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

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-23T02:00:34.083Z

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 · 2026-10-22T20:00:06.578147322Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:00:32.857183+00:00

Share price$97.24
1D+1.5%
AH$95.64$96.28$96.93$97.57$98.215:30 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$1.73$3.41$5.10$6.78$8.47$84.58$91.03$97.48$103.93$110.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LLYVA spot · $97.24LLYVA PRICE$2.42$1.91$2.33$2.46$2.47$2.86$3.33$3.81$4.28$4.85$5.75$6.65$7.55$2.45$2.45$2.47$2.49$2.74$3.18$3.62$4.06$4.50$5.34$6.22$7.10$7.98
PutsExpensive1.25×
CallsExpensive1.12×
SkewBullish-1.76 pp
Implied moveBearish±$6.96
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.5089.4%30.5%82.9675.9%17.2%
25Δ108.5850.3%13.6%88.4257.2%11.6%
30Δ105.8048.0%11.2%91.6545.8%8.3%
35Δ103.1341.7%8.6%93.9737.4%5.9%
40Δ100.5133.8%5.9%95.6033.0%4.5%
45Δ99.1231.8%4.9%96.6732.0%3.9%
50Δ98.0331.3%4.2%97.7430.9%3.2%
55Δ96.9430.8%3.6%98.8129.9%2.6%
60Δ95.8530.3%3.0%99.8928.8%1.9%
65Δ94.7229.9%2.4%101.0828.6%1.5%
70Δ93.4730.0%2.0%102.2928.5%1.2%
75Δ92.2230.0%1.7%103.4928.4%0.9%
80Δ90.9730.1%1.3%104.7028.2%0.5%

20Δ

Calls
Pseudo strike
124.50
IV
89.4%
B/E move
30.5%
Puts
Pseudo strike
82.96
IV
75.9%
B/E move
17.2%

25Δ

Calls
Pseudo strike
108.58
IV
50.3%
B/E move
13.6%
Puts
Pseudo strike
88.42
IV
57.2%
B/E move
11.6%

30Δ

Calls
Pseudo strike
105.80
IV
48.0%
B/E move
11.2%
Puts
Pseudo strike
91.65
IV
45.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
103.13
IV
41.7%
B/E move
8.6%
Puts
Pseudo strike
93.97
IV
37.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
100.51
IV
33.8%
B/E move
5.9%
Puts
Pseudo strike
95.60
IV
33.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
99.12
IV
31.8%
B/E move
4.9%
Puts
Pseudo strike
96.67
IV
32.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
98.03
IV
31.3%
B/E move
4.2%
Puts
Pseudo strike
97.74
IV
30.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
96.94
IV
30.8%
B/E move
3.6%
Puts
Pseudo strike
98.81
IV
29.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
95.85
IV
30.3%
B/E move
3.0%
Puts
Pseudo strike
99.89
IV
28.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
94.72
IV
29.9%
B/E move
2.4%
Puts
Pseudo strike
101.08
IV
28.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
93.47
IV
30.0%
B/E move
2.0%
Puts
Pseudo strike
102.29
IV
28.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
92.22
IV
30.0%
B/E move
1.7%
Puts
Pseudo strike
103.49
IV
28.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
90.97
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
104.70
IV
28.2%
B/E move
0.5%

Options history

No recorded observations