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Liberty Global Ltd. Class A Common Shares LBTYA

i

Market dataready · fetched 2026-11-11T15:50:48.402Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:50:45.900675405Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:50:47.685196+00:00

Share price$10.53
1D+6.7%
$9.80$9.99$10.18$10.38$10.575:30 AM6:30 AM9:00 AM1:00 PMLBTYA
Sold putSold call

Liberty Global Ltd. Class A Common Shares options

Live interpolated LBTYA call and put midpoint premiums by absolute delta.Liberty Global Ltd. Class A Common Shares$0.09$0.69$1.29$1.88$2.48$7.34$8.88$10.43$11.97$13.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LBTYA spot · $10.53LBTYA PRICE$0.50$0.50$0.50$0.50$0.51$0.51$0.52$0.52$0.52$0.53$0.53$0.54$0.54$0.15$0.37$0.58$0.79$1.00$1.22$1.43$1.64$1.86$2.07$2.31
Puts——
CallsExpensive1.50×
Skew——
Implied moveBearish±$1.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.24338.8%87.5%
25Δ15.62255.5%53.1%10.0351.8%6.2%
30Δ13.09186.9%29.0%10.2860.6%5.8%
35Δ12.34161.7%22.0%10.5369.4%5.5%
40Δ12.13149.5%20.1%10.7878.2%5.2%
45Δ11.93137.4%18.1%11.0287.0%4.9%
50Δ11.72125.3%16.2%11.2795.8%4.5%
55Δ11.52113.2%14.3%11.52104.6%4.2%
60Δ11.31101.1%12.4%11.76113.4%3.9%
65Δ11.1089.0%10.5%12.01122.2%3.5%
70Δ10.9076.9%8.5%12.26131.1%3.2%
75Δ10.6964.8%6.6%12.54140.5%2.9%
80Δ10.4852.6%4.7%

20Δ

Calls
Pseudo strike
19.24
IV
338.8%
B/E move
87.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
15.62
IV
255.5%
B/E move
53.1%
Puts
Pseudo strike
10.03
IV
51.8%
B/E move
6.2%

30Δ

Calls
Pseudo strike
13.09
IV
186.9%
B/E move
29.0%
Puts
Pseudo strike
10.28
IV
60.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
12.34
IV
161.7%
B/E move
22.0%
Puts
Pseudo strike
10.53
IV
69.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
12.13
IV
149.5%
B/E move
20.1%
Puts
Pseudo strike
10.78
IV
78.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
11.93
IV
137.4%
B/E move
18.1%
Puts
Pseudo strike
11.02
IV
87.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
11.72
IV
125.3%
B/E move
16.2%
Puts
Pseudo strike
11.27
IV
95.8%
B/E move
4.5%

55Δ

Calls
Pseudo strike
11.52
IV
113.2%
B/E move
14.3%
Puts
Pseudo strike
11.52
IV
104.6%
B/E move
4.2%

60Δ

Calls
Pseudo strike
11.31
IV
101.1%
B/E move
12.4%
Puts
Pseudo strike
11.76
IV
113.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
11.10
IV
89.0%
B/E move
10.5%
Puts
Pseudo strike
12.01
IV
122.2%
B/E move
3.5%

70Δ

Calls
Pseudo strike
10.90
IV
76.9%
B/E move
8.5%
Puts
Pseudo strike
12.26
IV
131.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
10.69
IV
64.8%
B/E move
6.6%
Puts
Pseudo strike
12.54
IV
140.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
10.48
IV
52.6%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.30%
Daily close
LBTYA48.2%61.9%75.6%2026-09-01: 59.97%2026-09-21: 50.11%2026-10-19: 59.47%2026-10-26: 54.98%2026-10-27: 73.71%2026-10-28: 55.02%2026-10-29: 59.30%Sep 1Oct 26Oct 29
7 observations2026-09-01 — 2026-10-29
Table
DateIV (%)
59.97%
50.11%
59.47%
54.98%
73.71%
55.02%
59.30%