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Luxfer Holdings PLC Ordinary Shares LXFR

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-04T00:52:47.369Z

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 · 2026-11-04T00:00:00.001964796Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T00:52:46.962214+00:00

Share price$17.20
1D-0.2%
AH$17.19$17.21$17.23$17.24$17.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLXFR
Sold putSold callAH

Luxfer Holdings PLC Ordinary Shares options

Live interpolated LXFR call and put midpoint premiums by absolute delta.Luxfer Holdings PLC Ordinary Shares$0.90$4.26$7.61$10.96$14.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELXFR PRICE$1.27$1.44$1.62$1.79$1.97$2.15$2.32$2.50$5.03$6.15$13.35
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
45Δ17.6567.6%10.0%
50Δ17.2869.2%8.9%
55Δ16.9270.8%7.8%
60Δ16.5672.4%6.7%
65Δ16.2074.0%5.6%21.09162.5%6.7%
70Δ15.8375.6%4.5%22.39170.6%5.6%
75Δ15.4777.2%3.4%29.50260.5%6.1%
80Δ15.1178.8%2.4%

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
17.65
IV
67.6%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
17.28
IV
69.2%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
16.92
IV
70.8%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
16.56
IV
72.4%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
16.20
IV
74.0%
B/E move
5.6%
Puts
Pseudo strike
21.09
IV
162.5%
B/E move
6.7%

70Δ

Calls
Pseudo strike
15.83
IV
75.6%
B/E move
4.5%
Puts
Pseudo strike
22.39
IV
170.6%
B/E move
5.6%

75Δ

Calls
Pseudo strike
15.47
IV
77.2%
B/E move
3.4%
Puts
Pseudo strike
29.50
IV
260.5%
B/E move
6.1%

80Δ

Calls
Pseudo strike
15.11
IV
78.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend97.63%
Daily EOD
LXFR61.8%81.0%100.3%2026-10-19: 66.15%2026-10-20: 81.91%2026-10-21: 64.41%2026-10-22: 89.72%2026-10-23: 97.28%2026-10-26: 87.35%2026-10-27: 79.27%2026-10-28: 78.96%2026-10-29: 81.85%2026-10-30: 97.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.15%
81.91%
64.41%
89.72%
97.28%
87.35%
79.27%
78.96%
81.85%
97.63%