IntraAlpha
Create free account Start free

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

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-24T04:29:19.885Z

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 · 2026-10-23T20:00:07.20691177Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:20.183642+00:00

Share price$96.37
1D-0.0%
AH$96.25$96.68$97.11$97.53$97.965:30 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$1.79$3.83$5.87$7.91$9.95$83.98$90.59$97.21$103.83$110.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LLYVA spot · $96.37LLYVA PRICE$2.01$2.45$2.40$2.46$2.62$3.10$3.58$4.06$4.63$5.64$6.65$7.66$9.36$2.45$2.45$2.49$2.59$2.69$3.04$3.43$3.83$4.22$4.61$5.36$6.35$7.33
PutsExpensive1.22×
CallsExpensive1.25×
SkewBullish-6.36 pp
Implied moveBullish±$7.01
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.2373.7%23.7%82.8375.5%16.6%
25Δ111.8068.1%18.6%87.7358.1%11.5%
30Δ105.1851.2%11.6%90.8647.2%8.3%
35Δ102.1743.0%8.6%92.7940.7%6.4%
40Δ99.6836.9%6.2%94.7334.3%4.5%
45Δ98.4636.3%5.4%95.8132.2%3.7%
50Δ97.2435.6%4.6%96.7630.9%3.2%
55Δ96.0135.0%3.8%97.7129.5%2.6%
60Δ94.7634.6%3.1%98.6628.2%2.0%
65Δ93.3535.7%2.7%99.6126.8%1.4%
70Δ91.9536.8%2.3%100.7326.2%1.0%
75Δ90.5437.9%1.9%101.9826.2%0.8%
80Δ88.4940.0%1.5%103.2226.1%0.5%

20Δ

Calls
Pseudo strike
117.23
IV
73.7%
B/E move
23.7%
Puts
Pseudo strike
82.83
IV
75.5%
B/E move
16.6%

25Δ

Calls
Pseudo strike
111.80
IV
68.1%
B/E move
18.6%
Puts
Pseudo strike
87.73
IV
58.1%
B/E move
11.5%

30Δ

Calls
Pseudo strike
105.18
IV
51.2%
B/E move
11.6%
Puts
Pseudo strike
90.86
IV
47.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
102.17
IV
43.0%
B/E move
8.6%
Puts
Pseudo strike
92.79
IV
40.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
99.68
IV
36.9%
B/E move
6.2%
Puts
Pseudo strike
94.73
IV
34.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
98.46
IV
36.3%
B/E move
5.4%
Puts
Pseudo strike
95.81
IV
32.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
97.24
IV
35.6%
B/E move
4.6%
Puts
Pseudo strike
96.76
IV
30.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
96.01
IV
35.0%
B/E move
3.8%
Puts
Pseudo strike
97.71
IV
29.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
94.76
IV
34.6%
B/E move
3.1%
Puts
Pseudo strike
98.66
IV
28.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
93.35
IV
35.7%
B/E move
2.7%
Puts
Pseudo strike
99.61
IV
26.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
91.95
IV
36.8%
B/E move
2.3%
Puts
Pseudo strike
100.73
IV
26.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
90.54
IV
37.9%
B/E move
1.9%
Puts
Pseudo strike
101.98
IV
26.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
88.49
IV
40.0%
B/E move
1.5%
Puts
Pseudo strike
103.22
IV
26.1%
B/E move
0.5%

Options history

No recorded observations