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

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-22T23:23:48.808Z

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 · 2026-10-22T20:00:02.139545785Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:46.924327+00:00

Share price$101.23
1D+0.8%
AH$99.78$100.32$100.87$101.41$101.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLLYVK
Sold putSold callAH

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$1.59$3.65$5.70$7.76$9.82$89.03$95.22$101.42$107.61$113.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LLYVK spot · $101.23LLYVK PRICE$1.81$1.95$2.05$2.24$2.54$2.97$3.39$3.81$4.33$5.18$6.03$6.89$8.07$1.86$2.04$2.20$2.36$2.52$3.09$3.76$4.43$5.10$5.91$7.01$8.12$9.22
PutsExpensive1.09×
CallsFair1.04×
SkewBullish-1.32 pp
Implied moveBearish±$7.15
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.5062.0%19.8%90.2854.6%12.7%
25Δ112.9149.7%13.5%93.7845.6%9.4%
30Δ108.7840.5%9.5%96.1539.4%7.2%
35Δ106.3435.7%7.3%97.9134.6%5.6%
40Δ104.4732.7%5.7%99.6729.8%4.0%
45Δ103.2931.8%5.0%100.9129.2%3.4%
50Δ102.1131.0%4.2%102.0229.7%2.9%
55Δ100.9330.1%3.5%103.1330.1%2.5%
60Δ99.7429.5%2.8%104.2530.5%2.1%
65Δ98.5129.8%2.4%105.4730.9%1.6%
70Δ97.2730.1%2.0%106.9331.0%1.3%
75Δ96.0330.5%1.7%108.3831.1%1.0%
80Δ94.5031.6%1.3%109.8331.3%0.6%

20Δ

Calls
Pseudo strike
119.50
IV
62.0%
B/E move
19.8%
Puts
Pseudo strike
90.28
IV
54.6%
B/E move
12.7%

25Δ

Calls
Pseudo strike
112.91
IV
49.7%
B/E move
13.5%
Puts
Pseudo strike
93.78
IV
45.6%
B/E move
9.4%

30Δ

Calls
Pseudo strike
108.78
IV
40.5%
B/E move
9.5%
Puts
Pseudo strike
96.15
IV
39.4%
B/E move
7.2%

35Δ

Calls
Pseudo strike
106.34
IV
35.7%
B/E move
7.3%
Puts
Pseudo strike
97.91
IV
34.6%
B/E move
5.6%

40Δ

Calls
Pseudo strike
104.47
IV
32.7%
B/E move
5.7%
Puts
Pseudo strike
99.67
IV
29.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
103.29
IV
31.8%
B/E move
5.0%
Puts
Pseudo strike
100.91
IV
29.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
102.11
IV
31.0%
B/E move
4.2%
Puts
Pseudo strike
102.02
IV
29.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
100.93
IV
30.1%
B/E move
3.5%
Puts
Pseudo strike
103.13
IV
30.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
99.74
IV
29.5%
B/E move
2.8%
Puts
Pseudo strike
104.25
IV
30.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
98.51
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
105.47
IV
30.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
97.27
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
106.93
IV
31.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
96.03
IV
30.5%
B/E move
1.7%
Puts
Pseudo strike
108.38
IV
31.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
94.50
IV
31.6%
B/E move
1.3%
Puts
Pseudo strike
109.83
IV
31.3%
B/E move
0.6%

Options history

No recorded observations