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Loar Holdings Inc. LOAR

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Market datapartial · fetched 2026-10-22T17:27:24.503Z

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 · 2026-10-22T17:24:59.037477316Z

FundamentalsAlpha Vantage · unavailable

Share price$62.81
1D+0.7%
$61.48$61.94$62.40$62.86$63.325:30 AM6:30 AM9:00 AM1:00 PMLOAR
Sold putSold call

Loar Holdings Inc. options

Live interpolated LOAR call and put midpoint premiums by absolute delta.Loar Holdings Inc.$0.32$7.29$14.26$21.23$28.20$47.38$54.18$60.97$67.77$74.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOAR spot · $62.81LOAR PRICE$1.07$1.44$1.80$2.17$2.54$2.92$3.47$4.03$4.59$5.15$5.90$6.69$7.48$1.89$2.34$2.78$5.20$7.83$10.45$13.07$15.70$18.32$20.94$23.57$26.19
PutsExpensive1.50×
CallsExpensive1.17×
SkewBearish+20.71 pp
Implied moveBearish±$13.92
TiltBearish50.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.7651.7%17.5%
25Δ71.1851.9%15.6%56.4764.6%13.1%
30Δ69.6152.1%13.7%58.1662.6%11.1%
35Δ68.0452.4%11.8%59.8460.5%9.2%
40Δ66.4652.6%9.8%62.8163.1%8.3%
45Δ64.9252.8%8.0%65.9166.2%7.5%
50Δ63.7452.5%7.0%69.0169.2%6.8%
55Δ62.5652.2%6.0%72.1172.3%6.0%
60Δ61.3851.9%5.0%75.2175.4%5.3%
65Δ60.2051.6%4.1%78.3178.4%4.5%
70Δ59.0150.4%3.4%81.4181.5%3.7%
75Δ57.8249.1%2.7%84.5084.6%3.0%
80Δ56.6347.7%2.1%87.6087.6%2.2%

20Δ

Calls
Pseudo strike
72.76
IV
51.7%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
71.18
IV
51.9%
B/E move
15.6%
Puts
Pseudo strike
56.47
IV
64.6%
B/E move
13.1%

30Δ

Calls
Pseudo strike
69.61
IV
52.1%
B/E move
13.7%
Puts
Pseudo strike
58.16
IV
62.6%
B/E move
11.1%

35Δ

Calls
Pseudo strike
68.04
IV
52.4%
B/E move
11.8%
Puts
Pseudo strike
59.84
IV
60.5%
B/E move
9.2%

40Δ

Calls
Pseudo strike
66.46
IV
52.6%
B/E move
9.8%
Puts
Pseudo strike
62.81
IV
63.1%
B/E move
8.3%

45Δ

Calls
Pseudo strike
64.92
IV
52.8%
B/E move
8.0%
Puts
Pseudo strike
65.91
IV
66.2%
B/E move
7.5%

50Δ

Calls
Pseudo strike
63.74
IV
52.5%
B/E move
7.0%
Puts
Pseudo strike
69.01
IV
69.2%
B/E move
6.8%

55Δ

Calls
Pseudo strike
62.56
IV
52.2%
B/E move
6.0%
Puts
Pseudo strike
72.11
IV
72.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
61.38
IV
51.9%
B/E move
5.0%
Puts
Pseudo strike
75.21
IV
75.4%
B/E move
5.3%

65Δ

Calls
Pseudo strike
60.20
IV
51.6%
B/E move
4.1%
Puts
Pseudo strike
78.31
IV
78.4%
B/E move
4.5%

70Δ

Calls
Pseudo strike
59.01
IV
50.4%
B/E move
3.4%
Puts
Pseudo strike
81.41
IV
81.5%
B/E move
3.7%

75Δ

Calls
Pseudo strike
57.82
IV
49.1%
B/E move
2.7%
Puts
Pseudo strike
84.50
IV
84.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
56.63
IV
47.7%
B/E move
2.1%
Puts
Pseudo strike
87.60
IV
87.6%
B/E move
2.2%

Options history

No recorded observations