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Autoliv, Inc. ALV

i

Market dataready · fetched 2026-11-11T05:54:42.533Z

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 · 2026-11-11T00:00:00.002725719Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T05:54:42.152140+00:00

Share price$120.93
1D-2.6%
AH$120$121$122$123$1255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALV
Sold putSold callAH

Autoliv, Inc. options

Live interpolated ALV call and put midpoint premiums by absolute delta.Autoliv, Inc.$0.46$2.58$4.71$6.83$8.95$110.66$115.62$120.57$125.52$130.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALV spot · $120.93ALV PRICE$0.69$0.86$1.23$1.65$2.06$2.48$2.90$3.32$3.95$4.71$5.47$6.23$7.07$1.25$1.44$1.71$1.97$2.24$2.64$3.26$3.88$4.50$5.12$5.96$7.15$8.34
PutsExpensive1.23×
CallsCheap0.94×
SkewBearish+5.99 pp
Implied moveBearish±$6.16
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.1333.6%5.7%112.3456.2%8.1%
25Δ125.3831.3%4.4%115.2147.5%5.9%
30Δ124.3631.8%3.9%116.5345.0%5.0%
35Δ123.5533.1%3.5%117.8642.5%4.2%
40Δ122.7434.4%3.2%119.1839.9%3.3%
45Δ121.9335.7%2.9%120.3838.5%2.6%
50Δ121.1237.0%2.6%121.3839.0%2.3%
55Δ120.3038.3%2.2%122.3839.5%2.0%
60Δ119.3139.0%1.9%123.3840.0%1.7%
65Δ118.2239.5%1.7%124.3840.5%1.4%
70Δ117.1240.0%1.4%125.5640.9%1.1%
75Δ116.0340.4%1.1%127.0441.4%0.9%
80Δ114.8741.0%0.8%128.5141.9%0.6%

20Δ

Calls
Pseudo strike
127.13
IV
33.6%
B/E move
5.7%
Puts
Pseudo strike
112.34
IV
56.2%
B/E move
8.1%

25Δ

Calls
Pseudo strike
125.38
IV
31.3%
B/E move
4.4%
Puts
Pseudo strike
115.21
IV
47.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
124.36
IV
31.8%
B/E move
3.9%
Puts
Pseudo strike
116.53
IV
45.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
123.55
IV
33.1%
B/E move
3.5%
Puts
Pseudo strike
117.86
IV
42.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
122.74
IV
34.4%
B/E move
3.2%
Puts
Pseudo strike
119.18
IV
39.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
121.93
IV
35.7%
B/E move
2.9%
Puts
Pseudo strike
120.38
IV
38.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
121.12
IV
37.0%
B/E move
2.6%
Puts
Pseudo strike
121.38
IV
39.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
120.30
IV
38.3%
B/E move
2.2%
Puts
Pseudo strike
122.38
IV
39.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
119.31
IV
39.0%
B/E move
1.9%
Puts
Pseudo strike
123.38
IV
40.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
118.22
IV
39.5%
B/E move
1.7%
Puts
Pseudo strike
124.38
IV
40.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
117.12
IV
40.0%
B/E move
1.4%
Puts
Pseudo strike
125.56
IV
40.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
116.03
IV
40.4%
B/E move
1.1%
Puts
Pseudo strike
127.04
IV
41.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
114.87
IV
41.0%
B/E move
0.8%
Puts
Pseudo strike
128.51
IV
41.9%
B/E move
0.6%

Options history

IV · four-Friday blend29.90%
Daily close
ALV25.7%32.4%39.0%2026-08-13: 29.03%2026-08-14: 28.10%2026-08-18: 28.75%2026-08-21: 27.73%2026-08-24: 28.50%2026-08-25: 27.17%2026-08-26: 27.26%2026-08-27: 27.06%2026-08-28: 27.24%2026-08-31: 27.90%2026-09-01: 27.14%2026-09-02: 28.01%2026-09-03: 26.60%2026-09-04: 26.94%2026-09-08: 29.70%2026-09-09: 29.42%2026-09-10: 29.48%2026-09-11: 28.46%2026-09-14: 30.87%2026-09-16: 38.11%2026-09-18: 29.51%2026-09-21: 29.59%2026-09-22: 29.70%2026-09-23: 28.85%2026-09-24: 29.43%2026-09-25: 29.83%2026-09-28: 30.42%2026-09-29: 29.53%2026-09-30: 30.07%2026-10-01: 30.05%2026-10-02: 30.49%2026-10-05: 29.50%2026-10-06: 31.42%2026-10-07: 30.28%2026-10-08: 31.00%2026-10-12: 32.61%2026-10-16: 31.45%2026-10-19: 31.55%2026-10-20: 31.58%2026-10-21: 32.69%2026-10-22: 33.86%2026-10-23: 30.14%2026-10-26: 30.67%2026-10-27: 30.85%2026-10-28: 29.45%2026-10-29: 29.67%2026-10-30: 29.90%Aug 13Sep 23Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
29.03%
28.10%
28.75%
27.73%
28.50%
27.17%
27.26%
27.06%
27.24%
27.90%
27.14%
28.01%
26.60%
26.94%
29.70%
29.42%
29.48%
28.46%
30.87%
38.11%
29.51%
29.59%
29.70%
28.85%
29.43%
29.83%
30.42%
29.53%
30.07%
30.05%
30.49%
29.50%
31.42%
30.28%
31.00%
32.61%
31.45%
31.55%
31.58%
32.69%
33.86%
30.14%
30.67%
30.85%
29.45%
29.67%
29.90%