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LPL Financial Holdings Inc. Common Stock LPLA

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Market datapartial · fetched 2026-10-22T22:57:57.913Z

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 · 2026-10-22T22:27:06.540321592Z

FundamentalsAlpha Vantage · unavailable

Share price$318.85
1D+0.0%
AH$316$318$320$322$3245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLPLA
Sold putSold callAH

LPL Financial Holdings Inc. Common Stock options

Live interpolated LPLA call and put midpoint premiums by absolute delta.LPL Financial Holdings Inc. Common Stock$3.14$14.48$25.81$37.15$48.48$264.36$291.52$318.68$345.84$373.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LPLA spot · $318.85LPLA PRICE$4.37$5.99$7.70$9.50$11.04$13.05$15.67$18.42$21.30$25.21$29.73$35.13$41.51$5.91$7.65$9.46$11.32$13.43$15.99$18.89$22.12$25.76$29.59$34.05$39.10$45.21
PutsExpensive1.46×
CallsExpensive1.37×
SkewBearish+0.38 pp
Implied moveBearish±$34.57
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ359.9346.2%14.3%284.1554.5%12.7%
25Δ353.1847.3%12.6%292.3952.8%10.7%
30Δ346.6147.9%11.1%299.6451.1%9.0%
35Δ340.1948.2%9.7%305.9149.4%7.6%
40Δ333.6746.3%8.1%311.8748.2%6.4%
45Δ327.7545.8%6.9%317.3348.0%5.5%
50Δ322.6047.0%6.1%322.8348.0%4.7%
55Δ317.3247.8%5.3%328.3948.1%3.9%
60Δ311.8948.0%4.5%334.1748.1%3.3%
65Δ305.9049.4%3.8%340.0548.0%2.6%
70Δ299.5551.3%3.3%346.3447.5%2.1%
75Δ292.3053.0%2.7%353.1047.1%1.5%
80Δ284.1454.6%2.1%360.7547.0%1.0%

20Δ

Calls
Pseudo strike
359.93
IV
46.2%
B/E move
14.3%
Puts
Pseudo strike
284.15
IV
54.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
353.18
IV
47.3%
B/E move
12.6%
Puts
Pseudo strike
292.39
IV
52.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
346.61
IV
47.9%
B/E move
11.1%
Puts
Pseudo strike
299.64
IV
51.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
340.19
IV
48.2%
B/E move
9.7%
Puts
Pseudo strike
305.91
IV
49.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
333.67
IV
46.3%
B/E move
8.1%
Puts
Pseudo strike
311.87
IV
48.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
327.75
IV
45.8%
B/E move
6.9%
Puts
Pseudo strike
317.33
IV
48.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
322.60
IV
47.0%
B/E move
6.1%
Puts
Pseudo strike
322.83
IV
48.0%
B/E move
4.7%

55Δ

Calls
Pseudo strike
317.32
IV
47.8%
B/E move
5.3%
Puts
Pseudo strike
328.39
IV
48.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
311.89
IV
48.0%
B/E move
4.5%
Puts
Pseudo strike
334.17
IV
48.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
305.90
IV
49.4%
B/E move
3.8%
Puts
Pseudo strike
340.05
IV
48.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
299.55
IV
51.3%
B/E move
3.3%
Puts
Pseudo strike
346.34
IV
47.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
292.30
IV
53.0%
B/E move
2.7%
Puts
Pseudo strike
353.10
IV
47.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
284.14
IV
54.6%
B/E move
2.1%
Puts
Pseudo strike
360.75
IV
47.0%
B/E move
1.0%

Options history

No recorded observations