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Liquidity Services, Inc. Common Stock LQDT

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-11-12T03:24:40.004Z

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 · 2026-11-11T21:05:00.502945102Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:24:38.719491+00:00

Share price$46.26
1D+0.8%
AH$45.51$45.78$46.05$46.31$46.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLQDT
Sold putSold callAH

Liquidity Services, Inc. Common Stock options

Live interpolated LQDT call and put midpoint premiums by absolute delta.Liquidity Services, Inc. Common Stock$0.71$2.19$3.68$5.16$6.65$38.89$42.65$46.41$50.17$53.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LQDT spot · $46.26LQDT PRICE$0.88$1.05$1.24$1.44$1.66$1.89$2.11$2.34$2.56$3.10$3.98$4.85$5.73$0.87$1.16$1.44$1.73$2.02$2.35$2.68$3.01$3.33$3.66$3.99$4.31$6.22
PutsExpensive2.51×
CallsExpensive1.64×
SkewBullish-4.11 pp
Implied moveBearish±$4.79
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.02119.2%20.8%41.0696.2%13.1%
25Δ53.00109.1%16.9%42.0894.7%11.5%
30Δ51.0099.1%12.9%43.1093.1%9.9%
35Δ49.5892.0%10.3%44.1391.5%8.4%
40Δ48.7587.7%9.0%45.1089.7%6.9%
45Δ47.9283.4%7.7%45.7986.3%6.1%
50Δ47.0979.1%6.4%46.4883.0%5.3%
55Δ46.2574.9%5.0%47.1779.6%4.5%
60Δ45.4270.6%3.7%47.8676.2%3.7%
65Δ44.4870.9%2.9%48.5572.9%3.0%
70Δ43.4275.8%2.5%49.2469.5%2.2%
75Δ42.3680.8%2.1%49.9366.2%1.4%
80Δ41.3085.7%1.7%51.9776.1%1.1%

20Δ

Calls
Pseudo strike
55.02
IV
119.2%
B/E move
20.8%
Puts
Pseudo strike
41.06
IV
96.2%
B/E move
13.1%

25Δ

Calls
Pseudo strike
53.00
IV
109.1%
B/E move
16.9%
Puts
Pseudo strike
42.08
IV
94.7%
B/E move
11.5%

30Δ

Calls
Pseudo strike
51.00
IV
99.1%
B/E move
12.9%
Puts
Pseudo strike
43.10
IV
93.1%
B/E move
9.9%

35Δ

Calls
Pseudo strike
49.58
IV
92.0%
B/E move
10.3%
Puts
Pseudo strike
44.13
IV
91.5%
B/E move
8.4%

40Δ

Calls
Pseudo strike
48.75
IV
87.7%
B/E move
9.0%
Puts
Pseudo strike
45.10
IV
89.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
47.92
IV
83.4%
B/E move
7.7%
Puts
Pseudo strike
45.79
IV
86.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
47.09
IV
79.1%
B/E move
6.4%
Puts
Pseudo strike
46.48
IV
83.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
46.25
IV
74.9%
B/E move
5.0%
Puts
Pseudo strike
47.17
IV
79.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
45.42
IV
70.6%
B/E move
3.7%
Puts
Pseudo strike
47.86
IV
76.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
44.48
IV
70.9%
B/E move
2.9%
Puts
Pseudo strike
48.55
IV
72.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
43.42
IV
75.8%
B/E move
2.5%
Puts
Pseudo strike
49.24
IV
69.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
42.36
IV
80.8%
B/E move
2.1%
Puts
Pseudo strike
49.93
IV
66.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
41.30
IV
85.7%
B/E move
1.7%
Puts
Pseudo strike
51.97
IV
76.1%
B/E move
1.1%

Options history

IV · four-Friday blend43.83%
Daily close
LQDT36.9%40.6%44.3%2026-09-01: 40.22%2026-09-03: 39.87%2026-09-22: 38.39%2026-09-23: 37.40%2026-09-24: 40.99%2026-09-25: 39.44%2026-10-16: 39.41%2026-10-19: 39.98%2026-10-20: 40.44%2026-10-21: 39.95%2026-10-22: 40.90%2026-10-23: 41.34%2026-10-26: 40.36%2026-10-27: 40.74%2026-10-28: 43.11%2026-10-29: 43.83%Sep 1Oct 19Oct 29
16 observations2026-09-01 — 2026-10-29
Table
DateIV (%)
40.22%
39.87%
38.39%
37.40%
40.99%
39.44%
39.41%
39.98%
40.44%
39.95%
40.90%
41.34%
40.36%
40.74%
43.11%
43.83%