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LivaNova PLC Ordinary Shares LIVN

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Market datapartial · fetched 2026-10-22T15:45:22.296Z

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 · 2026-10-22T15:43:56.824895871Z

FundamentalsAlpha Vantage · unavailable

Share price$80.62
1D+2.9%
$78.15$78.86$79.57$80.28$80.995:30 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$0.76$4.83$8.91$12.98$17.05$65.36$72.32$79.28$86.24$93.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LIVN spot · $80.61LIVN PRICE$1.20$1.51$1.83$2.14$2.62$3.14$3.69$4.25$4.89$5.56$6.17$6.77$7.51$1.60$2.14$2.81$3.36$3.95$4.58$5.34$6.22$7.20$7.94$8.90$12.34$15.88
PutsExpensive2.09×
CallsExpensive1.52×
SkewBearish+11.74 pp
Implied moveBearish±$9.03
TiltBearish23.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.9850.8%16.8%71.2958.6%13.6%
25Δ90.4848.1%14.1%73.4857.2%11.5%
30Δ87.9845.4%11.4%75.1159.3%10.3%
35Δ85.4842.7%8.7%76.9657.3%8.7%
40Δ84.0042.9%7.4%78.6555.5%7.3%
45Δ82.7543.7%6.6%80.2653.9%6.1%
50Δ81.5043.6%5.7%81.7853.3%5.2%
55Δ80.2343.4%4.8%83.3452.9%4.3%
60Δ78.9943.1%4.1%84.9352.9%3.6%
65Δ77.7642.8%3.4%86.2850.6%2.8%
70Δ76.6341.2%2.7%87.8249.1%2.1%
75Δ75.5239.2%2.1%91.4856.2%1.8%
80Δ74.3637.5%1.6%95.3960.1%1.4%

20Δ

Calls
Pseudo strike
92.98
IV
50.8%
B/E move
16.8%
Puts
Pseudo strike
71.29
IV
58.6%
B/E move
13.6%

25Δ

Calls
Pseudo strike
90.48
IV
48.1%
B/E move
14.1%
Puts
Pseudo strike
73.48
IV
57.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
87.98
IV
45.4%
B/E move
11.4%
Puts
Pseudo strike
75.11
IV
59.3%
B/E move
10.3%

35Δ

Calls
Pseudo strike
85.48
IV
42.7%
B/E move
8.7%
Puts
Pseudo strike
76.96
IV
57.3%
B/E move
8.7%

40Δ

Calls
Pseudo strike
84.00
IV
42.9%
B/E move
7.4%
Puts
Pseudo strike
78.65
IV
55.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
82.75
IV
43.7%
B/E move
6.6%
Puts
Pseudo strike
80.26
IV
53.9%
B/E move
6.1%

50Δ

Calls
Pseudo strike
81.50
IV
43.6%
B/E move
5.7%
Puts
Pseudo strike
81.78
IV
53.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
80.23
IV
43.4%
B/E move
4.8%
Puts
Pseudo strike
83.34
IV
52.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
78.99
IV
43.1%
B/E move
4.1%
Puts
Pseudo strike
84.93
IV
52.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
77.76
IV
42.8%
B/E move
3.4%
Puts
Pseudo strike
86.28
IV
50.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
76.63
IV
41.2%
B/E move
2.7%
Puts
Pseudo strike
87.82
IV
49.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
75.52
IV
39.2%
B/E move
2.1%
Puts
Pseudo strike
91.48
IV
56.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
74.36
IV
37.5%
B/E move
1.6%
Puts
Pseudo strike
95.39
IV
60.1%
B/E move
1.4%

Options history

No recorded observations