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Lionsgate Studios Corp. LION

FINANCIAL SERVICES · SHELL COMPANIES
i

Market dataready · fetched 2026-11-12T01:21:08.064Z

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 · 2026-11-12T00:00:00.003131503Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:21:07.629907+00:00

Share price$14.51
1D+0.1%
AH$14.34$14.38$14.43$14.48$14.525:30 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.$0.18$0.69$1.20$1.71$2.22$11.59$13.14$14.70$16.25$17.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LION spot · $14.51LION PRICE$0.76$0.24$0.31$0.38$0.44$0.51$0.58$0.65$0.72$1.04$1.40$0.24$0.26$0.27$0.39$0.59$0.78$0.98$1.17$1.31$1.44$1.57$1.71$2.08
PutsCheap0.87×
Calls——
Skew——
Implied moveBearish±$1.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.65102.9%14.5%
25Δ13.2183.1%10.7%
30Δ18.03204.2%29.5%13.7763.3%6.9%
35Δ14.9745.6%4.8%14.1361.1%5.3%
40Δ14.8345.7%4.4%14.3570.9%5.2%
45Δ14.7045.7%3.9%14.5680.8%5.0%
50Δ14.5645.8%3.4%14.7890.6%4.9%
55Δ14.4345.9%2.9%15.00100.5%4.7%
60Δ14.2946.0%2.5%15.2495.9%4.0%
65Δ14.1546.0%2.0%15.4891.2%3.2%
70Δ14.0246.1%1.5%15.7386.5%2.5%
75Δ13.6650.6%1.3%15.9781.8%1.7%
80Δ13.2655.8%1.0%16.4083.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.65
IV
102.9%
B/E move
14.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.21
IV
83.1%
B/E move
10.7%

30Δ

Calls
Pseudo strike
18.03
IV
204.2%
B/E move
29.5%
Puts
Pseudo strike
13.77
IV
63.3%
B/E move
6.9%

35Δ

Calls
Pseudo strike
14.97
IV
45.6%
B/E move
4.8%
Puts
Pseudo strike
14.13
IV
61.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
14.83
IV
45.7%
B/E move
4.4%
Puts
Pseudo strike
14.35
IV
70.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
14.70
IV
45.7%
B/E move
3.9%
Puts
Pseudo strike
14.56
IV
80.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
14.56
IV
45.8%
B/E move
3.4%
Puts
Pseudo strike
14.78
IV
90.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
14.43
IV
45.9%
B/E move
2.9%
Puts
Pseudo strike
15.00
IV
100.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
14.29
IV
46.0%
B/E move
2.5%
Puts
Pseudo strike
15.24
IV
95.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
14.15
IV
46.0%
B/E move
2.0%
Puts
Pseudo strike
15.48
IV
91.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
14.02
IV
46.1%
B/E move
1.5%
Puts
Pseudo strike
15.73
IV
86.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
13.66
IV
50.6%
B/E move
1.3%
Puts
Pseudo strike
15.97
IV
81.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
13.26
IV
55.8%
B/E move
1.0%
Puts
Pseudo strike
16.40
IV
83.0%
B/E move
1.3%

Options history

IV · four-Friday blend71.78%
Daily EOD
LION58.0%65.7%73.3%2026-10-19: 59.07%2026-10-20: 63.50%2026-10-21: 60.52%2026-10-22: 61.09%2026-10-23: 61.88%2026-10-26: 72.26%2026-10-27: 70.57%2026-10-28: 70.97%2026-10-29: 60.19%2026-10-30: 71.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.07%
63.50%
60.52%
61.09%
61.88%
72.26%
70.57%
70.97%
60.19%
71.78%