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Autoliv, Inc. ALV

i

Market dataready · fetched 2026-11-04T02:33:51.738Z

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 · 2026-11-04T00:00:00.003717204Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T02:33:51.183021+00:00

Share price$119.36
1D-2.9%
AH$119$120$121$122$1235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALV
Sold putSold callAH

Autoliv, Inc. options

Live interpolated ALV call and put midpoint premiums by absolute delta.Autoliv, Inc.$0.67$3.15$5.64$8.12$10.60$104.13$110.94$117.75$124.56$131.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ALV spot · $119.36ALV PRICE$0.94$1.23$1.55$1.92$2.28$2.64$3.08$3.90$4.71$5.52$6.34$8.08$9.89$1.15$1.21$1.41$1.64$1.87$2.10$2.33$2.86$3.60$4.35$5.10$5.84
Puts——
CallsCheap0.93×
Skew——
Implied moveBullish±$5.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.4932.6%7.6%111.4239.8%7.6%
25Δ125.8432.6%6.5%114.4531.0%5.1%
30Δ124.4432.4%5.6%115.7828.2%4.2%
35Δ123.2831.9%4.9%116.7326.7%3.6%
40Δ122.1231.5%4.2%117.6925.1%3.0%
45Δ120.9731.0%3.6%118.6423.6%2.4%
50Δ119.8130.9%3.0%119.6022.1%1.8%
55Δ118.6332.3%2.7%120.5622.0%1.4%
60Δ117.4533.6%2.3%121.5422.8%1.2%
65Δ116.2735.0%2.0%122.5223.7%1.0%
70Δ115.0936.3%1.7%123.4924.6%0.8%
75Δ113.0539.4%1.5%124.4725.5%0.6%
80Δ110.9442.7%1.2%

20Δ

Calls
Pseudo strike
127.49
IV
32.6%
B/E move
7.6%
Puts
Pseudo strike
111.42
IV
39.8%
B/E move
7.6%

25Δ

Calls
Pseudo strike
125.84
IV
32.6%
B/E move
6.5%
Puts
Pseudo strike
114.45
IV
31.0%
B/E move
5.1%

30Δ

Calls
Pseudo strike
124.44
IV
32.4%
B/E move
5.6%
Puts
Pseudo strike
115.78
IV
28.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
123.28
IV
31.9%
B/E move
4.9%
Puts
Pseudo strike
116.73
IV
26.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
122.12
IV
31.5%
B/E move
4.2%
Puts
Pseudo strike
117.69
IV
25.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
120.97
IV
31.0%
B/E move
3.6%
Puts
Pseudo strike
118.64
IV
23.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
119.81
IV
30.9%
B/E move
3.0%
Puts
Pseudo strike
119.60
IV
22.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
118.63
IV
32.3%
B/E move
2.7%
Puts
Pseudo strike
120.56
IV
22.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
117.45
IV
33.6%
B/E move
2.3%
Puts
Pseudo strike
121.54
IV
22.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
116.27
IV
35.0%
B/E move
2.0%
Puts
Pseudo strike
122.52
IV
23.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
115.09
IV
36.3%
B/E move
1.7%
Puts
Pseudo strike
123.49
IV
24.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
113.05
IV
39.4%
B/E move
1.5%
Puts
Pseudo strike
124.47
IV
25.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
110.94
IV
42.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.90%
Daily close
ALV25.7%32.4%39.0%2026-08-05: 30.08%2026-08-06: 30.10%2026-08-07: 29.63%2026-08-10: 31.08%2026-08-11: 29.79%2026-08-12: 29.48%2026-08-13: 29.03%2026-08-14: 28.10%2026-08-18: 28.75%2026-08-21: 27.73%2026-08-24: 28.50%2026-08-25: 27.17%2026-08-26: 27.26%2026-08-27: 27.06%2026-08-28: 27.24%2026-08-31: 27.90%2026-09-01: 27.14%2026-09-02: 28.01%2026-09-03: 26.60%2026-09-04: 26.94%2026-09-08: 29.70%2026-09-09: 29.42%2026-09-10: 29.48%2026-09-11: 28.46%2026-09-14: 30.87%2026-09-16: 38.11%2026-09-18: 29.51%2026-09-21: 29.59%2026-09-22: 29.70%2026-09-23: 28.85%2026-09-24: 29.43%2026-09-25: 29.83%2026-09-28: 30.42%2026-09-29: 29.53%2026-09-30: 30.07%2026-10-01: 30.05%2026-10-02: 30.49%2026-10-05: 29.50%2026-10-06: 31.42%2026-10-07: 30.28%2026-10-08: 31.00%2026-10-12: 32.61%2026-10-16: 31.45%2026-10-19: 31.55%2026-10-20: 31.58%2026-10-21: 32.69%2026-10-22: 33.86%2026-10-23: 30.14%2026-10-26: 30.67%2026-10-27: 30.85%2026-10-28: 29.45%2026-10-29: 29.67%2026-10-30: 29.90%Aug 5Sep 18Oct 30
53 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.08%
30.10%
29.63%
31.08%
29.79%
29.48%
29.03%
28.10%
28.75%
27.73%
28.50%
27.17%
27.26%
27.06%
27.24%
27.90%
27.14%
28.01%
26.60%
26.94%
29.70%
29.42%
29.48%
28.46%
30.87%
38.11%
29.51%
29.59%
29.70%
28.85%
29.43%
29.83%
30.42%
29.53%
30.07%
30.05%
30.49%
29.50%
31.42%
30.28%
31.00%
32.61%
31.45%
31.55%
31.58%
32.69%
33.86%
30.14%
30.67%
30.85%
29.45%
29.67%
29.90%