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Lionsgate Studios Corp. LION

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Market datapartial · fetched 2026-10-22T23:43:28.793Z

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 · 2026-10-22T23:11:17.215327429Z

FundamentalsAlpha Vantage · unavailable

Share price$12.36
1D+0.2%
AH$12.51$12.63$12.75$12.88$13.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLION
Sold putSold callAH

Lionsgate Studios Corp. options

Live interpolated LION call and put midpoint premiums by absolute delta.Lionsgate Studios Corp.$0.20$1.40$2.60$3.80$5.00$8.74$10.71$12.69$14.66$16.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LION spot · $12.36LION PRICE$0.37$0.53$0.88$0.59$0.73$0.87$1.04$1.23$1.42$1.80$2.18$2.54$2.90$0.33$0.39$0.46$0.53$0.63$0.84$1.05$1.26$2.78$3.21$3.63$4.06$4.65
PutsExpensive1.56×
CallsExpensive1.09×
SkewBullish-18.77 pp
Implied moveBalanced±$2.09
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.91110.3%39.9%10.5377.3%17.5%
25Δ15.88108.5%32.7%11.0868.3%13.5%
30Δ17.26159.0%46.7%11.4163.6%11.4%
35Δ13.8980.6%17.2%11.7558.9%9.2%
40Δ13.5182.3%15.3%12.0856.4%7.4%
45Δ13.1484.0%13.4%12.3760.1%6.8%
50Δ12.7685.7%11.7%12.6663.9%6.1%
55Δ12.3887.4%10.2%12.9467.6%5.5%
60Δ12.0189.1%8.6%14.21115.4%7.5%
65Δ11.5498.3%7.9%14.80113.2%6.2%
70Δ11.06107.6%7.1%15.39111.0%4.9%
75Δ10.53110.1%5.8%15.98108.7%3.6%
80Δ10.00111.5%4.4%16.70106.2%2.5%

20Δ

Calls
Pseudo strike
16.91
IV
110.3%
B/E move
39.9%
Puts
Pseudo strike
10.53
IV
77.3%
B/E move
17.5%

25Δ

Calls
Pseudo strike
15.88
IV
108.5%
B/E move
32.7%
Puts
Pseudo strike
11.08
IV
68.3%
B/E move
13.5%

30Δ

Calls
Pseudo strike
17.26
IV
159.0%
B/E move
46.7%
Puts
Pseudo strike
11.41
IV
63.6%
B/E move
11.4%

35Δ

Calls
Pseudo strike
13.89
IV
80.6%
B/E move
17.2%
Puts
Pseudo strike
11.75
IV
58.9%
B/E move
9.2%

40Δ

Calls
Pseudo strike
13.51
IV
82.3%
B/E move
15.3%
Puts
Pseudo strike
12.08
IV
56.4%
B/E move
7.4%

45Δ

Calls
Pseudo strike
13.14
IV
84.0%
B/E move
13.4%
Puts
Pseudo strike
12.37
IV
60.1%
B/E move
6.8%

50Δ

Calls
Pseudo strike
12.76
IV
85.7%
B/E move
11.7%
Puts
Pseudo strike
12.66
IV
63.9%
B/E move
6.1%

55Δ

Calls
Pseudo strike
12.38
IV
87.4%
B/E move
10.2%
Puts
Pseudo strike
12.94
IV
67.6%
B/E move
5.5%

60Δ

Calls
Pseudo strike
12.01
IV
89.1%
B/E move
8.6%
Puts
Pseudo strike
14.21
IV
115.4%
B/E move
7.5%

65Δ

Calls
Pseudo strike
11.54
IV
98.3%
B/E move
7.9%
Puts
Pseudo strike
14.80
IV
113.2%
B/E move
6.2%

70Δ

Calls
Pseudo strike
11.06
IV
107.6%
B/E move
7.1%
Puts
Pseudo strike
15.39
IV
111.0%
B/E move
4.9%

75Δ

Calls
Pseudo strike
10.53
IV
110.1%
B/E move
5.8%
Puts
Pseudo strike
15.98
IV
108.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
10.00
IV
111.5%
B/E move
4.4%
Puts
Pseudo strike
16.70
IV
106.2%
B/E move
2.5%

Options history

No recorded observations