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Louisiana-Pacific Corp. LPX

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-03T14:42:25.178Z

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 · 2026-11-03T14:42:23.593587004Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:42:24.934172+00:00

Share price$74.72
1D-4.6%
$75$76$77$78$795:30 AM6:30 AM9:00 AM1:00 PMLPX
Sold putSold call

Louisiana-Pacific Corp. options

Live interpolated LPX call and put midpoint premiums by absolute delta.Louisiana-Pacific Corp.$0.60$2.77$4.94$7.12$9.29$65.51$70.58$75.65$80.72$85.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LPX spot · $74.72LPX PRICE$1.05$1.41$1.78$2.12$2.43$2.75$3.06$3.65$4.36$5.06$5.77$6.76$8.66$0.83$1.07$1.33$1.58$1.84$2.09$2.37$2.91$3.45$3.99$4.53$5.07$5.61
PutsCheap0.83×
CallsExpensive1.27×
SkewBullish-19.00 pp
Implied moveBullish±$5.43
TiltBullish14.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.5261.4%14.5%69.1744.4%8.5%
25Δ82.7961.3%12.7%70.5242.2%7.0%
30Δ81.0661.2%10.9%71.4340.7%6.2%
35Δ79.4760.0%9.2%72.3539.3%5.3%
40Δ78.1157.0%7.8%73.2637.8%4.4%
45Δ76.7554.0%6.4%74.1736.3%3.5%
50Δ75.3950.9%5.0%75.0734.9%2.7%
55Δ74.2050.7%4.2%75.8734.8%2.4%
60Δ73.0851.4%3.6%76.6734.6%2.0%
65Δ71.9652.2%3.1%77.4734.5%1.7%
70Δ70.8553.0%2.5%78.2734.3%1.3%
75Δ69.4855.0%2.0%79.0734.1%1.0%
80Δ67.3160.7%1.7%79.8734.0%0.6%

20Δ

Calls
Pseudo strike
84.52
IV
61.4%
B/E move
14.5%
Puts
Pseudo strike
69.17
IV
44.4%
B/E move
8.5%

25Δ

Calls
Pseudo strike
82.79
IV
61.3%
B/E move
12.7%
Puts
Pseudo strike
70.52
IV
42.2%
B/E move
7.0%

30Δ

Calls
Pseudo strike
81.06
IV
61.2%
B/E move
10.9%
Puts
Pseudo strike
71.43
IV
40.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
79.47
IV
60.0%
B/E move
9.2%
Puts
Pseudo strike
72.35
IV
39.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
78.11
IV
57.0%
B/E move
7.8%
Puts
Pseudo strike
73.26
IV
37.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
76.75
IV
54.0%
B/E move
6.4%
Puts
Pseudo strike
74.17
IV
36.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
75.39
IV
50.9%
B/E move
5.0%
Puts
Pseudo strike
75.07
IV
34.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
74.20
IV
50.7%
B/E move
4.2%
Puts
Pseudo strike
75.87
IV
34.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
73.08
IV
51.4%
B/E move
3.6%
Puts
Pseudo strike
76.67
IV
34.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
71.96
IV
52.2%
B/E move
3.1%
Puts
Pseudo strike
77.47
IV
34.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
70.85
IV
53.0%
B/E move
2.5%
Puts
Pseudo strike
78.27
IV
34.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
69.48
IV
55.0%
B/E move
2.0%
Puts
Pseudo strike
79.07
IV
34.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
67.31
IV
60.7%
B/E move
1.7%
Puts
Pseudo strike
79.87
IV
34.0%
B/E move
0.6%

Options history

IV · four-Friday blend42.64%
Daily EOD
LPX42.5%43.5%44.6%2026-10-19: 42.80%2026-10-20: 42.84%2026-10-21: 43.23%2026-10-22: 44.11%2026-10-23: 44.16%2026-10-26: 44.00%2026-10-27: 44.42%2026-10-28: 44.29%2026-10-29: 42.94%2026-10-30: 42.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.80%
42.84%
43.23%
44.11%
44.16%
44.00%
44.42%
44.29%
42.94%
42.64%