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Lithium Americas Corp. LAC

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Market datapartial · fetched 2026-11-07T16:15:43.536Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:37.961302607Z

FundamentalsAlpha Vantage · unavailable

Share price$1.95
1D+2.1%
AH$1.84$1.87$1.90$1.93$1.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLAC
Sold putSold callAH

Lithium Americas Corp. options

Live interpolated LAC call and put midpoint premiums by absolute delta.Lithium Americas Corp.$0.00$0.24$0.47$0.70$0.94$1.60$1.79$1.98$2.17$2.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LAC spot · $1.95LAC PRICE$0.03$0.04$0.04$0.05$0.06$0.08$0.14$0.19$0.25$0.30$0.36$0.41$0.47$0.04$0.05$0.06$0.07$0.08$0.09$0.10$0.11$0.87
Puts——
CallsExpensive1.40×
Skew——
Implied moveBullish±$0.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.3099.9%19.5%1.64123.4%18.0%
25Δ2.2497.0%16.6%1.68117.9%16.0%
30Δ2.1794.2%13.7%1.73112.3%14.0%
35Δ2.1191.4%10.8%1.78106.8%12.0%
40Δ2.0488.5%7.8%1.83101.3%10.0%
45Δ1.9893.1%5.8%1.8895.8%8.0%
50Δ1.92112.0%5.5%1.9390.3%6.0%
55Δ1.86130.8%5.1%1.9884.8%4.0%
60Δ1.79149.6%4.8%
65Δ1.73168.4%4.4%
70Δ1.67187.3%4.1%
75Δ1.61206.1%3.7%
80Δ1.55224.9%3.4%2.76254.1%3.0%

20Δ

Calls
Pseudo strike
2.30
IV
99.9%
B/E move
19.5%
Puts
Pseudo strike
1.64
IV
123.4%
B/E move
18.0%

25Δ

Calls
Pseudo strike
2.24
IV
97.0%
B/E move
16.6%
Puts
Pseudo strike
1.68
IV
117.9%
B/E move
16.0%

30Δ

Calls
Pseudo strike
2.17
IV
94.2%
B/E move
13.7%
Puts
Pseudo strike
1.73
IV
112.3%
B/E move
14.0%

35Δ

Calls
Pseudo strike
2.11
IV
91.4%
B/E move
10.8%
Puts
Pseudo strike
1.78
IV
106.8%
B/E move
12.0%

40Δ

Calls
Pseudo strike
2.04
IV
88.5%
B/E move
7.8%
Puts
Pseudo strike
1.83
IV
101.3%
B/E move
10.0%

45Δ

Calls
Pseudo strike
1.98
IV
93.1%
B/E move
5.8%
Puts
Pseudo strike
1.88
IV
95.8%
B/E move
8.0%

50Δ

Calls
Pseudo strike
1.92
IV
112.0%
B/E move
5.5%
Puts
Pseudo strike
1.93
IV
90.3%
B/E move
6.0%

55Δ

Calls
Pseudo strike
1.86
IV
130.8%
B/E move
5.1%
Puts
Pseudo strike
1.98
IV
84.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
1.79
IV
149.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.73
IV
168.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.67
IV
187.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.61
IV
206.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.55
IV
224.9%
B/E move
3.4%
Puts
Pseudo strike
2.76
IV
254.1%
B/E move
3.0%

Options history

IV · four-Friday blend67.39%
Daily close
LAC58.9%63.5%68.0%2026-09-04: 59.54%2026-09-22: 67.39%Sep 4Sep 22
2 observations2026-09-04 — 2026-09-22
Table
DateIV (%)
59.54%
67.39%