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LSB INDUSTRIES INC LXU

BASIC MATERIALS · CHEMICALS
i

Market dataready · fetched 2026-11-12T03:21:24.875Z

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 · 2026-11-12T00:00:00.002486489Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:21:24.511370+00:00

Share price$11.22
1D+0.1%
AH$11.09$11.13$11.18$11.23$11.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLXU
Sold putSold callAH

LSB INDUSTRIES INC options

Live interpolated LXU call and put midpoint premiums by absolute delta.LSB INDUSTRIES INC$0.15$0.48$0.81$1.14$1.46$8.92$9.96$11.01$12.05$13.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LXU spot · $11.22LXU PRICE$0.19$0.29$0.39$0.48$0.58$0.68$0.78$0.88$0.98$1.07$1.17$1.27$1.37$0.38$0.38$0.46$0.54$0.62$0.70$0.78$0.86$0.94$1.03$1.11$1.19$1.27
PutsExpensive1.39×
CallsCheap0.90×
SkewBearish+32.94 pp
Implied moveBalanced±$1.56
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.2964.2%11.2%8.60228.7%26.7%
25Δ12.1066.3%10.4%10.00130.6%14.2%
30Δ11.9168.3%9.6%10.21125.0%13.1%
35Δ11.7370.4%8.8%10.42119.3%11.9%
40Δ11.5472.4%8.1%10.63113.7%10.8%
45Δ11.3674.5%7.3%10.83108.0%9.7%
50Δ11.1776.5%6.5%11.04102.4%8.5%
55Δ10.9978.6%5.7%11.2596.7%7.4%
60Δ10.8080.6%5.0%11.4691.0%6.3%
65Δ10.6182.7%4.2%11.6785.4%5.2%
70Δ10.4384.7%3.4%11.8879.7%4.0%
75Δ10.2486.8%2.6%12.0874.1%2.9%
80Δ10.0688.8%1.8%12.2968.4%1.8%

20Δ

Calls
Pseudo strike
12.29
IV
64.2%
B/E move
11.2%
Puts
Pseudo strike
8.60
IV
228.7%
B/E move
26.7%

25Δ

Calls
Pseudo strike
12.10
IV
66.3%
B/E move
10.4%
Puts
Pseudo strike
10.00
IV
130.6%
B/E move
14.2%

30Δ

Calls
Pseudo strike
11.91
IV
68.3%
B/E move
9.6%
Puts
Pseudo strike
10.21
IV
125.0%
B/E move
13.1%

35Δ

Calls
Pseudo strike
11.73
IV
70.4%
B/E move
8.8%
Puts
Pseudo strike
10.42
IV
119.3%
B/E move
11.9%

40Δ

Calls
Pseudo strike
11.54
IV
72.4%
B/E move
8.1%
Puts
Pseudo strike
10.63
IV
113.7%
B/E move
10.8%

45Δ

Calls
Pseudo strike
11.36
IV
74.5%
B/E move
7.3%
Puts
Pseudo strike
10.83
IV
108.0%
B/E move
9.7%

50Δ

Calls
Pseudo strike
11.17
IV
76.5%
B/E move
6.5%
Puts
Pseudo strike
11.04
IV
102.4%
B/E move
8.5%

55Δ

Calls
Pseudo strike
10.99
IV
78.6%
B/E move
5.7%
Puts
Pseudo strike
11.25
IV
96.7%
B/E move
7.4%

60Δ

Calls
Pseudo strike
10.80
IV
80.6%
B/E move
5.0%
Puts
Pseudo strike
11.46
IV
91.0%
B/E move
6.3%

65Δ

Calls
Pseudo strike
10.61
IV
82.7%
B/E move
4.2%
Puts
Pseudo strike
11.67
IV
85.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
10.43
IV
84.7%
B/E move
3.4%
Puts
Pseudo strike
11.88
IV
79.7%
B/E move
4.0%

75Δ

Calls
Pseudo strike
10.24
IV
86.8%
B/E move
2.6%
Puts
Pseudo strike
12.08
IV
74.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
10.06
IV
88.8%
B/E move
1.8%
Puts
Pseudo strike
12.29
IV
68.4%
B/E move
1.8%

Options history

IV · four-Friday blend64.04%
Daily EOD
LXU59.8%64.8%69.7%2026-10-20: 64.49%2026-10-21: 63.59%2026-10-23: 60.47%2026-10-26: 69.05%2026-10-27: 65.90%2026-10-28: 61.83%2026-10-30: 64.04%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
64.49%
63.59%
60.47%
69.05%
65.90%
61.83%
64.04%