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Liquidity Services, Inc. Common Stock LQDT

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Market datapartial · fetched 2026-10-22T23:34:44.454Z

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 · 2026-10-22T20:34:58.720529982Z

FundamentalsAlpha Vantage · unavailable

Share price$44.30
1D-0.1%
AH$43.85$44.01$44.17$44.33$44.495:30 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$0.48$1.83$3.18$4.52$5.87$36.03$39.92$43.81$47.71$51.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LQDT spot · $44.30LQDT PRICE$0.63$0.89$1.17$1.46$1.74$2.03$2.32$2.65$2.99$3.32$3.66$3.99$4.33$1.06$1.35$1.68$2.00$2.33$2.66$2.98$3.40$3.81$4.23$4.65$5.07$5.48
PutsExpensive1.52×
CallsExpensive1.28×
SkewBearish+7.80 pp
Implied moveBearish±$5.30
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.4148.3%15.2%38.2767.8%16.0%
25Δ49.2647.9%13.2%39.8866.0%13.0%
30Δ48.3948.5%11.9%40.9363.7%11.4%
35Δ47.5149.1%10.5%41.9461.3%9.9%
40Δ46.6449.7%9.2%42.9459.0%8.3%
45Δ45.7650.3%7.9%43.9556.6%6.8%
50Δ44.9150.6%6.6%44.9554.2%5.3%
55Δ44.2448.5%5.8%45.6852.0%4.5%
60Δ43.5646.5%5.1%46.4049.7%3.9%
65Δ42.8844.5%4.3%47.1247.4%3.2%
70Δ42.2042.4%3.5%47.8445.2%2.5%
75Δ41.5340.4%2.8%48.5642.9%1.8%
80Δ40.8538.4%2.0%49.2840.6%1.1%

20Δ

Calls
Pseudo strike
50.41
IV
48.3%
B/E move
15.2%
Puts
Pseudo strike
38.27
IV
67.8%
B/E move
16.0%

25Δ

Calls
Pseudo strike
49.26
IV
47.9%
B/E move
13.2%
Puts
Pseudo strike
39.88
IV
66.0%
B/E move
13.0%

30Δ

Calls
Pseudo strike
48.39
IV
48.5%
B/E move
11.9%
Puts
Pseudo strike
40.93
IV
63.7%
B/E move
11.4%

35Δ

Calls
Pseudo strike
47.51
IV
49.1%
B/E move
10.5%
Puts
Pseudo strike
41.94
IV
61.3%
B/E move
9.9%

40Δ

Calls
Pseudo strike
46.64
IV
49.7%
B/E move
9.2%
Puts
Pseudo strike
42.94
IV
59.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
45.76
IV
50.3%
B/E move
7.9%
Puts
Pseudo strike
43.95
IV
56.6%
B/E move
6.8%

50Δ

Calls
Pseudo strike
44.91
IV
50.6%
B/E move
6.6%
Puts
Pseudo strike
44.95
IV
54.2%
B/E move
5.3%

55Δ

Calls
Pseudo strike
44.24
IV
48.5%
B/E move
5.8%
Puts
Pseudo strike
45.68
IV
52.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
43.56
IV
46.5%
B/E move
5.1%
Puts
Pseudo strike
46.40
IV
49.7%
B/E move
3.9%

65Δ

Calls
Pseudo strike
42.88
IV
44.5%
B/E move
4.3%
Puts
Pseudo strike
47.12
IV
47.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
42.20
IV
42.4%
B/E move
3.5%
Puts
Pseudo strike
47.84
IV
45.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
41.53
IV
40.4%
B/E move
2.8%
Puts
Pseudo strike
48.56
IV
42.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
40.85
IV
38.4%
B/E move
2.0%
Puts
Pseudo strike
49.28
IV
40.6%
B/E move
1.1%

Options history

No recorded observations