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

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-13T02:14:53.321Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:00:02.217980939Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:11:45.239340+00:00

Share price$107.62
1D-0.3%
AH$107.31$107.90$108.48$109.07$109.655:30 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$0.98$2.43$3.88$5.33$6.78$97.49$102.70$107.92$113.13$118.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LLYVK spot · $107.62LLYVK PRICE$2.45$1.77$1.85$1.97$2.09$2.39$2.69$2.99$3.28$3.58$3.94$4.76$5.58$1.13$1.53$1.92$2.32$2.56$2.73$2.89$3.06$3.23$3.39$4.26$5.31$6.36
PutsCheap0.87×
CallsExpensive1.61×
SkewBullish-10.57 pp
Implied moveBearish±$5.58
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.80155.1%26.6%102.0146.7%6.3%
25Δ117.7381.3%11.0%102.9150.4%5.8%
30Δ114.0966.1%7.7%103.8054.1%5.3%
35Δ111.9956.8%5.9%104.7057.8%4.9%
40Δ109.9647.9%4.1%105.5756.0%4.3%
45Δ109.1245.8%3.6%106.4251.5%3.7%
50Δ108.2843.8%3.1%107.2747.0%3.0%
55Δ107.4341.7%2.6%108.1242.4%2.4%
60Δ106.5939.6%2.1%108.9837.9%1.7%
65Δ105.7537.5%1.6%109.8333.4%1.1%
70Δ104.8935.6%1.1%110.9833.8%0.8%
75Δ103.8735.1%0.9%112.2035.5%0.7%
80Δ102.8434.6%0.7%113.4337.1%0.5%

20Δ

Calls
Pseudo strike
133.80
IV
155.1%
B/E move
26.6%
Puts
Pseudo strike
102.01
IV
46.7%
B/E move
6.3%

25Δ

Calls
Pseudo strike
117.73
IV
81.3%
B/E move
11.0%
Puts
Pseudo strike
102.91
IV
50.4%
B/E move
5.8%

30Δ

Calls
Pseudo strike
114.09
IV
66.1%
B/E move
7.7%
Puts
Pseudo strike
103.80
IV
54.1%
B/E move
5.3%

35Δ

Calls
Pseudo strike
111.99
IV
56.8%
B/E move
5.9%
Puts
Pseudo strike
104.70
IV
57.8%
B/E move
4.9%

40Δ

Calls
Pseudo strike
109.96
IV
47.9%
B/E move
4.1%
Puts
Pseudo strike
105.57
IV
56.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
109.12
IV
45.8%
B/E move
3.6%
Puts
Pseudo strike
106.42
IV
51.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
108.28
IV
43.8%
B/E move
3.1%
Puts
Pseudo strike
107.27
IV
47.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
107.43
IV
41.7%
B/E move
2.6%
Puts
Pseudo strike
108.12
IV
42.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
106.59
IV
39.6%
B/E move
2.1%
Puts
Pseudo strike
108.98
IV
37.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
105.75
IV
37.5%
B/E move
1.6%
Puts
Pseudo strike
109.83
IV
33.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
104.89
IV
35.6%
B/E move
1.1%
Puts
Pseudo strike
110.98
IV
33.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
103.87
IV
35.1%
B/E move
0.9%
Puts
Pseudo strike
112.20
IV
35.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
102.84
IV
34.6%
B/E move
0.7%
Puts
Pseudo strike
113.43
IV
37.1%
B/E move
0.5%

Options history

IV · four-Friday blend31.01%
Daily EOD
LLYVK27.2%29.2%31.3%2026-10-19: 27.66%2026-10-20: 28.05%2026-10-21: 27.46%2026-10-22: 27.71%2026-10-23: 29.02%2026-10-26: 28.53%2026-10-27: 28.43%2026-10-28: 28.72%2026-10-29: 28.96%2026-10-30: 31.01%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.66%
28.05%
27.46%
27.71%
29.02%
28.53%
28.43%
28.72%
28.96%
31.01%