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LivaNova PLC Ordinary Shares LIVN

i

Market dataready · fetched 2026-11-12T16:44:58.691Z

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 · 2026-11-12T16:43:32.972538744Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:44:57.877432+00:00

Share price$90.50
1D+0.2%
$90.07$90.36$90.66$90.95$91.245:30 AM6:30 AM9:00 AM1:00 PMLIVN
Sold putSold call

LivaNova PLC Ordinary Shares options

Live interpolated LIVN call and put midpoint premiums by absolute delta.LivaNova PLC Ordinary Shares$0.75$2.29$3.83$5.37$6.91$81.69$86.48$91.28$96.08$100.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LIVN spot · $90.50LIVN PRICE$0.91$1.18$1.44$1.80$2.18$2.52$2.83$3.15$3.82$4.49$1.06$1.43$1.53$1.76$2.07$2.37$2.69$3.01$3.32$3.87$4.52$5.17$6.46
PutsFair0.98×
Calls——
Skew——
Implied moveBullish±$5.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.7463.5%10.1%84.1262.6%8.2%
25Δ96.9961.2%8.5%85.0667.3%7.6%
30Δ95.2459.0%6.8%86.8357.9%5.8%
35Δ94.0759.0%5.9%88.0953.3%4.6%
40Δ93.0059.4%5.2%89.0451.6%3.9%
45Δ91.9658.2%4.4%89.9849.8%3.2%
50Δ90.9655.6%3.6%90.7447.9%2.7%
55Δ89.9653.1%2.9%91.5045.9%2.2%
60Δ88.9654.9%2.5%92.2644.0%1.7%
65Δ87.9756.6%2.2%93.1143.6%1.4%
70Δ94.0044.0%1.1%
75Δ94.9044.3%0.9%
80Δ96.3845.2%0.6%

20Δ

Calls
Pseudo strike
98.74
IV
63.5%
B/E move
10.1%
Puts
Pseudo strike
84.12
IV
62.6%
B/E move
8.2%

25Δ

Calls
Pseudo strike
96.99
IV
61.2%
B/E move
8.5%
Puts
Pseudo strike
85.06
IV
67.3%
B/E move
7.6%

30Δ

Calls
Pseudo strike
95.24
IV
59.0%
B/E move
6.8%
Puts
Pseudo strike
86.83
IV
57.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
94.07
IV
59.0%
B/E move
5.9%
Puts
Pseudo strike
88.09
IV
53.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
93.00
IV
59.4%
B/E move
5.2%
Puts
Pseudo strike
89.04
IV
51.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
91.96
IV
58.2%
B/E move
4.4%
Puts
Pseudo strike
89.98
IV
49.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
90.96
IV
55.6%
B/E move
3.6%
Puts
Pseudo strike
90.74
IV
47.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
89.96
IV
53.1%
B/E move
2.9%
Puts
Pseudo strike
91.50
IV
45.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
88.96
IV
54.9%
B/E move
2.5%
Puts
Pseudo strike
92.26
IV
44.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
87.97
IV
56.6%
B/E move
2.2%
Puts
Pseudo strike
93.11
IV
43.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.00
IV
44.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.90
IV
44.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.38
IV
45.2%
B/E move
0.6%

Options history

IV · four-Friday blend42.87%
Daily close
LIVN34.1%43.1%52.2%2026-08-14: 37.64%2026-08-17: 40.70%2026-08-18: 41.92%2026-08-19: 40.41%2026-08-21: 36.30%2026-08-24: 37.96%2026-08-25: 37.39%2026-08-26: 37.23%2026-08-27: 36.57%2026-08-28: 36.81%2026-08-31: 35.77%2026-09-01: 35.64%2026-09-02: 35.83%2026-09-03: 35.30%2026-09-04: 35.62%2026-09-08: 38.75%2026-09-09: 38.91%2026-09-10: 39.63%2026-09-11: 38.42%2026-09-14: 38.98%2026-09-15: 42.28%2026-09-16: 46.40%2026-09-18: 37.48%2026-09-21: 38.79%2026-09-22: 40.50%2026-09-23: 40.50%2026-09-24: 40.17%2026-09-25: 40.88%2026-09-28: 37.99%2026-09-29: 39.12%2026-09-30: 39.20%2026-10-01: 38.32%2026-10-02: 38.91%2026-10-05: 40.46%2026-10-06: 40.65%2026-10-07: 41.70%2026-10-08: 41.27%2026-10-09: 43.84%2026-10-12: 41.33%2026-10-13: 46.75%2026-10-14: 50.93%2026-10-15: 49.92%2026-10-16: 41.05%2026-10-19: 40.51%2026-10-20: 39.16%2026-10-21: 40.26%2026-10-22: 39.76%2026-10-23: 42.10%2026-10-26: 42.37%2026-10-27: 42.23%2026-10-28: 41.51%2026-10-29: 40.18%2026-10-30: 42.87%Aug 14Sep 24Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
37.64%
40.70%
41.92%
40.41%
36.30%
37.96%
37.39%
37.23%
36.57%
36.81%
35.77%
35.64%
35.83%
35.30%
35.62%
38.75%
38.91%
39.63%
38.42%
38.98%
42.28%
46.40%
37.48%
38.79%
40.50%
40.50%
40.17%
40.88%
37.99%
39.12%
39.20%
38.32%
38.91%
40.46%
40.65%
41.70%
41.27%
43.84%
41.33%
46.75%
50.93%
49.92%
41.05%
40.51%
39.16%
40.26%
39.76%
42.10%
42.37%
42.23%
41.51%
40.18%
42.87%