
Pseudo strike
22.37
IV
129.1%
B/E move
5.4%

75Δ

Calls
Pseudo strike
15.44
IV
89.6%
B/E move
6.3%
Puts
Pseudo strike
27.99
IV
181.5%
B/E move
5.4%

80Δ

Calls
Pseudo strike
14.43
IV
84.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations