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Life360, Inc. Common Stock LIF

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T02:11:57.072Z

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 · 2026-11-11T23:00:06.177480318Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:11:56.735108+00:00

Share price$44.22
1D+5.5%
AH$41.58$42.41$43.24$44.06$44.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLIF
Sold putSold callAH

Life360, Inc. Common Stock options

Live interpolated LIF call and put midpoint premiums by absolute delta.Life360, Inc. Common Stock$0.41$1.59$2.76$3.94$5.11$33.76$39.19$44.61$50.04$55.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LIF spot · $44.22LIF PRICE$0.54$0.71$0.87$1.04$1.20$1.37$1.78$2.20$2.61$3.03$3.44$3.86$4.27$0.97$1.23$1.50$1.77$2.03$2.30$2.62$3.05$3.48$3.91$4.34$4.77
Puts——
CallsCheap0.49×
Skew——
Implied moveBearish±$4.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.2871.5%12.7%
25Δ48.4369.5%11.1%40.6983.6%10.2%
30Δ47.5867.6%9.6%41.4582.0%9.0%
35Δ46.7365.6%8.0%42.2180.5%7.9%
40Δ45.8763.6%6.5%42.9878.9%6.8%
45Δ45.0261.6%4.9%43.7477.3%5.7%
50Δ44.3862.2%4.4%44.5075.8%4.6%
55Δ43.7562.9%3.9%45.2273.7%3.7%
60Δ43.1163.5%3.4%45.8670.9%3.2%
65Δ42.4864.2%2.9%46.4968.0%2.7%
70Δ41.8564.9%2.4%47.1365.2%2.3%
75Δ41.2165.5%1.9%47.7762.3%1.8%
80Δ40.5866.2%1.4%48.4059.5%1.3%

20Δ

Calls
Pseudo strike
49.28
IV
71.5%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
48.43
IV
69.5%
B/E move
11.1%
Puts
Pseudo strike
40.69
IV
83.6%
B/E move
10.2%

30Δ

Calls
Pseudo strike
47.58
IV
67.6%
B/E move
9.6%
Puts
Pseudo strike
41.45
IV
82.0%
B/E move
9.0%

35Δ

Calls
Pseudo strike
46.73
IV
65.6%
B/E move
8.0%
Puts
Pseudo strike
42.21
IV
80.5%
B/E move
7.9%

40Δ

Calls
Pseudo strike
45.87
IV
63.6%
B/E move
6.5%
Puts
Pseudo strike
42.98
IV
78.9%
B/E move
6.8%

45Δ

Calls
Pseudo strike
45.02
IV
61.6%
B/E move
4.9%
Puts
Pseudo strike
43.74
IV
77.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
44.38
IV
62.2%
B/E move
4.4%
Puts
Pseudo strike
44.50
IV
75.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
43.75
IV
62.9%
B/E move
3.9%
Puts
Pseudo strike
45.22
IV
73.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
43.11
IV
63.5%
B/E move
3.4%
Puts
Pseudo strike
45.86
IV
70.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
42.48
IV
64.2%
B/E move
2.9%
Puts
Pseudo strike
46.49
IV
68.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
41.85
IV
64.9%
B/E move
2.4%
Puts
Pseudo strike
47.13
IV
65.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
41.21
IV
65.5%
B/E move
1.9%
Puts
Pseudo strike
47.77
IV
62.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
40.58
IV
66.2%
B/E move
1.4%
Puts
Pseudo strike
48.40
IV
59.5%
B/E move
1.3%

Options history

IV · four-Friday blend76.87%
Daily EOD
LIF67.9%72.7%77.5%2026-10-19: 68.58%2026-10-20: 70.79%2026-10-21: 70.19%2026-10-22: 71.49%2026-10-23: 71.09%2026-10-26: 75.42%2026-10-27: 74.96%2026-10-28: 76.20%2026-10-29: 75.29%2026-10-30: 76.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.58%
70.79%
70.19%
71.49%
71.09%
75.42%
74.96%
76.20%
75.29%
76.87%