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Luxfer Holdings PLC Ordinary Shares LXFR

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-06T14:35:31.336Z

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 · 2026-11-06T14:30:01.712608779Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T14:35:29.807923+00:00

Share price$17.31
1D+0.0%
$17.30$17.31$17.31$17.31$17.325:30 AM6:30 AM9:00 AM1:00 PMLXFR
Sold putSold call

Luxfer Holdings PLC Ordinary Shares options

Live interpolated LXFR call and put midpoint premiums by absolute delta.Luxfer Holdings PLC Ordinary Shares$0.00$1.47$2.95$4.42$5.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELXFR PRICE$0.03$0.25$0.59$0.93$1.27$1.61$1.96$2.30$2.64$2.98$3.32$3.67$4.01$2.25$2.25$3.40$5.46
Puts——
CallsExpensive6.80×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.769.5%2.7%12.17389.7%42.7%
25Δ17.2810.8%1.2%13.70318.7%33.8%
30Δ16.9318.5%1.2%
35Δ16.5826.2%1.2%
40Δ16.2333.9%1.1%
45Δ15.8941.6%1.1%
50Δ15.5449.3%1.1%
55Δ15.1956.9%1.0%
60Δ14.8564.6%1.0%
65Δ14.5072.3%1.0%
70Δ14.1580.0%1.0%
75Δ13.8087.7%0.9%20.28101.6%2.5%
80Δ13.4695.4%0.9%22.36132.9%2.4%

20Δ

Calls
Pseudo strike
17.76
IV
9.5%
B/E move
2.7%
Puts
Pseudo strike
12.17
IV
389.7%
B/E move
42.7%

25Δ

Calls
Pseudo strike
17.28
IV
10.8%
B/E move
1.2%
Puts
Pseudo strike
13.70
IV
318.7%
B/E move
33.8%

30Δ

Calls
Pseudo strike
16.93
IV
18.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.58
IV
26.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
16.23
IV
33.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
15.89
IV
41.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
15.54
IV
49.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.19
IV
56.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
14.85
IV
64.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.50
IV
72.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
14.15
IV
80.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.80
IV
87.7%
B/E move
0.9%
Puts
Pseudo strike
20.28
IV
101.6%
B/E move
2.5%

80Δ

Calls
Pseudo strike
13.46
IV
95.4%
B/E move
0.9%
Puts
Pseudo strike
22.36
IV
132.9%
B/E move
2.4%

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%