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Liberty Live Holdings, Inc. Series C Liberty Live Group Common Stock LLYVK

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Market datapartial · fetched 2026-10-23T19:59:25.360Z

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 · 2026-10-23T19:59:21.083635921Z

FundamentalsAlpha Vantage · unavailable

Share price$100.03
1D-1.2%
$99.79$100.19$100.59$100.98$101.385:30 AM6:30 AM9:00 AM1:00 PMLLYVK
Sold putSold call

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

Live interpolated LLYVK call and put midpoint premiums by absolute delta.Liberty Live Holdings, Inc. Series C Liberty Live Group Common Stock$1.25$3.28$5.31$7.35$9.38$88.57$94.36$100.15$105.95$111.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LLYVK spot · $100.03LLYVK PRICE$1.47$1.59$1.73$2.00$2.38$2.76$3.13$3.60$4.24$4.88$5.52$6.16$7.93$1.66$1.93$2.19$2.43$2.67$2.91$3.40$4.01$4.63$5.25$5.87$7.23$8.80
PutsFair1.05×
CallsFair0.96×
SkewBearish+0.63 pp
Implied moveBearish±$6.53
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.2350.8%15.7%90.1250.3%11.6%
25Δ109.2441.0%10.8%92.8144.6%9.1%
30Δ106.3535.1%8.0%95.2639.5%7.0%
35Δ104.3631.9%6.3%96.6736.2%5.8%
40Δ103.1631.1%5.5%98.0833.0%4.6%
45Δ101.9630.4%4.7%99.4929.8%3.4%
50Δ100.7729.6%3.9%100.6628.5%2.8%
55Δ99.6229.0%3.2%101.6928.3%2.4%
60Δ98.5728.9%2.8%102.7228.1%1.9%
65Δ97.5128.7%2.4%103.7527.9%1.5%
70Δ96.4628.5%1.9%104.7827.8%1.1%
75Δ95.4028.3%1.5%106.4328.7%0.8%
80Δ93.3631.3%1.3%108.2529.9%0.6%

20Δ

Calls
Pseudo strike
114.23
IV
50.8%
B/E move
15.7%
Puts
Pseudo strike
90.12
IV
50.3%
B/E move
11.6%

25Δ

Calls
Pseudo strike
109.24
IV
41.0%
B/E move
10.8%
Puts
Pseudo strike
92.81
IV
44.6%
B/E move
9.1%

30Δ

Calls
Pseudo strike
106.35
IV
35.1%
B/E move
8.0%
Puts
Pseudo strike
95.26
IV
39.5%
B/E move
7.0%

35Δ

Calls
Pseudo strike
104.36
IV
31.9%
B/E move
6.3%
Puts
Pseudo strike
96.67
IV
36.2%
B/E move
5.8%

40Δ

Calls
Pseudo strike
103.16
IV
31.1%
B/E move
5.5%
Puts
Pseudo strike
98.08
IV
33.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
101.96
IV
30.4%
B/E move
4.7%
Puts
Pseudo strike
99.49
IV
29.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
100.77
IV
29.6%
B/E move
3.9%
Puts
Pseudo strike
100.66
IV
28.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
99.62
IV
29.0%
B/E move
3.2%
Puts
Pseudo strike
101.69
IV
28.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
98.57
IV
28.9%
B/E move
2.8%
Puts
Pseudo strike
102.72
IV
28.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
97.51
IV
28.7%
B/E move
2.4%
Puts
Pseudo strike
103.75
IV
27.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
96.46
IV
28.5%
B/E move
1.9%
Puts
Pseudo strike
104.78
IV
27.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
95.40
IV
28.3%
B/E move
1.5%
Puts
Pseudo strike
106.43
IV
28.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
93.36
IV
31.3%
B/E move
1.3%
Puts
Pseudo strike
108.25
IV
29.9%
B/E move
0.6%

Options history

No recorded observations