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LCI Industries LCII

i

Market dataready · fetched 2026-11-03T14:42:22.278Z

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 · 2026-11-03T14:41:50.950070206Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T14:42:21.615788+00:00

Share price$102.00
1D-0.2%
$101.95$102.02$102.10$102.17$102.245:30 AM6:30 AM9:00 AM1:00 PMLCII
Sold putSold call

LCI Industries options

Live interpolated LCII call and put midpoint premiums by absolute delta.LCI Industries$0.92$2.81$4.69$6.58$8.46$76.93$87.01$97.10$107.18$117.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LCII spot · $102.00LCII PRICE$1.12$1.20$1.31$1.46$1.89$2.32$2.75$3.19$3.62$4.24$5.47$6.69$7.92$1.46$1.60$1.73$1.86$2.09$2.37$2.64$2.92$3.20$3.48$3.77$5.72$7.68
PutsCheap0.82×
CallsCheap0.67×
SkewBullish-1.44 pp
Implied moveBullish±$5.40
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.5448.5%11.4%92.6556.7%10.6%
25Δ108.9139.0%8.0%95.7147.0%7.7%
30Δ106.8233.4%6.0%97.5640.9%6.0%
35Δ104.8928.5%4.3%99.4234.7%4.4%
40Δ104.0429.0%3.9%100.5131.8%3.5%
45Δ103.1929.5%3.4%101.2630.3%3.0%
50Δ102.3430.0%3.0%102.0128.9%2.6%
55Δ101.4930.5%2.6%102.7627.4%2.1%
60Δ100.6531.0%2.2%103.5125.9%1.7%
65Δ99.6532.0%1.9%104.2624.4%1.2%
70Δ98.1934.7%1.6%105.0223.0%0.7%
75Δ96.7437.4%1.4%107.1325.6%0.6%
80Δ95.2840.1%1.2%109.2428.1%0.4%

20Δ

Calls
Pseudo strike
112.54
IV
48.5%
B/E move
11.4%
Puts
Pseudo strike
92.65
IV
56.7%
B/E move
10.6%

25Δ

Calls
Pseudo strike
108.91
IV
39.0%
B/E move
8.0%
Puts
Pseudo strike
95.71
IV
47.0%
B/E move
7.7%

30Δ

Calls
Pseudo strike
106.82
IV
33.4%
B/E move
6.0%
Puts
Pseudo strike
97.56
IV
40.9%
B/E move
6.0%

35Δ

Calls
Pseudo strike
104.89
IV
28.5%
B/E move
4.3%
Puts
Pseudo strike
99.42
IV
34.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
104.04
IV
29.0%
B/E move
3.9%
Puts
Pseudo strike
100.51
IV
31.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
103.19
IV
29.5%
B/E move
3.4%
Puts
Pseudo strike
101.26
IV
30.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
102.34
IV
30.0%
B/E move
3.0%
Puts
Pseudo strike
102.01
IV
28.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
101.49
IV
30.5%
B/E move
2.6%
Puts
Pseudo strike
102.76
IV
27.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
100.65
IV
31.0%
B/E move
2.2%
Puts
Pseudo strike
103.51
IV
25.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
99.65
IV
32.0%
B/E move
1.9%
Puts
Pseudo strike
104.26
IV
24.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
98.19
IV
34.7%
B/E move
1.6%
Puts
Pseudo strike
105.02
IV
23.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
96.74
IV
37.4%
B/E move
1.4%
Puts
Pseudo strike
107.13
IV
25.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
95.28
IV
40.1%
B/E move
1.2%
Puts
Pseudo strike
109.24
IV
28.1%
B/E move
0.4%

Options history

IV · four-Friday blend20.48%
Daily EOD
LCII18.9%30.2%41.5%2026-10-19: 39.92%2026-10-20: 38.83%2026-10-21: 38.21%2026-10-22: 37.72%2026-10-23: 38.50%2026-10-26: 37.92%2026-10-27: 37.15%2026-10-28: 23.34%2026-10-29: 22.24%2026-10-30: 20.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.92%
38.83%
38.21%
37.72%
38.50%
37.92%
37.15%
23.34%
22.24%
20.48%