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Lithia Motors, Inc. LAD

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Market datapartial · fetched 2026-10-22T18:21:25.807Z

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 · 2026-10-22T18:21:14.723013436Z

FundamentalsAlpha Vantage · unavailable

Share price$288.79
1D+9.1%
$263$270$277$284$2915:30 AM6:30 AM9:00 AM1:00 PMLAD
Sold putSold call

Lithia Motors, Inc. options

Live interpolated LAD call and put midpoint premiums by absolute delta.Lithia Motors, Inc.$2.28$12.35$22.41$32.48$42.55$229.85$260.60$291.35$322.11$352.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAD spot · $288.79LAD PRICE$3.37$4.45$5.64$7.00$8.40$10.04$11.68$13.59$15.64$17.75$20.41$23.07$27.10$4.48$5.96$7.49$9.05$10.88$12.84$15.14$17.95$20.95$24.63$28.64$33.37$39.64
PutsCheap0.77×
CallsCheap0.59×
SkewBearish+6.16 pp
Implied moveBearish±$26.82
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ319.7539.0%11.9%261.7946.0%10.9%
25Δ313.8138.5%10.2%267.6545.7%9.4%
30Δ308.4038.2%8.7%273.0744.9%8.0%
35Δ303.9338.3%7.7%278.2043.9%6.8%
40Δ299.5138.4%6.6%282.9043.3%5.8%
45Δ295.4738.3%5.8%287.3642.9%4.9%
50Δ291.4238.2%5.0%291.8842.8%4.2%
55Δ287.4638.1%4.2%296.4743.2%3.6%
60Δ283.5437.9%3.6%301.2143.6%3.0%
65Δ279.6137.8%3.0%306.4244.1%2.4%
70Δ275.4937.4%2.5%311.9244.4%1.9%
75Δ271.3737.1%2.0%318.0344.7%1.4%
80Δ266.1337.6%1.5%325.5545.4%1.0%

20Δ

Calls
Pseudo strike
319.75
IV
39.0%
B/E move
11.9%
Puts
Pseudo strike
261.79
IV
46.0%
B/E move
10.9%

25Δ

Calls
Pseudo strike
313.81
IV
38.5%
B/E move
10.2%
Puts
Pseudo strike
267.65
IV
45.7%
B/E move
9.4%

30Δ

Calls
Pseudo strike
308.40
IV
38.2%
B/E move
8.7%
Puts
Pseudo strike
273.07
IV
44.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
303.93
IV
38.3%
B/E move
7.7%
Puts
Pseudo strike
278.20
IV
43.9%
B/E move
6.8%

40Δ

Calls
Pseudo strike
299.51
IV
38.4%
B/E move
6.6%
Puts
Pseudo strike
282.90
IV
43.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
295.47
IV
38.3%
B/E move
5.8%
Puts
Pseudo strike
287.36
IV
42.9%
B/E move
4.9%

50Δ

Calls
Pseudo strike
291.42
IV
38.2%
B/E move
5.0%
Puts
Pseudo strike
291.88
IV
42.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
287.46
IV
38.1%
B/E move
4.2%
Puts
Pseudo strike
296.47
IV
43.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
283.54
IV
37.9%
B/E move
3.6%
Puts
Pseudo strike
301.21
IV
43.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
279.61
IV
37.8%
B/E move
3.0%
Puts
Pseudo strike
306.42
IV
44.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
275.49
IV
37.4%
B/E move
2.5%
Puts
Pseudo strike
311.92
IV
44.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
271.37
IV
37.1%
B/E move
2.0%
Puts
Pseudo strike
318.03
IV
44.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
266.13
IV
37.6%
B/E move
1.5%
Puts
Pseudo strike
325.55
IV
45.4%
B/E move
1.0%

Options history

No recorded observations