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Liberty Latin America Ltd. Class C Common Stock LILAK

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Market datapartial · fetched 2026-10-22T21:01:17.323Z

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 · 2026-10-22T20:00:02.547157302Z

FundamentalsAlpha Vantage · unavailable

Share price$8.11
1D+1.0%
AH$8.01$8.05$8.09$8.13$8.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLILAK
Sold putSold callAH

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$0.35$1.96$3.56$5.17$6.78$4.30$6.31$8.33$10.35$12.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LILAK spot · $8.11LILAK PRICE$0.52$0.68$0.75$0.76$0.78$0.86$0.93$1.00$1.07$1.15$1.42$1.85$2.27$0.54$0.65$0.76$0.88$1.06$1.25$1.43$1.62$1.80$1.99$2.18$3.51$6.31
PutsExpensive3.97×
CallsExpensive4.61×
SkewBullish-19.32 pp
Implied moveBearish±$2.36
TiltBearish26.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.94214.0%102.9%5.86176.4%34.4%
25Δ16.99255.1%117.8%6.43160.4%28.7%
30Δ14.66238.0%90.1%7.01144.5%22.9%
35Δ12.20192.5%59.9%7.55130.4%17.7%
40Δ9.95150.8%32.4%7.89126.6%15.8%
45Δ9.50140.2%27.7%8.23122.9%14.0%
50Δ9.05129.7%23.0%8.56119.2%12.1%
55Δ8.59119.1%18.3%8.90115.5%10.2%
60Δ8.14108.5%13.6%9.24111.7%8.4%
65Δ7.6998.0%8.9%9.57108.0%6.5%
70Δ7.2099.7%6.4%9.91104.3%4.6%
75Δ6.70110.2%5.4%11.30128.8%4.0%
80Δ6.19120.6%4.4%14.11176.6%3.8%

20Δ

Calls
Pseudo strike
15.94
IV
214.0%
B/E move
102.9%
Puts
Pseudo strike
5.86
IV
176.4%
B/E move
34.4%

25Δ

Calls
Pseudo strike
16.99
IV
255.1%
B/E move
117.8%
Puts
Pseudo strike
6.43
IV
160.4%
B/E move
28.7%

30Δ

Calls
Pseudo strike
14.66
IV
238.0%
B/E move
90.1%
Puts
Pseudo strike
7.01
IV
144.5%
B/E move
22.9%

35Δ

Calls
Pseudo strike
12.20
IV
192.5%
B/E move
59.9%
Puts
Pseudo strike
7.55
IV
130.4%
B/E move
17.7%

40Δ

Calls
Pseudo strike
9.95
IV
150.8%
B/E move
32.4%
Puts
Pseudo strike
7.89
IV
126.6%
B/E move
15.8%

45Δ

Calls
Pseudo strike
9.50
IV
140.2%
B/E move
27.7%
Puts
Pseudo strike
8.23
IV
122.9%
B/E move
14.0%

50Δ

Calls
Pseudo strike
9.05
IV
129.7%
B/E move
23.0%
Puts
Pseudo strike
8.56
IV
119.2%
B/E move
12.1%

55Δ

Calls
Pseudo strike
8.59
IV
119.1%
B/E move
18.3%
Puts
Pseudo strike
8.90
IV
115.5%
B/E move
10.2%

60Δ

Calls
Pseudo strike
8.14
IV
108.5%
B/E move
13.6%
Puts
Pseudo strike
9.24
IV
111.7%
B/E move
8.4%

65Δ

Calls
Pseudo strike
7.69
IV
98.0%
B/E move
8.9%
Puts
Pseudo strike
9.57
IV
108.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
7.20
IV
99.7%
B/E move
6.4%
Puts
Pseudo strike
9.91
IV
104.3%
B/E move
4.6%

75Δ

Calls
Pseudo strike
6.70
IV
110.2%
B/E move
5.4%
Puts
Pseudo strike
11.30
IV
128.8%
B/E move
4.0%

80Δ

Calls
Pseudo strike
6.19
IV
120.6%
B/E move
4.4%
Puts
Pseudo strike
14.11
IV
176.6%
B/E move
3.8%

Options history

No recorded observations