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United States Lime & Minerals, Inc. Common Stock USLM

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Market datapartial · fetched 2026-10-23T16:47:27.667Z

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 · 2026-10-23T16:44:46.50190868Z

FundamentalsAlpha Vantage · unavailable

Share price$111.23
1D+0.2%
$110.47$111.16$111.84$112.53$113.215:30 AM6:30 AM9:00 AM1:00 PMUSLM
Sold putSold call

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$1.23$4.24$7.25$10.25$13.26$96.47$104.33$112.20$120.07$127.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USLM spot · $111.22USLM PRICE$1.59$1.97$2.39$2.96$3.53$4.22$5.00$5.78$6.74$7.82$8.90$10.56$12.40$1.55$2.02$2.50$2.98$3.46$4.14$5.02$5.89$6.78$7.73$8.68$9.64$12.18
PutsExpensive1.17×
CallsExpensive1.30×
SkewBullish-6.33 pp
Implied moveBalanced±$10.02
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.5749.3%15.2%101.6442.1%10.0%
25Δ122.7345.7%12.1%103.8341.3%8.5%
30Δ119.6843.2%9.8%105.7940.1%7.1%
35Δ117.7543.0%8.5%107.4838.6%6.0%
40Δ115.8342.7%7.3%109.1737.1%5.0%
45Δ114.0442.8%6.3%110.7536.6%4.2%
50Δ112.3643.0%5.5%112.2337.1%3.6%
55Δ110.6843.2%4.7%113.7237.6%3.1%
60Δ108.9543.5%4.0%115.2037.9%2.5%
65Δ107.1843.7%3.4%116.6936.9%2.0%
70Δ105.4143.9%2.8%118.1835.9%1.6%
75Δ103.2045.1%2.3%119.6735.0%1.1%
80Δ100.8446.4%1.8%122.5637.2%0.8%

20Δ

Calls
Pseudo strike
126.57
IV
49.3%
B/E move
15.2%
Puts
Pseudo strike
101.64
IV
42.1%
B/E move
10.0%

25Δ

Calls
Pseudo strike
122.73
IV
45.7%
B/E move
12.1%
Puts
Pseudo strike
103.83
IV
41.3%
B/E move
8.5%

30Δ

Calls
Pseudo strike
119.68
IV
43.2%
B/E move
9.8%
Puts
Pseudo strike
105.79
IV
40.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
117.75
IV
43.0%
B/E move
8.5%
Puts
Pseudo strike
107.48
IV
38.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
115.83
IV
42.7%
B/E move
7.3%
Puts
Pseudo strike
109.17
IV
37.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
114.04
IV
42.8%
B/E move
6.3%
Puts
Pseudo strike
110.75
IV
36.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
112.36
IV
43.0%
B/E move
5.5%
Puts
Pseudo strike
112.23
IV
37.1%
B/E move
3.6%

55Δ

Calls
Pseudo strike
110.68
IV
43.2%
B/E move
4.7%
Puts
Pseudo strike
113.72
IV
37.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
108.95
IV
43.5%
B/E move
4.0%
Puts
Pseudo strike
115.20
IV
37.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
107.18
IV
43.7%
B/E move
3.4%
Puts
Pseudo strike
116.69
IV
36.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
105.41
IV
43.9%
B/E move
2.8%
Puts
Pseudo strike
118.18
IV
35.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
103.20
IV
45.1%
B/E move
2.3%
Puts
Pseudo strike
119.67
IV
35.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
100.84
IV
46.4%
B/E move
1.8%
Puts
Pseudo strike
122.56
IV
37.2%
B/E move
0.8%

Options history

No recorded observations