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Liquidity Services Inc LQDT

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-10-22T14:54:43.681Z

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 · 2026-10-22T14:54:28.727976168Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:54:41.897385+00:00

Share price$44.29
1D-0.3%
$43.85$44.01$44.17$44.33$44.495:30 AM6:30 AM9:00 AM1:00 PMLQDT
Sold putSold call

Liquidity Services Inc options

Live interpolated LQDT call and put midpoint premiums by absolute delta.Liquidity Services Inc$0.60$3.08$5.56$8.04$10.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELQDT PRICE$0.87$1.13$1.40$1.66$1.92$2.20$2.56$2.91$3.27$3.62$3.98$4.33$4.07$5.21$6.36$7.51$8.66$9.81
PutsExpensive1.60×
CallsExpensive1.22×
SkewBearish+14.76 pp
Implied move——
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ49.2447.3%13.2%
30Δ48.3647.4%11.8%
35Δ47.4747.6%10.3%
40Δ46.5847.7%8.9%
45Δ45.6947.8%7.5%
50Δ44.8547.6%6.3%
55Δ44.1746.0%5.5%46.3255.5%4.6%
60Δ43.5044.4%4.8%47.7357.1%4.0%
65Δ42.8242.9%4.1%49.1558.8%3.4%
70Δ42.1541.3%3.4%50.5760.4%2.8%
75Δ41.4739.7%2.6%51.9862.0%2.2%
80Δ40.8038.1%1.9%53.4063.7%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
49.24
IV
47.3%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
48.36
IV
47.4%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
47.47
IV
47.6%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
46.58
IV
47.7%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
45.69
IV
47.8%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
44.85
IV
47.6%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.17
IV
46.0%
B/E move
5.5%
Puts
Pseudo strike
46.32
IV
55.5%
B/E move
4.6%

60Δ

Calls
Pseudo strike
43.50
IV
44.4%
B/E move
4.8%
Puts
Pseudo strike
47.73
IV
57.1%
B/E move
4.0%

65Δ

Calls
Pseudo strike
42.82
IV
42.9%
B/E move
4.1%
Puts
Pseudo strike
49.15
IV
58.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
42.15
IV
41.3%
B/E move
3.4%
Puts
Pseudo strike
50.57
IV
60.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
41.47
IV
39.7%
B/E move
2.6%
Puts
Pseudo strike
51.98
IV
62.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
40.80
IV
38.1%
B/E move
1.9%
Puts
Pseudo strike
53.40
IV
63.7%
B/E move
1.6%

Options history

No recorded observations