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United States Lime & Minerals, Inc. Common Stock USLM

i

Market dataready · fetched 2026-11-13T00:47:52.912Z

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 · 2026-11-12T21:00:00.371691249Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:47:52.418015+00:00

Share price$114.28
1D-1.5%
AH$113.04$113.97$114.91$115.84$116.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSLM
Sold putSold callAH

United States Lime & Minerals, Inc. Common Stock options

Live interpolated USLM call and put midpoint premiums by absolute delta.United States Lime & Minerals, Inc. Common Stock$1.04$3.63$6.22$8.82$11.41$103.50$109.34$115.17$121.00$126.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USLM spot · $114.28USLM PRICE$1.71$1.95$1.99$2.12$2.29$2.46$2.86$3.56$4.26$4.97$5.67$6.64$7.75$1.32$1.50$1.71$2.03$2.34$2.66$2.98$3.66$4.64$5.62$6.60$8.32$10.66
PutsExpensive1.19×
CallsExpensive1.76×
SkewBullish-4.91 pp
Implied moveBearish±$5.84
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.1496.4%15.4%105.5868.0%8.8%
25Δ125.0581.9%11.1%108.0158.8%6.8%
30Δ121.1266.2%7.7%110.2051.0%5.1%
35Δ118.9157.4%5.9%111.2848.8%4.4%
40Δ117.3851.4%4.7%112.3546.7%3.7%
45Δ115.8545.4%3.5%113.4344.6%3.1%
50Δ114.5342.8%2.7%114.5042.4%2.4%
55Δ113.4944.3%2.4%115.6842.8%2.0%
60Δ112.4445.7%2.1%116.9345.3%1.7%
65Δ111.3947.2%1.8%118.1847.8%1.5%
70Δ110.3548.7%1.5%119.4350.3%1.3%
75Δ109.0548.9%1.2%121.4054.5%1.1%
80Δ107.6348.6%1.0%123.9760.1%0.9%

20Δ

Calls
Pseudo strike
130.14
IV
96.4%
B/E move
15.4%
Puts
Pseudo strike
105.58
IV
68.0%
B/E move
8.8%

25Δ

Calls
Pseudo strike
125.05
IV
81.9%
B/E move
11.1%
Puts
Pseudo strike
108.01
IV
58.8%
B/E move
6.8%

30Δ

Calls
Pseudo strike
121.12
IV
66.2%
B/E move
7.7%
Puts
Pseudo strike
110.20
IV
51.0%
B/E move
5.1%

35Δ

Calls
Pseudo strike
118.91
IV
57.4%
B/E move
5.9%
Puts
Pseudo strike
111.28
IV
48.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
117.38
IV
51.4%
B/E move
4.7%
Puts
Pseudo strike
112.35
IV
46.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
115.85
IV
45.4%
B/E move
3.5%
Puts
Pseudo strike
113.43
IV
44.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
114.53
IV
42.8%
B/E move
2.7%
Puts
Pseudo strike
114.50
IV
42.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
113.49
IV
44.3%
B/E move
2.4%
Puts
Pseudo strike
115.68
IV
42.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
112.44
IV
45.7%
B/E move
2.1%
Puts
Pseudo strike
116.93
IV
45.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
111.39
IV
47.2%
B/E move
1.8%
Puts
Pseudo strike
118.18
IV
47.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
110.35
IV
48.7%
B/E move
1.5%
Puts
Pseudo strike
119.43
IV
50.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
109.05
IV
48.9%
B/E move
1.2%
Puts
Pseudo strike
121.40
IV
54.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
107.63
IV
48.6%
B/E move
1.0%
Puts
Pseudo strike
123.97
IV
60.1%
B/E move
0.9%

Options history

IV · four-Friday blend39.88%
Daily EOD
USLM36.8%38.5%40.1%2026-10-19: 38.17%2026-10-20: 38.18%2026-10-21: 37.68%2026-10-22: 37.65%2026-10-23: 37.05%2026-10-26: 38.76%2026-10-27: 38.87%2026-10-28: 39.33%2026-10-29: 38.45%2026-10-30: 39.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.17%
38.18%
37.68%
37.65%
37.05%
38.76%
38.87%
39.33%
38.45%
39.88%