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Liberty Latin America Ltd. Class C Common Stock LILAK

i

Market dataready · fetched 2026-11-11T15:33:31.023Z

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 · 2026-11-11T15:33:18.274833804Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:33:30.400752+00:00

Share price$9.90
1D-0.2%
$9.87$9.92$9.96$10.00$10.055:30 AM6:30 AM9:00 AM1:00 PMLILAK
Sold putSold call

Liberty Latin America Ltd. Class C Common Stock options

Live interpolated LILAK call and put midpoint premiums by absolute delta.Liberty Latin America Ltd. Class C Common Stock$0.41$1.23$2.05$2.86$3.68$8.06$8.90$9.74$10.57$11.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICELive LILAK spot · $9.90LILAK PRICE$0.50$0.50$0.50$0.50$0.50$0.50$0.98$1.47$1.97$2.46$2.95$3.45$0.50$0.50$0.50$0.50$0.50$0.50$0.50
Puts——
Calls——
Skew——
Implied moveBalanced±$1.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.61246.4%28.2%
25Δ14.77269.6%54.2%8.00218.1%24.3%
30Δ13.82233.1%44.6%8.38189.8%20.4%
35Δ12.87196.7%35.1%8.77161.5%16.4%
40Δ11.92160.2%25.5%9.16133.2%12.5%
45Δ10.97123.7%15.9%9.55105.0%8.6%
50Δ10.0387.2%6.3%9.9476.7%4.7%
55Δ9.47107.7%5.5%
60Δ8.92129.9%5.0%
65Δ8.37152.1%4.4%
70Δ7.82174.2%3.9%
75Δ7.27196.4%3.3%
80Δ6.73218.6%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.61
IV
246.4%
B/E move
28.2%

25Δ

Calls
Pseudo strike
14.77
IV
269.6%
B/E move
54.2%
Puts
Pseudo strike
8.00
IV
218.1%
B/E move
24.3%

30Δ

Calls
Pseudo strike
13.82
IV
233.1%
B/E move
44.6%
Puts
Pseudo strike
8.38
IV
189.8%
B/E move
20.4%

35Δ

Calls
Pseudo strike
12.87
IV
196.7%
B/E move
35.1%
Puts
Pseudo strike
8.77
IV
161.5%
B/E move
16.4%

40Δ

Calls
Pseudo strike
11.92
IV
160.2%
B/E move
25.5%
Puts
Pseudo strike
9.16
IV
133.2%
B/E move
12.5%

45Δ

Calls
Pseudo strike
10.97
IV
123.7%
B/E move
15.9%
Puts
Pseudo strike
9.55
IV
105.0%
B/E move
8.6%

50Δ

Calls
Pseudo strike
10.03
IV
87.2%
B/E move
6.3%
Puts
Pseudo strike
9.94
IV
76.7%
B/E move
4.7%

55Δ

Calls
Pseudo strike
9.47
IV
107.7%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.92
IV
129.9%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.37
IV
152.1%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.82
IV
174.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.27
IV
196.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.73
IV
218.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend80.34%
Daily EOD
LILAK72.6%76.8%80.9%2026-10-20: 73.16%2026-10-22: 79.55%2026-10-28: 80.34%Oct 20Oct 22Oct 28
3 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
73.16%
79.55%
80.34%