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

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Market datapartial · fetched 2026-10-23T16:42:59.563Z

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 · 2026-10-23T16:42:54.970143204Z

FundamentalsAlpha Vantage · unavailable

Share price$96.52
1D+0.2%
$96.28$96.70$97.12$97.54$97.965:30 AM6:30 AM9:00 AM1:00 PMLLYVA
Sold putSold call

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$2.08$5.05$8.02$10.99$13.96$83.23$89.80$96.37$102.95$109.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LLYVA spot · $96.52LLYVA PRICE$2.40$2.54$2.70$3.13$3.57$4.01$4.46$6.07$7.68$9.30$10.91$2.45$2.45$2.59$2.86$3.13$3.41$3.68$3.96$4.23$4.51$6.71$9.91$13.10
PutsExpensive1.34×
CallsExpensive1.13×
SkewBearish+1.09 pp
Implied moveBalanced±$7.26
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.9974.7%16.6%
25Δ87.8957.5%11.5%
30Δ105.3850.8%11.7%90.6348.5%8.8%
35Δ102.5243.7%8.8%91.9145.3%7.7%
40Δ99.9437.5%6.3%93.1842.1%6.7%
45Δ98.7036.3%5.5%94.4638.9%5.7%
50Δ97.4735.2%4.7%95.7435.7%4.6%
55Δ96.2334.0%3.9%97.0132.6%3.6%
60Δ94.9932.9%3.0%98.2929.4%2.6%
65Δ93.0535.6%2.7%99.5726.2%1.5%
70Δ91.1038.3%2.3%102.2627.1%1.0%
75Δ89.1641.1%2.0%105.6830.2%0.8%
80Δ87.2143.8%1.7%109.0933.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.99
IV
74.7%
B/E move
16.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.89
IV
57.5%
B/E move
11.5%

30Δ

Calls
Pseudo strike
105.38
IV
50.8%
B/E move
11.7%
Puts
Pseudo strike
90.63
IV
48.5%
B/E move
8.8%

35Δ

Calls
Pseudo strike
102.52
IV
43.7%
B/E move
8.8%
Puts
Pseudo strike
91.91
IV
45.3%
B/E move
7.7%

40Δ

Calls
Pseudo strike
99.94
IV
37.5%
B/E move
6.3%
Puts
Pseudo strike
93.18
IV
42.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
98.70
IV
36.3%
B/E move
5.5%
Puts
Pseudo strike
94.46
IV
38.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
97.47
IV
35.2%
B/E move
4.7%
Puts
Pseudo strike
95.74
IV
35.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
96.23
IV
34.0%
B/E move
3.9%
Puts
Pseudo strike
97.01
IV
32.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
94.99
IV
32.9%
B/E move
3.0%
Puts
Pseudo strike
98.29
IV
29.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
93.05
IV
35.6%
B/E move
2.7%
Puts
Pseudo strike
99.57
IV
26.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
91.10
IV
38.3%
B/E move
2.3%
Puts
Pseudo strike
102.26
IV
27.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
89.16
IV
41.1%
B/E move
2.0%
Puts
Pseudo strike
105.68
IV
30.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
87.21
IV
43.8%
B/E move
1.7%
Puts
Pseudo strike
109.09
IV
33.2%
B/E move
0.5%

Options history

No recorded observations