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LivaNova PLC Ordinary Shares LIVN

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Market datapartial · fetched 2026-10-22T20:11:04.751Z

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 · 2026-10-22T20:00:07.958463085Z

FundamentalsAlpha Vantage · unavailable

Share price$81.27
1D+3.7%
AH$78.11$78.97$79.82$80.68$81.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLIVN
Sold putSold callAH

LivaNova PLC Ordinary Shares options

Live interpolated LIVN call and put midpoint premiums by absolute delta.LivaNova PLC Ordinary Shares$0.96$3.92$6.88$9.85$12.81$66.91$73.79$80.68$87.57$94.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LIVN spot · $81.27LIVN PRICE$1.28$1.56$1.89$2.31$2.75$3.07$3.57$4.36$5.15$5.93$6.83$7.89$9.33$1.59$1.93$2.58$3.27$3.65$4.20$4.85$5.81$6.82$7.85$9.11$10.52$11.95
PutsExpensive1.97×
CallsExpensive1.61×
SkewBearish+5.15 pp
Implied moveBearish±$8.42
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.9654.0%17.2%72.0357.6%13.3%
25Δ90.4649.0%13.2%74.5652.4%10.6%
30Δ88.0946.2%10.7%76.1953.7%9.4%
35Δ86.4045.5%9.1%77.6855.5%8.4%
40Δ84.9045.2%7.8%79.3651.5%6.8%
45Δ83.4342.5%6.4%80.8749.4%5.7%
50Δ82.0541.5%5.3%82.2948.5%4.7%
55Δ80.8343.8%4.8%83.8049.2%4.0%
60Δ79.5745.3%4.2%85.3349.9%3.4%
65Δ78.2345.3%3.6%86.9049.6%2.7%
70Δ76.8245.5%2.9%88.6449.6%2.1%
75Δ75.3046.0%2.4%90.4849.4%1.6%
80Δ73.4647.3%1.9%92.3147.6%1.1%

20Δ

Calls
Pseudo strike
93.96
IV
54.0%
B/E move
17.2%
Puts
Pseudo strike
72.03
IV
57.6%
B/E move
13.3%

25Δ

Calls
Pseudo strike
90.46
IV
49.0%
B/E move
13.2%
Puts
Pseudo strike
74.56
IV
52.4%
B/E move
10.6%

30Δ

Calls
Pseudo strike
88.09
IV
46.2%
B/E move
10.7%
Puts
Pseudo strike
76.19
IV
53.7%
B/E move
9.4%

35Δ

Calls
Pseudo strike
86.40
IV
45.5%
B/E move
9.1%
Puts
Pseudo strike
77.68
IV
55.5%
B/E move
8.4%

40Δ

Calls
Pseudo strike
84.90
IV
45.2%
B/E move
7.8%
Puts
Pseudo strike
79.36
IV
51.5%
B/E move
6.8%

45Δ

Calls
Pseudo strike
83.43
IV
42.5%
B/E move
6.4%
Puts
Pseudo strike
80.87
IV
49.4%
B/E move
5.7%

50Δ

Calls
Pseudo strike
82.05
IV
41.5%
B/E move
5.3%
Puts
Pseudo strike
82.29
IV
48.5%
B/E move
4.7%

55Δ

Calls
Pseudo strike
80.83
IV
43.8%
B/E move
4.8%
Puts
Pseudo strike
83.80
IV
49.2%
B/E move
4.0%

60Δ

Calls
Pseudo strike
79.57
IV
45.3%
B/E move
4.2%
Puts
Pseudo strike
85.33
IV
49.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
78.23
IV
45.3%
B/E move
3.6%
Puts
Pseudo strike
86.90
IV
49.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
76.82
IV
45.5%
B/E move
2.9%
Puts
Pseudo strike
88.64
IV
49.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
75.30
IV
46.0%
B/E move
2.4%
Puts
Pseudo strike
90.48
IV
49.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
73.46
IV
47.3%
B/E move
1.9%
Puts
Pseudo strike
92.31
IV
47.6%
B/E move
1.1%

Options history

No recorded observations