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Live Oak Bancshares, Inc. LOB

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Market datapartial · fetched 2026-10-23T02:23:41.642Z

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 · 2026-10-22T23:00:00.003899178Z

FundamentalsAlpha Vantage · unavailable

Share price$35.71
1D+2.1%
AH$34.85$35.31$35.78$36.24$36.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOB
Sold putSold callAH

Live Oak Bancshares, Inc. options

Live interpolated LOB call and put midpoint premiums by absolute delta.Live Oak Bancshares, Inc.$0.23$2.53$4.82$7.11$9.41$29.56$32.88$36.19$39.51$42.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOB spot · $35.71LOB PRICE$0.48$0.75$1.01$1.27$1.54$1.80$2.07$2.33$2.83$4.31$5.79$7.27$8.75$0.74$0.93$1.13$1.33$1.53$1.88$2.24$2.60$2.97$3.33$3.69$4.06$4.42
PutsExpensive1.28×
CallsExpensive1.55×
SkewBullish-9.62 pp
Implied moveBearish±$4.31
TiltBullish13.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7640.9%12.7%31.1260.7%14.9%
25Δ39.1542.5%11.7%32.0757.9%12.8%
30Δ38.5444.1%10.8%33.0155.0%10.7%
35Δ37.9345.7%9.8%33.9652.2%8.6%
40Δ37.3247.3%8.8%34.9149.4%6.5%
45Δ36.7148.9%7.9%35.5448.2%5.7%
50Δ36.1050.5%6.9%36.1547.1%5.0%
55Δ35.5052.0%5.9%36.7646.1%4.4%
60Δ34.6955.3%5.1%37.3645.1%3.7%
65Δ33.0466.2%4.6%37.9744.0%3.0%
70Δ31.3877.0%4.1%38.5743.0%2.3%
75Δ29.7387.8%3.6%39.1842.0%1.6%
80Δ28.0898.6%3.1%39.7841.0%1.0%

20Δ

Calls
Pseudo strike
39.76
IV
40.9%
B/E move
12.7%
Puts
Pseudo strike
31.12
IV
60.7%
B/E move
14.9%

25Δ

Calls
Pseudo strike
39.15
IV
42.5%
B/E move
11.7%
Puts
Pseudo strike
32.07
IV
57.9%
B/E move
12.8%

30Δ

Calls
Pseudo strike
38.54
IV
44.1%
B/E move
10.8%
Puts
Pseudo strike
33.01
IV
55.0%
B/E move
10.7%

35Δ

Calls
Pseudo strike
37.93
IV
45.7%
B/E move
9.8%
Puts
Pseudo strike
33.96
IV
52.2%
B/E move
8.6%

40Δ

Calls
Pseudo strike
37.32
IV
47.3%
B/E move
8.8%
Puts
Pseudo strike
34.91
IV
49.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
36.71
IV
48.9%
B/E move
7.9%
Puts
Pseudo strike
35.54
IV
48.2%
B/E move
5.7%

50Δ

Calls
Pseudo strike
36.10
IV
50.5%
B/E move
6.9%
Puts
Pseudo strike
36.15
IV
47.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
35.50
IV
52.0%
B/E move
5.9%
Puts
Pseudo strike
36.76
IV
46.1%
B/E move
4.4%

60Δ

Calls
Pseudo strike
34.69
IV
55.3%
B/E move
5.1%
Puts
Pseudo strike
37.36
IV
45.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
33.04
IV
66.2%
B/E move
4.6%
Puts
Pseudo strike
37.97
IV
44.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
31.38
IV
77.0%
B/E move
4.1%
Puts
Pseudo strike
38.57
IV
43.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
29.73
IV
87.8%
B/E move
3.6%
Puts
Pseudo strike
39.18
IV
42.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
28.08
IV
98.6%
B/E move
3.1%
Puts
Pseudo strike
39.78
IV
41.0%
B/E move
1.0%

Options history

No recorded observations