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LSB INDUSTRIES INC LXU

i

Market dataready · fetched 2026-11-04T02:50:51.342Z

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 · 2026-11-04T00:00:00.002226517Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T02:50:50.867351+00:00

Share price$11.08
1D-3.6%
AH$10.55$10.74$10.93$11.13$11.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLXU
Sold putSold callAH

LSB INDUSTRIES INC options

Live interpolated LXU call and put midpoint premiums by absolute delta.LSB INDUSTRIES INC$0.14$0.63$1.12$1.60$2.09$8.56$9.95$11.34$12.74$14.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LXU spot · $11.08LXU PRICE$0.20$0.25$0.35$0.46$0.57$0.68$0.79$0.90$1.02$1.13$1.24$1.35$1.95$0.38$0.38$0.46$0.57$0.68$0.79$0.90$1.00$1.11$1.22$1.33$1.44
Puts——
CallsCheap0.73×
Skew——
Implied moveBearish±$1.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.2880.2%21.6%8.84141.2%23.6%
25Δ12.5674.6%15.6%9.7899.7%15.1%
30Δ12.2774.4%14.0%10.1888.0%12.3%
35Δ12.0374.6%12.7%10.4185.3%11.2%
40Δ11.7874.8%11.5%10.6482.5%10.1%
45Δ11.5475.1%10.3%10.8879.8%8.9%
50Δ11.2975.3%9.1%11.1177.1%7.8%
55Δ11.0575.5%7.9%11.3474.4%6.7%
60Δ10.8075.7%6.6%11.5771.6%5.6%
65Δ10.5575.9%5.4%11.8068.9%4.5%
70Δ10.3176.2%4.2%12.0466.2%3.4%
75Δ10.0676.4%3.0%12.2763.4%2.3%
80Δ9.4094.1%2.4%

20Δ

Calls
Pseudo strike
13.28
IV
80.2%
B/E move
21.6%
Puts
Pseudo strike
8.84
IV
141.2%
B/E move
23.6%

25Δ

Calls
Pseudo strike
12.56
IV
74.6%
B/E move
15.6%
Puts
Pseudo strike
9.78
IV
99.7%
B/E move
15.1%

30Δ

Calls
Pseudo strike
12.27
IV
74.4%
B/E move
14.0%
Puts
Pseudo strike
10.18
IV
88.0%
B/E move
12.3%

35Δ

Calls
Pseudo strike
12.03
IV
74.6%
B/E move
12.7%
Puts
Pseudo strike
10.41
IV
85.3%
B/E move
11.2%

40Δ

Calls
Pseudo strike
11.78
IV
74.8%
B/E move
11.5%
Puts
Pseudo strike
10.64
IV
82.5%
B/E move
10.1%

45Δ

Calls
Pseudo strike
11.54
IV
75.1%
B/E move
10.3%
Puts
Pseudo strike
10.88
IV
79.8%
B/E move
8.9%

50Δ

Calls
Pseudo strike
11.29
IV
75.3%
B/E move
9.1%
Puts
Pseudo strike
11.11
IV
77.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
11.05
IV
75.5%
B/E move
7.9%
Puts
Pseudo strike
11.34
IV
74.4%
B/E move
6.7%

60Δ

Calls
Pseudo strike
10.80
IV
75.7%
B/E move
6.6%
Puts
Pseudo strike
11.57
IV
71.6%
B/E move
5.6%

65Δ

Calls
Pseudo strike
10.55
IV
75.9%
B/E move
5.4%
Puts
Pseudo strike
11.80
IV
68.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
10.31
IV
76.2%
B/E move
4.2%
Puts
Pseudo strike
12.04
IV
66.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
10.06
IV
76.4%
B/E move
3.0%
Puts
Pseudo strike
12.27
IV
63.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
9.40
IV
94.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.04%
Daily EOD
LXU59.8%64.8%69.7%2026-10-20: 64.49%2026-10-21: 63.59%2026-10-23: 60.47%2026-10-26: 69.05%2026-10-27: 65.90%2026-10-28: 61.83%2026-10-30: 64.04%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
64.49%
63.59%
60.47%
69.05%
65.90%
61.83%
64.04%