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Lithia Motors, Inc. LAD

i

Market dataready · fetched 2026-11-04T03:33:33.853Z

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 · 2026-11-04T00:00:00.002904658Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:33:33.345855+00:00

Share price$298.77
1D-3.0%
AH$296$300$303$307$3115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLAD
Sold putSold callAH

Lithia Motors, Inc. options

Live interpolated LAD call and put midpoint premiums by absolute delta.Lithia Motors, Inc.$2.04$10.84$19.64$28.44$37.24$255.96$279.35$302.74$326.12$349.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAD spot · $298.77LAD PRICE$2.99$3.94$5.08$6.22$7.47$8.81$10.14$12.00$13.96$15.91$18.58$21.28$24.48$3.77$4.90$6.24$7.58$9.37$11.26$13.18$15.20$17.23$20.43$24.44$29.26$34.71
PutsCheap0.95×
CallsCheap0.65×
SkewBearish+5.67 pp
Implied moveBearish±$23.32
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ325.2142.7%9.8%274.7949.5%9.3%
25Δ319.9542.8%8.4%280.4948.2%7.8%
30Δ315.7742.8%7.4%284.8847.6%6.7%
35Δ311.6042.8%6.4%289.2647.0%5.7%
40Δ307.7742.5%5.5%293.2047.3%5.0%
45Δ304.1642.0%4.8%297.0647.7%4.3%
50Δ300.5641.6%4.0%300.8947.8%3.7%
55Δ297.0741.8%3.4%304.6846.9%3.1%
60Δ293.6242.0%2.9%308.4646.1%2.5%
65Δ290.1642.3%2.4%313.0346.8%2.1%
70Δ286.2642.4%2.0%318.1448.5%1.7%
75Δ282.3542.5%1.6%324.0549.9%1.3%
80Δ278.0342.4%1.3%330.5751.2%1.0%

20Δ

Calls
Pseudo strike
325.21
IV
42.7%
B/E move
9.8%
Puts
Pseudo strike
274.79
IV
49.5%
B/E move
9.3%

25Δ

Calls
Pseudo strike
319.95
IV
42.8%
B/E move
8.4%
Puts
Pseudo strike
280.49
IV
48.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
315.77
IV
42.8%
B/E move
7.4%
Puts
Pseudo strike
284.88
IV
47.6%
B/E move
6.7%

35Δ

Calls
Pseudo strike
311.60
IV
42.8%
B/E move
6.4%
Puts
Pseudo strike
289.26
IV
47.0%
B/E move
5.7%

40Δ

Calls
Pseudo strike
307.77
IV
42.5%
B/E move
5.5%
Puts
Pseudo strike
293.20
IV
47.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
304.16
IV
42.0%
B/E move
4.8%
Puts
Pseudo strike
297.06
IV
47.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
300.56
IV
41.6%
B/E move
4.0%
Puts
Pseudo strike
300.89
IV
47.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
297.07
IV
41.8%
B/E move
3.4%
Puts
Pseudo strike
304.68
IV
46.9%
B/E move
3.1%

60Δ

Calls
Pseudo strike
293.62
IV
42.0%
B/E move
2.9%
Puts
Pseudo strike
308.46
IV
46.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
290.16
IV
42.3%
B/E move
2.4%
Puts
Pseudo strike
313.03
IV
46.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
286.26
IV
42.4%
B/E move
2.0%
Puts
Pseudo strike
318.14
IV
48.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
282.35
IV
42.5%
B/E move
1.6%
Puts
Pseudo strike
324.05
IV
49.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
278.03
IV
42.4%
B/E move
1.3%
Puts
Pseudo strike
330.57
IV
51.2%
B/E move
1.0%

Options history

IV · four-Friday blend40.89%
Daily EOD
LAD38.0%40.6%43.2%2026-10-19: 42.23%2026-10-20: 42.80%2026-10-21: 38.32%2026-10-22: 39.60%2026-10-23: 39.63%2026-10-26: 38.79%2026-10-27: 38.88%2026-10-28: 39.25%2026-10-29: 39.39%2026-10-30: 40.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.23%
42.80%
38.32%
39.60%
39.63%
38.79%
38.88%
39.25%
39.39%
40.89%