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Loar Holdings Inc. LOAR

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Market datapartial · fetched 2026-10-22T23:44:49.182Z

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 · 2026-10-22T23:00:00.001872607Z

FundamentalsAlpha Vantage · unavailable

Share price$64.82
1D+3.9%
AH$61.34$62.32$63.30$64.28$65.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOAR
Sold putSold callAH

Loar Holdings Inc. options

Live interpolated LOAR call and put midpoint premiums by absolute delta.Loar Holdings Inc.$0.55$4.00$7.45$10.91$14.36$51.34$57.52$63.69$69.86$76.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOAR spot · $64.82LOAR PRICE$0.92$1.18$1.45$1.95$2.46$2.97$3.47$4.04$4.70$5.36$6.03$6.73$7.60$1.64$2.07$2.50$2.97$3.45$3.93$4.64$5.46$6.29$7.12$8.73$10.38$13.37
PutsExpensive1.27×
CallsExpensive1.11×
SkewBearish+12.41 pp
Implied moveBearish±$8.11
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.7547.8%15.2%55.7473.0%16.5%
25Δ71.8345.9%12.6%57.9168.9%13.8%
30Δ69.9544.2%10.1%60.0664.9%11.2%
35Δ68.8745.8%9.3%61.5462.4%9.7%
40Δ67.8047.5%8.4%63.0159.9%8.1%
45Δ66.7249.1%7.5%64.4957.3%6.6%
50Δ65.6550.7%6.6%65.8856.3%5.5%
55Δ64.5251.5%5.8%67.2456.1%4.7%
60Δ63.3351.1%5.0%68.5955.9%3.9%
65Δ62.1450.6%4.1%69.9455.7%3.1%
70Δ60.9450.2%3.3%71.9357.4%2.5%
75Δ59.7549.3%2.6%73.9459.1%1.9%
80Δ58.5546.4%2.0%77.2364.4%1.5%

20Δ

Calls
Pseudo strike
73.75
IV
47.8%
B/E move
15.2%
Puts
Pseudo strike
55.74
IV
73.0%
B/E move
16.5%

25Δ

Calls
Pseudo strike
71.83
IV
45.9%
B/E move
12.6%
Puts
Pseudo strike
57.91
IV
68.9%
B/E move
13.8%

30Δ

Calls
Pseudo strike
69.95
IV
44.2%
B/E move
10.1%
Puts
Pseudo strike
60.06
IV
64.9%
B/E move
11.2%

35Δ

Calls
Pseudo strike
68.87
IV
45.8%
B/E move
9.3%
Puts
Pseudo strike
61.54
IV
62.4%
B/E move
9.7%

40Δ

Calls
Pseudo strike
67.80
IV
47.5%
B/E move
8.4%
Puts
Pseudo strike
63.01
IV
59.9%
B/E move
8.1%

45Δ

Calls
Pseudo strike
66.72
IV
49.1%
B/E move
7.5%
Puts
Pseudo strike
64.49
IV
57.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
65.65
IV
50.7%
B/E move
6.6%
Puts
Pseudo strike
65.88
IV
56.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
64.52
IV
51.5%
B/E move
5.8%
Puts
Pseudo strike
67.24
IV
56.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
63.33
IV
51.1%
B/E move
5.0%
Puts
Pseudo strike
68.59
IV
55.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
62.14
IV
50.6%
B/E move
4.1%
Puts
Pseudo strike
69.94
IV
55.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
60.94
IV
50.2%
B/E move
3.3%
Puts
Pseudo strike
71.93
IV
57.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
59.75
IV
49.3%
B/E move
2.6%
Puts
Pseudo strike
73.94
IV
59.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
58.55
IV
46.4%
B/E move
2.0%
Puts
Pseudo strike
77.23
IV
64.4%
B/E move
1.5%

Options history

No recorded observations