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Liberty Live Holdings, Inc. Series A Liberty Live Group Common Stock LLYVA

i

Market datapartial · fetched 2026-11-13T02:11:41.484Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T21:00:08.607692403Z

FundamentalsAlpha Vantage · unavailable

Share price$104.17
1D-0.2%
AH$103.83$104.25$104.68$105.10$105.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLLYVA
Sold putSold callAH

Liberty Live Holdings, Inc. Series A Liberty Live Group Common Stock options

Live interpolated LLYVA call and put midpoint premiums by absolute delta.Liberty Live Holdings, Inc. Series A Liberty Live Group Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELLYVA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.06%
Daily close
LLYVA24.3%39.4%54.6%2026-08-14: 30.02%2026-08-21: 26.40%2026-08-24: 27.14%2026-08-25: 26.68%2026-08-26: 28.02%2026-08-27: 27.10%2026-08-28: 27.36%2026-08-31: 26.54%2026-09-01: 29.17%2026-09-02: 27.91%2026-09-03: 28.91%2026-09-08: 31.52%2026-09-09: 31.46%2026-09-10: 32.51%2026-09-11: 33.22%2026-09-15: 36.81%2026-09-16: 45.14%2026-09-17: 52.49%2026-09-18: 29.06%2026-09-21: 28.92%2026-09-22: 29.65%2026-09-23: 29.92%2026-09-24: 29.01%2026-09-25: 29.58%2026-09-28: 29.99%2026-09-29: 29.84%2026-09-30: 30.29%2026-10-01: 30.52%2026-10-02: 30.19%2026-10-05: 32.04%2026-10-07: 31.58%2026-10-08: 32.84%2026-10-12: 36.38%2026-10-14: 44.97%2026-10-16: 28.71%2026-10-19: 28.82%2026-10-20: 28.19%2026-10-21: 29.08%2026-10-22: 28.91%2026-10-23: 29.76%2026-10-26: 30.30%2026-10-27: 29.58%2026-10-28: 29.19%2026-10-29: 28.83%2026-10-30: 30.06%Aug 14Sep 24Oct 30
45 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
30.02%
26.40%
27.14%
26.68%
28.02%
27.10%
27.36%
26.54%
29.17%
27.91%
28.91%
31.52%
31.46%
32.51%
33.22%
36.81%
45.14%
52.49%
29.06%
28.92%
29.65%
29.92%
29.01%
29.58%
29.99%
29.84%
30.29%
30.52%
30.19%
32.04%
31.58%
32.84%
36.38%
44.97%
28.71%
28.82%
28.19%
29.08%
28.91%
29.76%
30.30%
29.58%
29.19%
28.83%
30.06%