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United States Lime & Minerals, Inc. Common Stock USLM

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Market datapartial · fetched 2026-10-24T19:17:18.230Z

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 · 2026-10-23T20:00:09.010606422Z

FundamentalsAlpha Vantage · unavailable

Share price$111.71
1D+0.7%
AH$110.46$111.17$111.88$112.59$113.295:30 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$1.12$4.29$7.46$10.63$13.80$96.61$104.20$111.80$119.39$126.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USLM spot · $111.71USLM PRICE$1.46$1.79$2.22$2.81$3.41$4.07$4.86$5.64$6.39$7.04$7.69$8.34$9.73$1.51$1.89$2.44$3.01$3.58$4.47$5.43$6.39$7.38$8.37$9.37$10.88$12.88
PutsExpensive1.23×
CallsExpensive1.18×
SkewBullish-0.56 pp
Implied moveBearish±$10.29
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.5045.7%13.6%102.1542.3%9.9%
25Δ122.0141.9%10.8%104.7639.5%7.9%
30Δ119.3740.1%8.8%106.4639.1%6.9%
35Δ117.7140.7%7.9%108.0638.9%6.0%
40Δ116.0441.3%6.9%109.6738.7%5.0%
45Δ114.3941.8%6.0%111.2539.5%4.4%
50Δ112.7742.1%5.3%112.8440.5%3.9%
55Δ111.1542.4%4.5%114.4241.5%3.3%
60Δ109.6042.1%3.8%116.0141.3%2.8%
65Δ108.2140.0%3.2%117.6240.3%2.2%
70Δ106.8337.9%2.5%119.2339.4%1.7%
75Δ105.4435.9%1.9%121.2539.3%1.2%
80Δ103.5635.5%1.4%123.6539.9%0.8%

20Δ

Calls
Pseudo strike
125.50
IV
45.7%
B/E move
13.6%
Puts
Pseudo strike
102.15
IV
42.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
122.01
IV
41.9%
B/E move
10.8%
Puts
Pseudo strike
104.76
IV
39.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
119.37
IV
40.1%
B/E move
8.8%
Puts
Pseudo strike
106.46
IV
39.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
117.71
IV
40.7%
B/E move
7.9%
Puts
Pseudo strike
108.06
IV
38.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
116.04
IV
41.3%
B/E move
6.9%
Puts
Pseudo strike
109.67
IV
38.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
114.39
IV
41.8%
B/E move
6.0%
Puts
Pseudo strike
111.25
IV
39.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
112.77
IV
42.1%
B/E move
5.3%
Puts
Pseudo strike
112.84
IV
40.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
111.15
IV
42.4%
B/E move
4.5%
Puts
Pseudo strike
114.42
IV
41.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
109.60
IV
42.1%
B/E move
3.8%
Puts
Pseudo strike
116.01
IV
41.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
108.21
IV
40.0%
B/E move
3.2%
Puts
Pseudo strike
117.62
IV
40.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
106.83
IV
37.9%
B/E move
2.5%
Puts
Pseudo strike
119.23
IV
39.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
105.44
IV
35.9%
B/E move
1.9%
Puts
Pseudo strike
121.25
IV
39.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
103.56
IV
35.5%
B/E move
1.4%
Puts
Pseudo strike
123.65
IV
39.9%
B/E move
0.8%

Options history

No recorded observations