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Autoliv Inc ALV

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T08:10:13.614Z

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 · 2026-10-22T08:09:16.293451042Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:10:11.306601+00:00

Share price$114.75
1D
Price history unavailable.

Autoliv Inc options

Live interpolated ALV call and put midpoint premiums by absolute delta.Autoliv Inc$0.90$5.02$9.13$13.24$17.36$100.80$108.50$116.21$123.91$131.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALV spot · $114.75ALV PRICE$1.35$1.65$2.13$2.61$3.38$4.24$5.09$6.03$7.07$8.12$9.99$12.26$16.17$1.43$1.86$2.30$2.88$3.49$4.10$4.71$5.33$5.94$6.55$7.66$9.24$10.81
PutsExpensive1.11×
CallsExpensive1.64×
SkewBullish-8.94 pp
Implied moveBullish±$9.80
TiltBullish9.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.9640.5%12.7%105.8137.3%9.0%
25Δ123.8035.2%9.3%107.7836.3%7.7%
30Δ122.0735.6%8.2%109.7635.3%6.4%
35Δ120.3436.0%7.1%111.2935.1%5.5%
40Δ118.8037.6%6.5%112.7534.9%4.8%
45Δ117.3039.6%5.9%114.2234.8%4.0%
50Δ115.8141.6%5.4%115.5934.2%3.4%
55Δ114.1842.8%4.8%116.8633.0%2.8%
60Δ112.3743.3%4.1%118.1231.7%2.2%
65Δ110.5743.8%3.4%119.3930.5%1.7%
70Δ108.1646.8%3.0%120.9930.4%1.2%
75Δ105.4651.1%2.6%122.9131.4%0.9%
80Δ101.2259.7%2.3%124.8332.3%0.6%

20Δ

Calls
Pseudo strike
127.96
IV
40.5%
B/E move
12.7%
Puts
Pseudo strike
105.81
IV
37.3%
B/E move
9.0%

25Δ

Calls
Pseudo strike
123.80
IV
35.2%
B/E move
9.3%
Puts
Pseudo strike
107.78
IV
36.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
122.07
IV
35.6%
B/E move
8.2%
Puts
Pseudo strike
109.76
IV
35.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
120.34
IV
36.0%
B/E move
7.1%
Puts
Pseudo strike
111.29
IV
35.1%
B/E move
5.5%

40Δ

Calls
Pseudo strike
118.80
IV
37.6%
B/E move
6.5%
Puts
Pseudo strike
112.75
IV
34.9%
B/E move
4.8%

45Δ

Calls
Pseudo strike
117.30
IV
39.6%
B/E move
5.9%
Puts
Pseudo strike
114.22
IV
34.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
115.81
IV
41.6%
B/E move
5.4%
Puts
Pseudo strike
115.59
IV
34.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
114.18
IV
42.8%
B/E move
4.8%
Puts
Pseudo strike
116.86
IV
33.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
112.37
IV
43.3%
B/E move
4.1%
Puts
Pseudo strike
118.12
IV
31.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
110.57
IV
43.8%
B/E move
3.4%
Puts
Pseudo strike
119.39
IV
30.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
108.16
IV
46.8%
B/E move
3.0%
Puts
Pseudo strike
120.99
IV
30.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
105.46
IV
51.1%
B/E move
2.6%
Puts
Pseudo strike
122.91
IV
31.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
101.22
IV
59.7%
B/E move
2.3%
Puts
Pseudo strike
124.83
IV
32.3%
B/E move
0.6%

Options history

No recorded observations