IntraAlpha
Create free account Start free

Lithium Americas Corp LAC

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-15T20:03:27.455Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.660463006Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:26.929949+00:00

Share price$2.24
1D+7.7%
AH$2.02$2.09$2.15$2.22$2.285:30 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$0.02$0.18$0.34$0.49$0.65$1.87$2.06$2.25$2.44$2.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $2.24OPTION PRICELive LAC spot · $2.24LAC PRICE$0.11$0.15$0.19$0.23$0.27$0.32$0.36$0.40$0.44$0.48$0.52$0.56$0.60$0.04$0.06$0.09$0.11$0.13$0.15$0.17$0.19$0.22$0.24$0.26$0.28$0.54
PutsExpensive2.84×
CallsExpensive1.87×
SkewBullish-16.94 pp
Implied moveBullish±$0.53
TiltBullish30.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.36178.4%10.2%2.03236.1%11.2%
25Δ2.30193.5%9.5%2.07237.5%10.4%
30Δ2.25208.5%8.9%2.11238.8%9.5%
35Δ2.19223.6%8.3%2.15240.2%8.7%
40Δ2.14238.7%7.6%2.19241.6%7.9%
45Δ2.08253.8%7.0%2.23243.0%7.0%
50Δ2.03268.9%6.3%2.27244.3%6.2%
55Δ1.97284.0%5.7%2.31245.7%5.4%
60Δ1.92299.1%5.0%2.36247.1%4.5%
65Δ1.86314.2%4.4%2.40248.4%3.7%
70Δ1.80329.3%3.8%2.44249.8%2.9%
75Δ1.75344.4%3.1%2.48251.2%2.0%
80Δ1.69359.4%2.5%2.74352.0%1.7%

20Δ

Calls
Pseudo strike
2.36
IV
178.4%
B/E move
10.2%
Puts
Pseudo strike
2.03
IV
236.1%
B/E move
11.2%

25Δ

Calls
Pseudo strike
2.30
IV
193.5%
B/E move
9.5%
Puts
Pseudo strike
2.07
IV
237.5%
B/E move
10.4%

30Δ

Calls
Pseudo strike
2.25
IV
208.5%
B/E move
8.9%
Puts
Pseudo strike
2.11
IV
238.8%
B/E move
9.5%

35Δ

Calls
Pseudo strike
2.19
IV
223.6%
B/E move
8.3%
Puts
Pseudo strike
2.15
IV
240.2%
B/E move
8.7%

40Δ

Calls
Pseudo strike
2.14
IV
238.7%
B/E move
7.6%
Puts
Pseudo strike
2.19
IV
241.6%
B/E move
7.9%

45Δ

Calls
Pseudo strike
2.08
IV
253.8%
B/E move
7.0%
Puts
Pseudo strike
2.23
IV
243.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
2.03
IV
268.9%
B/E move
6.3%
Puts
Pseudo strike
2.27
IV
244.3%
B/E move
6.2%

55Δ

Calls
Pseudo strike
1.97
IV
284.0%
B/E move
5.7%
Puts
Pseudo strike
2.31
IV
245.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
1.92
IV
299.1%
B/E move
5.0%
Puts
Pseudo strike
2.36
IV
247.1%
B/E move
4.5%

65Δ

Calls
Pseudo strike
1.86
IV
314.2%
B/E move
4.4%
Puts
Pseudo strike
2.40
IV
248.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
1.80
IV
329.3%
B/E move
3.8%
Puts
Pseudo strike
2.44
IV
249.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
1.75
IV
344.4%
B/E move
3.1%
Puts
Pseudo strike
2.48
IV
251.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
1.69
IV
359.4%
B/E move
2.5%
Puts
Pseudo strike
2.74
IV
352.0%
B/E move
1.7%