LAD Volatility Skew

The at-the-money implied volatility for Lithia Motors Inc (LAD) options expiring Apr 16, 2027 (155 DTE) is 40.1%.

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Implied Volatility Stats

Showing results for 2027-04-16(m), calls & puts

Expiration Date Avg IV
2027-04-16(m) calls 40.32%
2027-04-16(m) puts 40.03%

LAD Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is LAD's one-year implied volatility range?

Over the past year, Lithia Motors 30-day implied volatility ranged from 29.8% on Dec 24, 2025 to 173.6% on Oct 16, 2026.

How has LAD implied volatility changed recently?

Lithia Motors 30-day implied volatility went from 47.1% on Oct 14, 2026 to 40.3% on Nov 11, 2026. See the LAD implied volatility history for a longer view.

What is Lithia Motors Inc?

Lithia Motors is a retailer of new and used vehicles and related services.

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