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Lithia Motors, Inc. LAD

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Market datapartial · fetched 2026-10-22T21:41:23.878Z

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 · 2026-10-22T20:35:01.193598304Z

FundamentalsAlpha Vantage · unavailable

Share price$291.07
1D+9.8%
AH$263$270$278$286$2935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLAD
Sold putSold callAH

Lithia Motors, Inc. options

Live interpolated LAD call and put midpoint premiums by absolute delta.Lithia Motors, Inc.$2.34$12.40$22.46$32.52$42.57$231.72$262.74$293.76$324.78$355.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAD spot · $291.07LAD PRICE$3.43$4.54$5.72$7.01$8.34$10.04$11.99$13.97$16.39$18.82$21.62$24.60$28.34$4.55$5.85$7.52$9.21$11.01$12.82$15.16$17.54$20.53$23.82$28.33$33.68$39.68
PutsCheap0.76×
CallsCheap0.60×
SkewBearish+4.90 pp
Implied moveBearish±$27.15
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ322.7439.3%12.1%263.4346.6%11.1%
25Δ316.5438.9%10.3%270.2944.7%9.1%
30Δ311.0738.6%8.8%275.3744.6%8.0%
35Δ306.3338.2%7.7%280.4144.3%6.8%
40Δ301.7737.7%6.5%285.0443.5%5.9%
45Δ297.5937.9%5.7%289.6742.7%4.9%
50Δ293.6638.6%5.0%294.1042.5%4.2%
55Δ289.7139.2%4.3%298.5142.3%3.5%
60Δ285.5339.5%3.7%303.2342.3%2.9%
65Δ281.3539.7%3.1%308.1042.5%2.3%
70Δ276.9739.6%2.6%313.9943.5%1.9%
75Δ272.4839.3%2.1%320.5844.9%1.4%
80Δ267.3939.3%1.6%327.8545.2%1.0%

20Δ

Calls
Pseudo strike
322.74
IV
39.3%
B/E move
12.1%
Puts
Pseudo strike
263.43
IV
46.6%
B/E move
11.1%

25Δ

Calls
Pseudo strike
316.54
IV
38.9%
B/E move
10.3%
Puts
Pseudo strike
270.29
IV
44.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
311.07
IV
38.6%
B/E move
8.8%
Puts
Pseudo strike
275.37
IV
44.6%
B/E move
8.0%

35Δ

Calls
Pseudo strike
306.33
IV
38.2%
B/E move
7.7%
Puts
Pseudo strike
280.41
IV
44.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
301.77
IV
37.7%
B/E move
6.5%
Puts
Pseudo strike
285.04
IV
43.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
297.59
IV
37.9%
B/E move
5.7%
Puts
Pseudo strike
289.67
IV
42.7%
B/E move
4.9%

50Δ

Calls
Pseudo strike
293.66
IV
38.6%
B/E move
5.0%
Puts
Pseudo strike
294.10
IV
42.5%
B/E move
4.2%

55Δ

Calls
Pseudo strike
289.71
IV
39.2%
B/E move
4.3%
Puts
Pseudo strike
298.51
IV
42.3%
B/E move
3.5%

60Δ

Calls
Pseudo strike
285.53
IV
39.5%
B/E move
3.7%
Puts
Pseudo strike
303.23
IV
42.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
281.35
IV
39.7%
B/E move
3.1%
Puts
Pseudo strike
308.10
IV
42.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
276.97
IV
39.6%
B/E move
2.6%
Puts
Pseudo strike
313.99
IV
43.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
272.48
IV
39.3%
B/E move
2.1%
Puts
Pseudo strike
320.58
IV
44.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
267.39
IV
39.3%
B/E move
1.6%
Puts
Pseudo strike
327.85
IV
45.2%
B/E move
1.0%

Options history

No recorded observations