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LPL Financial Holdings Inc. Common Stock LPLA

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-12T02:31:06.082Z

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 · 2026-11-11T21:04:24.444873903Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:21:09.083233+00:00

Share price$303.03
1D-1.8%
AH$301$304$307$310$3135:30 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$1.74$8.75$15.76$22.78$29.79$274.44$288.11$301.79$315.46$329.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LPLA spot · $303.03LPLA PRICE$2.49$3.24$3.96$4.68$5.45$6.33$7.22$8.10$9.10$10.41$11.72$13.04$14.35$2.90$3.50$4.45$5.47$6.50$7.98$9.90$11.83$13.85$16.40$18.95$22.51$27.77
PutsExpensive1.33×
CallsCheap0.90×
SkewBearish+9.94 pp
Implied moveBearish±$17.12
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ324.6348.1%8.0%283.3253.1%7.5%
25Δ319.8247.3%6.6%289.0447.7%5.8%
30Δ316.1345.3%5.6%292.5046.4%4.9%
35Δ312.4443.3%4.6%295.5146.0%4.3%
40Δ309.1741.5%3.8%298.5245.5%3.6%
45Δ306.7140.3%3.3%301.5246.2%3.1%
50Δ304.2539.1%2.8%304.5047.8%2.8%
55Δ301.8037.8%2.3%307.4949.4%2.4%
60Δ299.4236.6%1.8%310.5750.9%2.1%
65Δ297.2735.6%1.5%314.1651.3%1.7%
70Δ295.1234.6%1.3%317.7551.6%1.4%
75Δ292.9833.6%1.0%322.2453.0%1.1%
80Δ290.8332.6%0.7%328.2556.2%0.8%

20Δ

Calls
Pseudo strike
324.63
IV
48.1%
B/E move
8.0%
Puts
Pseudo strike
283.32
IV
53.1%
B/E move
7.5%

25Δ

Calls
Pseudo strike
319.82
IV
47.3%
B/E move
6.6%
Puts
Pseudo strike
289.04
IV
47.7%
B/E move
5.8%

30Δ

Calls
Pseudo strike
316.13
IV
45.3%
B/E move
5.6%
Puts
Pseudo strike
292.50
IV
46.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
312.44
IV
43.3%
B/E move
4.6%
Puts
Pseudo strike
295.51
IV
46.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
309.17
IV
41.5%
B/E move
3.8%
Puts
Pseudo strike
298.52
IV
45.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
306.71
IV
40.3%
B/E move
3.3%
Puts
Pseudo strike
301.52
IV
46.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
304.25
IV
39.1%
B/E move
2.8%
Puts
Pseudo strike
304.50
IV
47.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
301.80
IV
37.8%
B/E move
2.3%
Puts
Pseudo strike
307.49
IV
49.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
299.42
IV
36.6%
B/E move
1.8%
Puts
Pseudo strike
310.57
IV
50.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
297.27
IV
35.6%
B/E move
1.5%
Puts
Pseudo strike
314.16
IV
51.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
295.12
IV
34.6%
B/E move
1.3%
Puts
Pseudo strike
317.75
IV
51.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
292.98
IV
33.6%
B/E move
1.0%
Puts
Pseudo strike
322.24
IV
53.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
290.83
IV
32.6%
B/E move
0.7%
Puts
Pseudo strike
328.25
IV
56.2%
B/E move
0.8%

Options history

IV · four-Friday blend39.45%
Daily EOD
LPLA37.9%40.3%42.7%2026-10-19: 41.16%2026-10-20: 41.25%2026-10-21: 41.01%2026-10-22: 41.82%2026-10-23: 42.00%2026-10-26: 42.25%2026-10-27: 42.35%2026-10-28: 38.36%2026-10-29: 38.21%2026-10-30: 39.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.16%
41.25%
41.01%
41.82%
42.00%
42.25%
42.35%
38.36%
38.21%
39.45%