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Littelfuse, Inc. Common Stock LFUS

i

Market datapartial · fetched 2026-11-04T14:42:11.278Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T14:42:07.204482503Z

FundamentalsAlpha Vantage · unavailable

Share price$399.35
1D-2.5%
$396$401$405$409$4145:30 AM6:30 AM9:00 AM1:00 PMLFUS
Sold putSold call

Littelfuse, Inc. Common Stock options

Live interpolated LFUS call and put midpoint premiums by absolute delta.Littelfuse, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.40$0.05$0.50$0.95$1.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELFUS PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.11%
Daily close
LFUS43.4%54.2%65.1%2026-08-06: 63.60%2026-08-07: 62.34%2026-08-10: 62.48%2026-08-11: 61.00%2026-08-12: 55.90%2026-08-13: 52.12%2026-08-14: 51.61%2026-08-17: 56.20%2026-08-18: 56.54%2026-08-19: 55.19%2026-08-20: 58.28%2026-08-21: 53.42%2026-08-24: 53.96%2026-08-25: 53.62%2026-08-26: 53.06%2026-08-27: 52.95%2026-08-28: 52.09%2026-08-31: 52.32%2026-09-01: 52.24%2026-09-02: 51.53%2026-09-03: 51.02%2026-09-04: 50.11%2026-09-08: 51.90%2026-09-09: 51.05%2026-09-10: 50.06%2026-09-11: 47.44%2026-09-14: 51.87%2026-09-15: 51.70%2026-09-16: 50.66%2026-09-17: 49.08%2026-09-18: 47.20%2026-09-21: 48.02%2026-09-22: 48.26%2026-09-23: 46.94%2026-09-24: 46.85%2026-09-25: 45.96%2026-09-28: 46.91%2026-09-29: 46.18%2026-09-30: 45.62%2026-10-01: 45.23%2026-10-02: 45.54%2026-10-05: 45.29%2026-10-06: 44.88%2026-10-07: 45.40%2026-10-08: 46.00%2026-10-09: 45.04%2026-10-12: 46.35%2026-10-13: 46.30%2026-10-14: 48.86%2026-10-15: 49.65%2026-10-16: 47.22%2026-10-19: 47.22%2026-10-20: 47.12%2026-10-21: 46.88%2026-10-22: 48.74%2026-10-23: 50.12%2026-10-26: 50.56%2026-10-27: 52.70%2026-10-28: 45.21%2026-10-29: 44.94%2026-10-30: 47.11%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
63.60%
62.34%
62.48%
61.00%
55.90%
52.12%
51.61%
56.20%
56.54%
55.19%
58.28%
53.42%
53.96%
53.62%
53.06%
52.95%
52.09%
52.32%
52.24%
51.53%
51.02%
50.11%
51.90%
51.05%
50.06%
47.44%
51.87%
51.70%
50.66%
49.08%
47.20%
48.02%
48.26%
46.94%
46.85%
45.96%
46.91%
46.18%
45.62%
45.23%
45.54%
45.29%
44.88%
45.40%
46.00%
45.04%
46.35%
46.30%
48.86%
49.65%
47.22%
47.22%
47.12%
46.88%
48.74%
50.12%
50.56%
52.70%
45.21%
44.94%
47.11%