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Lifeway Foods, Inc. Common Stock LWAY

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Market dataready · fetched 2026-11-03T18:59:19.125Z

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 · 2026-11-03T18:56:07.097219863Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T18:59:18.661645+00:00

Share price$22.08
1D-1.4%
$21.93$22.05$22.18$22.30$22.425:30 AM6:30 AM9:00 AM1:00 PMLWAY
Sold putSold call

Lifeway Foods, Inc. Common Stock options

Live interpolated LWAY call and put midpoint premiums by absolute delta.Lifeway Foods, Inc. Common Stock$0.34$0.96$1.58$2.21$2.83$17.97$19.51$21.05$22.59$24.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LWAY spot · $22.08LWAY PRICE$0.41$0.47$0.59$0.71$0.84$0.96$1.13$1.37$1.61$1.84$2.08$2.31$0.61$0.74$0.86$0.99$1.12$1.24$1.37$1.55$1.77$1.99$2.21$2.43$2.65
PutsExpensive2.60×
Calls——
Skew——
Implied moveBearish±$2.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8788.2%23.5%18.21109.6%20.3%
25Δ24.8369.7%14.6%18.88102.5%17.8%
30Δ24.3268.2%12.8%19.5595.4%15.4%
35Δ23.8066.7%11.0%20.2188.3%12.9%
40Δ23.2965.2%9.3%20.8881.2%10.5%
45Δ22.7863.7%7.5%21.5574.2%8.1%
50Δ22.3262.9%6.2%22.2167.1%5.6%
55Δ21.9263.0%5.5%22.7062.6%4.2%
60Δ21.5263.1%4.7%23.0560.1%3.6%
65Δ21.1263.1%4.0%23.4057.7%3.0%
70Δ20.7263.2%3.2%23.7555.2%2.5%
75Δ20.3263.2%2.5%24.0952.7%1.9%
80Δ24.4450.3%1.3%

20Δ

Calls
Pseudo strike
26.87
IV
88.2%
B/E move
23.5%
Puts
Pseudo strike
18.21
IV
109.6%
B/E move
20.3%

25Δ

Calls
Pseudo strike
24.83
IV
69.7%
B/E move
14.6%
Puts
Pseudo strike
18.88
IV
102.5%
B/E move
17.8%

30Δ

Calls
Pseudo strike
24.32
IV
68.2%
B/E move
12.8%
Puts
Pseudo strike
19.55
IV
95.4%
B/E move
15.4%

35Δ

Calls
Pseudo strike
23.80
IV
66.7%
B/E move
11.0%
Puts
Pseudo strike
20.21
IV
88.3%
B/E move
12.9%

40Δ

Calls
Pseudo strike
23.29
IV
65.2%
B/E move
9.3%
Puts
Pseudo strike
20.88
IV
81.2%
B/E move
10.5%

45Δ

Calls
Pseudo strike
22.78
IV
63.7%
B/E move
7.5%
Puts
Pseudo strike
21.55
IV
74.2%
B/E move
8.1%

50Δ

Calls
Pseudo strike
22.32
IV
62.9%
B/E move
6.2%
Puts
Pseudo strike
22.21
IV
67.1%
B/E move
5.6%

55Δ

Calls
Pseudo strike
21.92
IV
63.0%
B/E move
5.5%
Puts
Pseudo strike
22.70
IV
62.6%
B/E move
4.2%

60Δ

Calls
Pseudo strike
21.52
IV
63.1%
B/E move
4.7%
Puts
Pseudo strike
23.05
IV
60.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
21.12
IV
63.1%
B/E move
4.0%
Puts
Pseudo strike
23.40
IV
57.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
20.72
IV
63.2%
B/E move
3.2%
Puts
Pseudo strike
23.75
IV
55.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
20.32
IV
63.2%
B/E move
2.5%
Puts
Pseudo strike
24.09
IV
52.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.44
IV
50.3%
B/E move
1.3%

Options history

IV · four-Friday blend55.69%
Daily EOD
LWAY52.9%56.1%59.4%2026-10-19: 55.81%2026-10-20: 54.47%2026-10-21: 53.34%2026-10-22: 57.72%2026-10-23: 58.29%2026-10-26: 58.95%2026-10-27: 54.65%2026-10-28: 55.35%2026-10-29: 58.51%2026-10-30: 55.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.81%
54.47%
53.34%
57.72%
58.29%
58.95%
54.65%
55.35%
58.51%
55.69%