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Life360, Inc. Common Stock LIF

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Market datapartial · fetched 2026-10-22T20:47:23.377Z

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 · 2026-10-22T20:00:02.610743778Z

FundamentalsAlpha Vantage · unavailable

Share price$46.46
1D+2.6%
AH$44.80$45.25$45.69$46.14$46.585:30 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$0.77$4.33$7.90$11.47$15.04$30.77$37.72$44.67$51.61$58.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LIF spot · $46.46LIF PRICE$1.15$1.23$1.58$1.94$2.31$2.85$3.39$3.93$4.46$5.29$6.17$7.05$1.83$2.27$3.04$3.81$4.59$5.52$6.44$7.42$8.70$9.98$11.29$12.65$14.01
PutsExpensive1.87×
CallsExpensive1.23×
SkewBearish+27.41 pp
Implied moveBearish±$9.83
TiltBearish37.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.3988.4%30.3%37.53108.7%23.2%
25Δ54.0266.9%18.9%40.1099.8%18.6%
30Δ52.6267.4%16.7%41.79100.9%16.6%
35Δ51.2368.0%14.4%43.48101.9%14.6%
40Δ49.8768.5%12.3%45.16102.7%12.7%
45Δ48.7069.4%10.9%46.85101.8%11.0%
50Δ47.5370.3%9.6%48.54100.8%9.4%
55Δ46.3671.1%8.2%50.2499.8%7.8%
60Δ45.1972.0%6.9%52.1099.0%6.6%
65Δ43.8872.9%5.8%53.9598.2%5.3%
70Δ42.5473.8%4.9%55.8096.2%4.2%
75Δ41.2174.7%3.9%57.6392.6%3.2%
80Δ59.4789.0%2.1%

20Δ

Calls
Pseudo strike
59.39
IV
88.4%
B/E move
30.3%
Puts
Pseudo strike
37.53
IV
108.7%
B/E move
23.2%

25Δ

Calls
Pseudo strike
54.02
IV
66.9%
B/E move
18.9%
Puts
Pseudo strike
40.10
IV
99.8%
B/E move
18.6%

30Δ

Calls
Pseudo strike
52.62
IV
67.4%
B/E move
16.7%
Puts
Pseudo strike
41.79
IV
100.9%
B/E move
16.6%

35Δ

Calls
Pseudo strike
51.23
IV
68.0%
B/E move
14.4%
Puts
Pseudo strike
43.48
IV
101.9%
B/E move
14.6%

40Δ

Calls
Pseudo strike
49.87
IV
68.5%
B/E move
12.3%
Puts
Pseudo strike
45.16
IV
102.7%
B/E move
12.7%

45Δ

Calls
Pseudo strike
48.70
IV
69.4%
B/E move
10.9%
Puts
Pseudo strike
46.85
IV
101.8%
B/E move
11.0%

50Δ

Calls
Pseudo strike
47.53
IV
70.3%
B/E move
9.6%
Puts
Pseudo strike
48.54
IV
100.8%
B/E move
9.4%

55Δ

Calls
Pseudo strike
46.36
IV
71.1%
B/E move
8.2%
Puts
Pseudo strike
50.24
IV
99.8%
B/E move
7.8%

60Δ

Calls
Pseudo strike
45.19
IV
72.0%
B/E move
6.9%
Puts
Pseudo strike
52.10
IV
99.0%
B/E move
6.6%

65Δ

Calls
Pseudo strike
43.88
IV
72.9%
B/E move
5.8%
Puts
Pseudo strike
53.95
IV
98.2%
B/E move
5.3%

70Δ

Calls
Pseudo strike
42.54
IV
73.8%
B/E move
4.9%
Puts
Pseudo strike
55.80
IV
96.2%
B/E move
4.2%

75Δ

Calls
Pseudo strike
41.21
IV
74.7%
B/E move
3.9%
Puts
Pseudo strike
57.63
IV
92.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.47
IV
89.0%
B/E move
2.1%

Options history

No recorded observations