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Lithium Americas Corp LAC

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-16T01:04:55.531Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:53:15.136752188Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:54.917732+00:00

Share price$2.28
1D+9.0%
AH$2.02$2.09$2.15$2.22$2.295:30 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$0.87$1.74$2.60$3.47$1.41$1.91$2.41$2.91$3.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAC spot · $2.28LAC PRICE$0.05$0.07$0.09$0.10$0.13$0.16$0.19$0.22$0.25$0.28$0.32$0.35$0.08$0.09$0.13$0.17$0.21$0.25$0.28$0.32$0.38$0.50$0.62$0.75$3.22
PutsExpensive1.41×
CallsExpensive1.09×
SkewBearish+27.05 pp
Implied moveBearish±$0.47
TiltBearish52.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.8668.9%27.7%1.75116.4%26.8%
25Δ2.7668.2%23.9%2.0173.7%15.8%
30Δ2.6567.4%20.1%2.0874.5%14.3%
35Δ2.5566.7%16.3%2.1575.2%12.9%
40Δ2.4766.4%13.8%2.2376.0%11.5%
45Δ2.4066.6%12.4%2.3076.7%10.0%
50Δ2.3466.8%11.0%2.3777.5%8.6%
55Δ2.2867.0%9.6%2.4478.3%7.1%
60Δ2.2267.2%8.2%2.5279.8%5.8%
65Δ2.1567.3%6.8%2.6685.0%5.0%
70Δ2.0967.5%5.5%2.8190.2%4.2%
75Δ2.0367.7%4.1%2.9595.4%3.4%
80Δ5.39228.0%5.0%

20Δ

Calls
Pseudo strike
2.86
IV
68.9%
B/E move
27.7%
Puts
Pseudo strike
1.75
IV
116.4%
B/E move
26.8%

25Δ

Calls
Pseudo strike
2.76
IV
68.2%
B/E move
23.9%
Puts
Pseudo strike
2.01
IV
73.7%
B/E move
15.8%

30Δ

Calls
Pseudo strike
2.65
IV
67.4%
B/E move
20.1%
Puts
Pseudo strike
2.08
IV
74.5%
B/E move
14.3%

35Δ

Calls
Pseudo strike
2.55
IV
66.7%
B/E move
16.3%
Puts
Pseudo strike
2.15
IV
75.2%
B/E move
12.9%

40Δ

Calls
Pseudo strike
2.47
IV
66.4%
B/E move
13.8%
Puts
Pseudo strike
2.23
IV
76.0%
B/E move
11.5%

45Δ

Calls
Pseudo strike
2.40
IV
66.6%
B/E move
12.4%
Puts
Pseudo strike
2.30
IV
76.7%
B/E move
10.0%

50Δ

Calls
Pseudo strike
2.34
IV
66.8%
B/E move
11.0%
Puts
Pseudo strike
2.37
IV
77.5%
B/E move
8.6%

55Δ

Calls
Pseudo strike
2.28
IV
67.0%
B/E move
9.6%
Puts
Pseudo strike
2.44
IV
78.3%
B/E move
7.1%

60Δ

Calls
Pseudo strike
2.22
IV
67.2%
B/E move
8.2%
Puts
Pseudo strike
2.52
IV
79.8%
B/E move
5.8%

65Δ

Calls
Pseudo strike
2.15
IV
67.3%
B/E move
6.8%
Puts
Pseudo strike
2.66
IV
85.0%
B/E move
5.0%

70Δ

Calls
Pseudo strike
2.09
IV
67.5%
B/E move
5.5%
Puts
Pseudo strike
2.81
IV
90.2%
B/E move
4.2%

75Δ

Calls
Pseudo strike
2.03
IV
67.7%
B/E move
4.1%
Puts
Pseudo strike
2.95
IV
95.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.39
IV
228.0%
B/E move
5.0%