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Lithia Motors Inc LAD

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-10-24T04:22:58.794Z

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 · 2026-10-23T23:00:00.002175387Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-24T04:22:58.475111+00:00

Share price$295.57
1D+1.5%
AH$282$286$289$293$2975:30 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$2.20$12.96$23.73$34.49$45.26$235.70$266.71$297.73$328.74$359.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAD spot · $295.57LAD PRICE$3.36$4.39$5.56$6.73$8.20$9.67$11.41$13.40$15.39$17.93$20.51$23.52$26.98$4.48$5.97$7.53$9.20$10.87$13.10$15.38$18.24$21.36$24.95$28.82$34.42$42.15
PutsCheap0.77×
CallsCheap0.59×
SkewBearish+7.56 pp
Implied moveBearish±$26.79
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ326.4139.2%11.6%268.2846.9%10.7%
25Δ319.9238.6%9.7%274.2846.2%9.2%
30Δ314.9138.0%8.4%279.7746.0%7.9%
35Δ309.9337.5%7.1%284.7045.1%6.8%
40Δ305.9037.5%6.3%289.6144.1%5.7%
45Δ301.8837.4%5.4%294.1144.1%4.9%
50Δ297.9637.5%4.7%298.5944.2%4.2%
55Δ294.1337.8%4.0%303.3144.5%3.6%
60Δ290.3038.1%3.4%308.1645.0%3.0%
65Δ286.2238.1%2.9%313.3645.3%2.4%
70Δ282.1238.2%2.4%318.7845.4%1.9%
75Δ277.7338.1%1.9%325.6846.5%1.5%
80Δ273.0237.9%1.5%334.5948.7%1.1%

20Δ

Calls
Pseudo strike
326.41
IV
39.2%
B/E move
11.6%
Puts
Pseudo strike
268.28
IV
46.9%
B/E move
10.7%

25Δ

Calls
Pseudo strike
319.92
IV
38.6%
B/E move
9.7%
Puts
Pseudo strike
274.28
IV
46.2%
B/E move
9.2%

30Δ

Calls
Pseudo strike
314.91
IV
38.0%
B/E move
8.4%
Puts
Pseudo strike
279.77
IV
46.0%
B/E move
7.9%

35Δ

Calls
Pseudo strike
309.93
IV
37.5%
B/E move
7.1%
Puts
Pseudo strike
284.70
IV
45.1%
B/E move
6.8%

40Δ

Calls
Pseudo strike
305.90
IV
37.5%
B/E move
6.3%
Puts
Pseudo strike
289.61
IV
44.1%
B/E move
5.7%

45Δ

Calls
Pseudo strike
301.88
IV
37.4%
B/E move
5.4%
Puts
Pseudo strike
294.11
IV
44.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
297.96
IV
37.5%
B/E move
4.7%
Puts
Pseudo strike
298.59
IV
44.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
294.13
IV
37.8%
B/E move
4.0%
Puts
Pseudo strike
303.31
IV
44.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
290.30
IV
38.1%
B/E move
3.4%
Puts
Pseudo strike
308.16
IV
45.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
286.22
IV
38.1%
B/E move
2.9%
Puts
Pseudo strike
313.36
IV
45.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
282.12
IV
38.2%
B/E move
2.4%
Puts
Pseudo strike
318.78
IV
45.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
277.73
IV
38.1%
B/E move
1.9%
Puts
Pseudo strike
325.68
IV
46.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
273.02
IV
37.9%
B/E move
1.5%
Puts
Pseudo strike
334.59
IV
48.7%
B/E move
1.1%

Options history

No recorded observations