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Loar Holdings Inc. LOAR

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-12T01:39:30.779Z

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 · 2026-11-12T00:00:00.001862354Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:39:30.873939+00:00

Share price$79.24
1D+0.4%
AH$78.19$78.48$78.76$79.04$79.335:30 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.$0.67$2.39$4.11$5.83$7.55$63.87$71.05$78.23$85.41$92.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOAR spot · $79.24LOAR PRICE$0.90$1.01$1.27$1.54$1.80$2.06$2.38$2.76$3.13$3.51$3.88$4.25$4.63$0.86$1.06$1.43$1.79$2.15$2.52$2.88$3.39$4.04$4.69$5.34$5.99$7.05
PutsCheap0.84×
CallsCheap0.59×
SkewBearish+3.98 pp
Implied moveBearish±$5.26
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.7770.5%11.9%73.2160.9%8.7%
25Δ84.6557.1%8.1%75.1554.1%6.5%
30Δ83.6155.5%7.1%76.0454.1%5.8%
35Δ82.5654.0%6.1%76.9354.1%5.2%
40Δ81.5152.4%5.1%77.8154.1%4.5%
45Δ80.4750.9%4.1%78.7054.1%3.9%
50Δ79.6049.4%3.5%79.5954.1%3.2%
55Δ78.8947.9%3.0%80.5153.9%2.7%
60Δ78.1846.4%2.6%81.4653.7%2.3%
65Δ77.4744.9%2.2%82.4153.5%1.9%
70Δ76.7543.5%1.8%83.3753.3%1.5%
75Δ76.0442.0%1.3%84.3253.0%1.1%
80Δ75.3340.5%0.9%85.6654.1%0.8%

20Δ

Calls
Pseudo strike
87.77
IV
70.5%
B/E move
11.9%
Puts
Pseudo strike
73.21
IV
60.9%
B/E move
8.7%

25Δ

Calls
Pseudo strike
84.65
IV
57.1%
B/E move
8.1%
Puts
Pseudo strike
75.15
IV
54.1%
B/E move
6.5%

30Δ

Calls
Pseudo strike
83.61
IV
55.5%
B/E move
7.1%
Puts
Pseudo strike
76.04
IV
54.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
82.56
IV
54.0%
B/E move
6.1%
Puts
Pseudo strike
76.93
IV
54.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
81.51
IV
52.4%
B/E move
5.1%
Puts
Pseudo strike
77.81
IV
54.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
80.47
IV
50.9%
B/E move
4.1%
Puts
Pseudo strike
78.70
IV
54.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
79.60
IV
49.4%
B/E move
3.5%
Puts
Pseudo strike
79.59
IV
54.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
78.89
IV
47.9%
B/E move
3.0%
Puts
Pseudo strike
80.51
IV
53.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
78.18
IV
46.4%
B/E move
2.6%
Puts
Pseudo strike
81.46
IV
53.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
77.47
IV
44.9%
B/E move
2.2%
Puts
Pseudo strike
82.41
IV
53.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
76.75
IV
43.5%
B/E move
1.8%
Puts
Pseudo strike
83.37
IV
53.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
76.04
IV
42.0%
B/E move
1.3%
Puts
Pseudo strike
84.32
IV
53.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
75.33
IV
40.5%
B/E move
0.9%
Puts
Pseudo strike
85.66
IV
54.1%
B/E move
0.8%

Options history

IV · four-Friday blend50.49%
Daily EOD
LOAR46.6%49.2%51.8%2026-10-19: 47.74%2026-10-20: 46.93%2026-10-21: 49.50%2026-10-22: 47.45%2026-10-23: 49.41%2026-10-26: 51.44%2026-10-27: 50.28%2026-10-28: 49.69%2026-10-29: 47.94%2026-10-30: 50.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.74%
46.93%
49.50%
47.45%
49.41%
51.44%
50.28%
49.69%
47.94%
50.49%