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Liberty Latin America Ltd. Class C Common Stock LILAK

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-11-03T19:13:56.303Z

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 · 2026-11-03T19:12:15.036711965Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T19:13:55.896192+00:00

Share price$8.66
1D-0.4%
$8.60$8.64$8.68$8.73$8.775:30 AM6:30 AM9:00 AM1:00 PMLILAK
Sold putSold call

Liberty Latin America Ltd. Class C Common Stock options

Live interpolated LILAK call and put midpoint premiums by absolute delta.Liberty Latin America Ltd. Class C Common Stock$0.27$1.27$2.26$3.26$4.26$5.85$7.23$8.61$10.00$11.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LILAK spot · $8.65LILAK PRICE$0.38$0.38$0.38$0.44$0.55$0.65$0.75$0.86$0.96$1.06$1.17$1.27$1.37$0.38$0.39$0.53$0.67$0.81$0.95$1.09$1.23$1.37$1.51$1.65$2.80$3.97
PutsExpensive3.86×
CallsExpensive3.16×
SkewBearish+4.55 pp
Implied moveBearish±$1.84
TiltBearish25.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.81224.6%75.5%6.65173.8%27.5%
25Δ12.75175.7%51.7%7.53120.0%17.5%
30Δ10.69126.7%27.8%7.80118.1%16.0%
35Δ9.83108.9%18.7%8.07116.2%14.4%
40Δ9.57106.8%16.9%8.35114.3%12.9%
45Δ9.31104.7%15.1%8.62112.4%11.3%
50Δ9.05102.5%13.3%8.90110.5%9.8%
55Δ8.80100.4%11.5%9.17108.6%8.2%
60Δ8.5498.3%9.7%9.44106.8%6.7%
65Δ8.2896.1%8.0%9.72104.9%5.1%
70Δ8.0294.0%6.2%9.99103.0%3.6%
75Δ7.7791.8%4.4%11.17131.0%3.3%
80Δ7.5189.7%2.6%12.37159.8%3.0%

20Δ

Calls
Pseudo strike
14.81
IV
224.6%
B/E move
75.5%
Puts
Pseudo strike
6.65
IV
173.8%
B/E move
27.5%

25Δ

Calls
Pseudo strike
12.75
IV
175.7%
B/E move
51.7%
Puts
Pseudo strike
7.53
IV
120.0%
B/E move
17.5%

30Δ

Calls
Pseudo strike
10.69
IV
126.7%
B/E move
27.8%
Puts
Pseudo strike
7.80
IV
118.1%
B/E move
16.0%

35Δ

Calls
Pseudo strike
9.83
IV
108.9%
B/E move
18.7%
Puts
Pseudo strike
8.07
IV
116.2%
B/E move
14.4%

40Δ

Calls
Pseudo strike
9.57
IV
106.8%
B/E move
16.9%
Puts
Pseudo strike
8.35
IV
114.3%
B/E move
12.9%

45Δ

Calls
Pseudo strike
9.31
IV
104.7%
B/E move
15.1%
Puts
Pseudo strike
8.62
IV
112.4%
B/E move
11.3%

50Δ

Calls
Pseudo strike
9.05
IV
102.5%
B/E move
13.3%
Puts
Pseudo strike
8.90
IV
110.5%
B/E move
9.8%

55Δ

Calls
Pseudo strike
8.80
IV
100.4%
B/E move
11.5%
Puts
Pseudo strike
9.17
IV
108.6%
B/E move
8.2%

60Δ

Calls
Pseudo strike
8.54
IV
98.3%
B/E move
9.7%
Puts
Pseudo strike
9.44
IV
106.8%
B/E move
6.7%

65Δ

Calls
Pseudo strike
8.28
IV
96.1%
B/E move
8.0%
Puts
Pseudo strike
9.72
IV
104.9%
B/E move
5.1%

70Δ

Calls
Pseudo strike
8.02
IV
94.0%
B/E move
6.2%
Puts
Pseudo strike
9.99
IV
103.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
7.77
IV
91.8%
B/E move
4.4%
Puts
Pseudo strike
11.17
IV
131.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
7.51
IV
89.7%
B/E move
2.6%
Puts
Pseudo strike
12.37
IV
159.8%
B/E move
3.0%

Options history

IV · four-Friday blend80.34%
Daily EOD
LILAK72.6%76.8%80.9%2026-10-20: 73.16%2026-10-22: 79.55%2026-10-28: 80.34%Oct 20Oct 22Oct 28
3 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
73.16%
79.55%
80.34%