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Lithium Americas Corp LAC

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-15T20:34:02.537Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:20.65247502Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:02.036525+00:00

Share price$2.26
1D+8.6%
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$0.00$0.27$0.54$0.82$1.09$-0.10$0.60$1.30$2.00$2.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $2.26OPTION PRICELive LAC spot · $2.26LAC PRICE$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.05$0.07$0.09$0.12$0.14$0.17$0.19$0.21$0.24$0.26$0.28$0.56$1.01
PutsExpensive3.49×
CallsCheap-12.37×
SkewBearish+2096.95 pp
Implied moveBearish±$0.19
TiltBearish96.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.77-434.7%65.6%2.04252.3%11.8%
25Δ0.08-660.4%96.1%2.08256.4%10.9%
30Δ-0.60-886.0%126.5%2.13260.4%10.0%
35Δ-1.29-1111.6%157.0%2.17264.5%9.1%
40Δ-1.98-1337.3%187.4%2.22268.5%8.2%
45Δ-2.67-1562.9%217.9%2.26272.6%7.3%
50Δ-3.36-1788.5%248.3%2.30276.6%6.4%
55Δ-4.04-2014.2%278.8%2.35280.7%5.5%
60Δ-4.73-2239.8%309.2%2.39284.7%4.6%
65Δ-5.42-2465.4%339.7%2.44288.8%3.7%
70Δ-6.11-2691.1%370.1%2.48292.8%2.8%
75Δ-6.80-2916.7%400.6%2.76407.5%2.5%
80Δ-7.48-3142.3%431.0%3.21603.6%2.7%

20Δ

Calls
Pseudo strike
0.77
IV
-434.7%
B/E move
65.6%
Puts
Pseudo strike
2.04
IV
252.3%
B/E move
11.8%

25Δ

Calls
Pseudo strike
0.08
IV
-660.4%
B/E move
96.1%
Puts
Pseudo strike
2.08
IV
256.4%
B/E move
10.9%

30Δ

Calls
Pseudo strike
-0.60
IV
-886.0%
B/E move
126.5%
Puts
Pseudo strike
2.13
IV
260.4%
B/E move
10.0%

35Δ

Calls
Pseudo strike
-1.29
IV
-1111.6%
B/E move
157.0%
Puts
Pseudo strike
2.17
IV
264.5%
B/E move
9.1%

40Δ

Calls
Pseudo strike
-1.98
IV
-1337.3%
B/E move
187.4%
Puts
Pseudo strike
2.22
IV
268.5%
B/E move
8.2%

45Δ

Calls
Pseudo strike
-2.67
IV
-1562.9%
B/E move
217.9%
Puts
Pseudo strike
2.26
IV
272.6%
B/E move
7.3%

50Δ

Calls
Pseudo strike
-3.36
IV
-1788.5%
B/E move
248.3%
Puts
Pseudo strike
2.30
IV
276.6%
B/E move
6.4%

55Δ

Calls
Pseudo strike
-4.04
IV
-2014.2%
B/E move
278.8%
Puts
Pseudo strike
2.35
IV
280.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
-4.73
IV
-2239.8%
B/E move
309.2%
Puts
Pseudo strike
2.39
IV
284.7%
B/E move
4.6%

65Δ

Calls
Pseudo strike
-5.42
IV
-2465.4%
B/E move
339.7%
Puts
Pseudo strike
2.44
IV
288.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
-6.11
IV
-2691.1%
B/E move
370.1%
Puts
Pseudo strike
2.48
IV
292.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
-6.80
IV
-2916.7%
B/E move
400.6%
Puts
Pseudo strike
2.76
IV
407.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
-7.48
IV
-3142.3%
B/E move
431.0%
Puts
Pseudo strike
3.21
IV
603.6%
B/E move
2.7%