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Liberty Latin America Ltd LILA

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-22T22:50:39.824Z

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 · 2026-10-22T20:00:03.331320592Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:50:39.415059+00:00

Share price$8.14
1D+1.2%
AH$8.03$8.07$8.11$8.16$8.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLILA
Sold putSold callAH

Liberty Latin America Ltd options

Live interpolated LILA call and put midpoint premiums by absolute delta.Liberty Latin America Ltd$0.19$1.39$2.59$3.79$4.99$4.56$6.53$8.51$10.49$12.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LILA spot · $8.14LILA PRICE$0.32$0.61$0.75$0.79$0.86$0.93$1.00$1.08$1.15$1.22$1.51$1.98$2.44$0.60$0.55$0.50$0.60$0.79$0.99$1.19$1.38$1.58$1.77$1.97$2.56$4.64
PutsExpensive3.46×
CallsExpensive4.64×
SkewBullish-32.53 pp
Implied moveBearish±$2.19
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.37132.8%55.9%5.18300.8%43.7%
25Δ15.83228.3%102.0%6.16211.0%31.1%
30Δ14.45234.6%86.7%7.13121.2%18.5%
35Δ12.13196.1%58.7%7.6887.7%12.9%
40Δ11.41181.2%50.7%7.9888.3%11.7%
45Δ10.69166.3%42.8%8.2889.0%10.4%
50Δ9.97151.4%34.8%8.5889.7%9.2%
55Δ9.25136.5%26.8%8.8790.4%8.0%
60Δ8.53121.6%18.9%9.1791.1%6.7%
65Δ7.81106.7%10.9%9.4791.8%5.5%
70Δ7.19108.4%6.9%9.7692.5%4.2%
75Δ6.65122.5%5.9%10.43101.9%3.3%
80Δ6.10136.6%4.9%12.52144.9%3.3%

20Δ

Calls
Pseudo strike
12.37
IV
132.8%
B/E move
55.9%
Puts
Pseudo strike
5.18
IV
300.8%
B/E move
43.7%

25Δ

Calls
Pseudo strike
15.83
IV
228.3%
B/E move
102.0%
Puts
Pseudo strike
6.16
IV
211.0%
B/E move
31.1%

30Δ

Calls
Pseudo strike
14.45
IV
234.6%
B/E move
86.7%
Puts
Pseudo strike
7.13
IV
121.2%
B/E move
18.5%

35Δ

Calls
Pseudo strike
12.13
IV
196.1%
B/E move
58.7%
Puts
Pseudo strike
7.68
IV
87.7%
B/E move
12.9%

40Δ

Calls
Pseudo strike
11.41
IV
181.2%
B/E move
50.7%
Puts
Pseudo strike
7.98
IV
88.3%
B/E move
11.7%

45Δ

Calls
Pseudo strike
10.69
IV
166.3%
B/E move
42.8%
Puts
Pseudo strike
8.28
IV
89.0%
B/E move
10.4%

50Δ

Calls
Pseudo strike
9.97
IV
151.4%
B/E move
34.8%
Puts
Pseudo strike
8.58
IV
89.7%
B/E move
9.2%

55Δ

Calls
Pseudo strike
9.25
IV
136.5%
B/E move
26.8%
Puts
Pseudo strike
8.87
IV
90.4%
B/E move
8.0%

60Δ

Calls
Pseudo strike
8.53
IV
121.6%
B/E move
18.9%
Puts
Pseudo strike
9.17
IV
91.1%
B/E move
6.7%

65Δ

Calls
Pseudo strike
7.81
IV
106.7%
B/E move
10.9%
Puts
Pseudo strike
9.47
IV
91.8%
B/E move
5.5%

70Δ

Calls
Pseudo strike
7.19
IV
108.4%
B/E move
6.9%
Puts
Pseudo strike
9.76
IV
92.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
6.65
IV
122.5%
B/E move
5.9%
Puts
Pseudo strike
10.43
IV
101.9%
B/E move
3.3%

80Δ

Calls
Pseudo strike
6.10
IV
136.6%
B/E move
4.9%
Puts
Pseudo strike
12.52
IV
144.9%
B/E move
3.3%

Options history

No recorded observations