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Liberty Latin America Ltd. Class A Common Stock LILA

i

Market dataready · fetched 2026-11-12T14:59:30.411Z

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 · 2026-11-12T14:58:58.994042468Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:59:30.028861+00:00

Share price$10.14
1D-1.6%
$10.12$10.17$10.22$10.27$10.315:30 AM6:30 AM9:00 AM1:00 PMLILA
Sold putSold call

Liberty Latin America Ltd. Class A Common Stock options

Live interpolated LILA call and put midpoint premiums by absolute delta.Liberty Latin America Ltd. Class A Common Stock$0.63$1.03$1.43$1.83$2.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELILA PRICE$0.82$1.15$1.47$1.79$2.11$0.68$0.69$0.71$0.72$0.74
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.57317.2%32.0%
25Δ8.09278.1%27.0%
30Δ8.62239.0%21.9%
35Δ9.15199.9%16.9%
40Δ9.67160.7%11.9%
45Δ
50Δ
55Δ
60Δ9.7798.5%4.5%
65Δ9.39110.5%4.0%
70Δ9.02122.5%3.5%
75Δ8.65134.5%3.0%
80Δ8.27146.5%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.57
IV
317.2%
B/E move
32.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.09
IV
278.1%
B/E move
27.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.62
IV
239.0%
B/E move
21.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.15
IV
199.9%
B/E move
16.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.67
IV
160.7%
B/E move
11.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.77
IV
98.5%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.39
IV
110.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.02
IV
122.5%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.65
IV
134.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.27
IV
146.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend71.31%
Daily EOD
LILA71.2%71.3%71.4%2026-10-26: 71.31%Oct 26
1 observations2026-10-26 — 2026-10-26
Table
DateIV (%)
71.31%