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Autoliv Inc ALV

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T04:22:05.329Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002794601Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:22:02.873116+00:00

Share price$115.94
1D-1.9%
AH$115.08$115.91$116.73$117.55$118.385:30 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$0.96$4.62$8.27$11.93$15.58$100.10$107.77$115.45$123.13$130.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALV spot · $115.94ALV PRICE$1.36$1.53$1.97$2.41$2.96$3.76$4.55$5.34$6.22$7.13$8.04$9.60$11.69$1.55$2.02$2.56$3.24$3.92$4.61$5.35$6.09$6.83$8.64$10.47$12.47$14.53
PutsExpensive1.29×
CallsExpensive1.37×
SkewBearish+2.96 pp
Implied moveBearish±$9.90
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.5640.8%12.9%106.3439.7%9.6%
25Δ124.2632.3%8.5%108.5138.9%8.2%
30Δ122.6632.3%7.5%110.5138.4%6.9%
35Δ121.0732.4%6.5%112.1438.6%6.1%
40Δ119.5432.9%5.7%113.7738.8%5.2%
45Δ118.1534.4%5.1%115.3838.7%4.5%
50Δ116.7635.8%4.6%116.9137.9%3.8%
55Δ115.3737.2%4.1%118.4437.0%3.1%
60Δ113.8537.4%3.6%119.9636.2%2.4%
65Δ112.2837.1%3.0%122.1838.4%2.1%
70Δ110.7136.8%2.4%124.4240.7%1.7%
75Δ108.6338.1%2.0%126.8841.5%1.3%
80Δ106.1440.7%1.6%129.4241.9%0.9%

20Δ

Calls
Pseudo strike
129.56
IV
40.8%
B/E move
12.9%
Puts
Pseudo strike
106.34
IV
39.7%
B/E move
9.6%

25Δ

Calls
Pseudo strike
124.26
IV
32.3%
B/E move
8.5%
Puts
Pseudo strike
108.51
IV
38.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
122.66
IV
32.3%
B/E move
7.5%
Puts
Pseudo strike
110.51
IV
38.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
121.07
IV
32.4%
B/E move
6.5%
Puts
Pseudo strike
112.14
IV
38.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
119.54
IV
32.9%
B/E move
5.7%
Puts
Pseudo strike
113.77
IV
38.8%
B/E move
5.2%

45Δ

Calls
Pseudo strike
118.15
IV
34.4%
B/E move
5.1%
Puts
Pseudo strike
115.38
IV
38.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
116.76
IV
35.8%
B/E move
4.6%
Puts
Pseudo strike
116.91
IV
37.9%
B/E move
3.8%

55Δ

Calls
Pseudo strike
115.37
IV
37.2%
B/E move
4.1%
Puts
Pseudo strike
118.44
IV
37.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
113.85
IV
37.4%
B/E move
3.6%
Puts
Pseudo strike
119.96
IV
36.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
112.28
IV
37.1%
B/E move
3.0%
Puts
Pseudo strike
122.18
IV
38.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
110.71
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
124.42
IV
40.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
108.63
IV
38.1%
B/E move
2.0%
Puts
Pseudo strike
126.88
IV
41.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
106.14
IV
40.7%
B/E move
1.6%
Puts
Pseudo strike
129.42
IV
41.9%
B/E move
0.9%

Options history

No recorded observations