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Liberty Latin America Ltd Class C LILAK

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-22T12:43:00.990Z

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 · 2026-10-21T20:00:01.491904056Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:42:59.491340+00:00

Share price$7.97
1D+0.3%
AH$7.93$7.96$7.99$8.02$8.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLILAK
Sold putSold callAH

Liberty Latin America Ltd Class C options

Live interpolated LILAK call and put midpoint premiums by absolute delta.Liberty Latin America Ltd Class C$0.17$2.09$4.02$5.94$7.86$4.17$5.90$7.62$9.35$11.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LILAK spot · $7.97LILAK PRICE$0.38$0.38$0.40$0.47$0.54$0.62$0.69$0.77$0.84$0.91$1.35$1.85$2.36$0.38$0.38$0.38$0.66$1.49$2.32$3.15$3.98$4.81$5.65$6.48$7.31$4.88
PutsExpensive4.07×
CallsExpensive3.38×
SkewBearish+30.72 pp
Implied moveBearish±$3.84
TiltBearish56.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.71189.9%89.2%5.86151.2%31.2%
25Δ11.93142.0%54.3%6.48119.9%23.4%
30Δ9.90107.4%29.2%7.0988.5%15.7%
35Δ9.56102.9%25.9%7.8073.6%10.4%
40Δ9.2398.4%22.6%8.6791.1%9.9%
45Δ8.8993.8%19.4%9.55108.6%9.3%
50Δ8.5689.3%16.1%10.42126.1%8.8%
55Δ8.2384.7%12.8%11.30143.6%8.2%
60Δ7.8980.2%9.5%12.17161.0%7.7%
65Δ7.5675.6%6.3%13.05178.5%7.1%
70Δ7.0592.1%5.3%13.92196.0%6.6%
75Δ6.50113.0%4.8%14.80213.5%6.0%
80Δ5.96133.8%4.4%12.58150.8%3.4%

20Δ

Calls
Pseudo strike
14.71
IV
189.9%
B/E move
89.2%
Puts
Pseudo strike
5.86
IV
151.2%
B/E move
31.2%

25Δ

Calls
Pseudo strike
11.93
IV
142.0%
B/E move
54.3%
Puts
Pseudo strike
6.48
IV
119.9%
B/E move
23.4%

30Δ

Calls
Pseudo strike
9.90
IV
107.4%
B/E move
29.2%
Puts
Pseudo strike
7.09
IV
88.5%
B/E move
15.7%

35Δ

Calls
Pseudo strike
9.56
IV
102.9%
B/E move
25.9%
Puts
Pseudo strike
7.80
IV
73.6%
B/E move
10.4%

40Δ

Calls
Pseudo strike
9.23
IV
98.4%
B/E move
22.6%
Puts
Pseudo strike
8.67
IV
91.1%
B/E move
9.9%

45Δ

Calls
Pseudo strike
8.89
IV
93.8%
B/E move
19.4%
Puts
Pseudo strike
9.55
IV
108.6%
B/E move
9.3%

50Δ

Calls
Pseudo strike
8.56
IV
89.3%
B/E move
16.1%
Puts
Pseudo strike
10.42
IV
126.1%
B/E move
8.8%

55Δ

Calls
Pseudo strike
8.23
IV
84.7%
B/E move
12.8%
Puts
Pseudo strike
11.30
IV
143.6%
B/E move
8.2%

60Δ

Calls
Pseudo strike
7.89
IV
80.2%
B/E move
9.5%
Puts
Pseudo strike
12.17
IV
161.0%
B/E move
7.7%

65Δ

Calls
Pseudo strike
7.56
IV
75.6%
B/E move
6.3%
Puts
Pseudo strike
13.05
IV
178.5%
B/E move
7.1%

70Δ

Calls
Pseudo strike
7.05
IV
92.1%
B/E move
5.3%
Puts
Pseudo strike
13.92
IV
196.0%
B/E move
6.6%

75Δ

Calls
Pseudo strike
6.50
IV
113.0%
B/E move
4.8%
Puts
Pseudo strike
14.80
IV
213.5%
B/E move
6.0%

80Δ

Calls
Pseudo strike
5.96
IV
133.8%
B/E move
4.4%
Puts
Pseudo strike
12.58
IV
150.8%
B/E move
3.4%

Options history

No recorded observations