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Liberty Global Ltd. Class A Common Shares LBTYA

i

Market dataready · fetched 2026-11-06T21:57:00.958Z

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 · 2026-11-06T21:50:23.288071516Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:57:00.493489+00:00

Share price$10.00
1D+3.0%
AH$9.58$9.70$9.81$9.92$10.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLBTYA
Sold putSold callAH

Liberty Global Ltd. Class A Common Shares options

Live interpolated LBTYA call and put midpoint premiums by absolute delta.Liberty Global Ltd. Class A Common Shares$0.12$0.88$1.64$2.41$3.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELBTYA PRICE$0.50$0.50$0.20$0.24$0.27$0.31$0.35$0.38$0.59$0.95$1.31$1.68$2.04$2.40$2.95
PutsExpensive1.66×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.24293.9%97.4%8.18105.7%20.2%
25Δ15.16218.2%56.6%8.5196.0%17.2%
30Δ8.8586.2%14.3%
35Δ9.1876.4%11.3%
40Δ9.5166.6%8.4%
45Δ9.8456.9%5.4%
50Δ10.2057.7%3.9%
55Δ10.5968.3%3.6%
60Δ10.9878.9%3.3%
65Δ11.3789.5%3.0%
70Δ11.76100.1%2.8%
75Δ12.15110.7%2.5%
80Δ12.73124.9%2.2%

20Δ

Calls
Pseudo strike
19.24
IV
293.9%
B/E move
97.4%
Puts
Pseudo strike
8.18
IV
105.7%
B/E move
20.2%

25Δ

Calls
Pseudo strike
15.16
IV
218.2%
B/E move
56.6%
Puts
Pseudo strike
8.51
IV
96.0%
B/E move
17.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.85
IV
86.2%
B/E move
14.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.18
IV
76.4%
B/E move
11.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.51
IV
66.6%
B/E move
8.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.84
IV
56.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.20
IV
57.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.59
IV
68.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.98
IV
78.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.37
IV
89.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.76
IV
100.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.15
IV
110.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.73
IV
124.9%
B/E move
2.2%

Options history

IV · four-Friday blend59.30%
Daily close
LBTYA48.2%61.9%75.6%2026-09-01: 59.97%2026-09-21: 50.11%2026-10-19: 59.47%2026-10-26: 54.98%2026-10-27: 73.71%2026-10-28: 55.02%2026-10-29: 59.30%Sep 1Oct 26Oct 29
7 observations2026-09-01 — 2026-10-29
Table
DateIV (%)
59.97%
50.11%
59.47%
54.98%
73.71%
55.02%
59.30%