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LiveWire Group, Inc. LVWR

i

Market dataready · fetched 2026-11-04T09:05:24.274Z

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 · 2026-11-04T09:04:43.36980908Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:05:21.752191+00:00

Share price$0.61
1D
Price history unavailable.

LiveWire Group, Inc. options

Live interpolated LVWR call and put midpoint premiums by absolute delta.LiveWire Group, Inc.$0.03$0.93$1.84$2.74$3.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELVWR PRICE$0.12$0.18$0.24$0.27$0.30$1.87$2.17$2.48$2.78$3.08$3.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ2.00618.4%251.6%
45Δ1.89658.7%242.0%
50Δ
55Δ2.32695.4%26.7%
60Δ2.64663.6%23.6%
65Δ0.72538.3%57.7%2.96631.8%20.5%
70Δ0.64567.0%50.0%3.28600.0%17.4%
75Δ0.56595.8%42.3%3.60568.2%14.4%
80Δ3.92536.4%11.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.00
IV
618.4%
B/E move
251.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.89
IV
658.7%
B/E move
242.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.32
IV
695.4%
B/E move
26.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.64
IV
663.6%
B/E move
23.6%

65Δ

Calls
Pseudo strike
0.72
IV
538.3%
B/E move
57.7%
Puts
Pseudo strike
2.96
IV
631.8%
B/E move
20.5%

70Δ

Calls
Pseudo strike
0.64
IV
567.0%
B/E move
50.0%
Puts
Pseudo strike
3.28
IV
600.0%
B/E move
17.4%

75Δ

Calls
Pseudo strike
0.56
IV
595.8%
B/E move
42.3%
Puts
Pseudo strike
3.60
IV
568.2%
B/E move
14.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.92
IV
536.4%
B/E move
11.3%

Options history

IV · four-Friday blend260.93%
Daily EOD
LVWR227.1%245.3%263.4%2026-10-19: 234.18%2026-10-22: 229.59%2026-10-23: 235.29%2026-10-26: 243.87%2026-10-28: 260.93%Oct 19Oct 23Oct 28
5 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
234.18%
229.59%
235.29%
243.87%
260.93%