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nLIGHT, Inc. Common Stock LASR

i

Market datapartial · fetched 2026-11-05T18:09:50.764Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T18:09:48.767978022Z

FundamentalsAlpha Vantage · unavailable

NewsAlpha Vantage · collected 2026-11-04T02:47:36.403809+00:00

Earnings observationsAlpha Vantage · collected 2026-11-04T02:46:24.710438+00:00

Share price$28.84
1D-9.3%
$28.60$29.46$30.32$31.18$32.045:30 AM6:30 AM9:00 AM1:00 PMLASR
Sold putSold call

nLIGHT, Inc. Common Stock options

Live interpolated LASR call and put midpoint premiums by absolute delta.nLIGHT, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELASR PRICE
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
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

45Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend150.08%
Daily close
LASR49.1%103.3%157.6%2026-08-07: 88.11%2026-08-10: 92.59%2026-08-11: 96.15%2026-08-12: 95.61%2026-08-13: 94.98%2026-08-14: 80.14%2026-08-17: 80.75%2026-08-18: 70.56%2026-08-19: 71.99%2026-08-20: 75.66%2026-08-21: 74.04%2026-08-24: 76.01%2026-08-25: 75.79%2026-08-26: 75.03%2026-08-27: 72.91%2026-08-28: 68.86%2026-08-31: 73.42%2026-09-01: 75.31%2026-09-02: 75.28%2026-09-03: 71.11%2026-09-04: 71.59%2026-09-08: 83.98%2026-09-09: 76.05%2026-09-10: 85.22%2026-09-11: 71.22%2026-09-14: 79.69%2026-09-15: 76.75%2026-09-16: 76.13%2026-09-17: 78.47%2026-09-18: 67.18%2026-09-21: 72.09%2026-09-22: 75.92%2026-09-23: 65.28%2026-09-24: 67.54%2026-09-25: 62.86%2026-09-28: 64.26%2026-09-29: 71.59%2026-09-30: 69.86%2026-10-01: 75.57%2026-10-02: 56.62%2026-10-05: 58.72%2026-10-06: 58.39%2026-10-07: 56.93%2026-10-08: 60.03%2026-10-09: 58.65%2026-10-12: 66.56%2026-10-13: 71.29%2026-10-14: 76.08%2026-10-15: 77.15%2026-10-16: 80.77%2026-10-19: 84.28%2026-10-20: 83.72%2026-10-21: 85.16%2026-10-22: 91.88%2026-10-23: 97.99%2026-10-26: 105.54%2026-10-27: 103.11%2026-10-28: 108.65%2026-10-29: 112.31%2026-10-30: 122.31%2026-11-03: 150.08%Aug 7Sep 21Nov 3
61 observations2026-08-07 — 2026-11-03
Table
DateIV (%)
88.11%
92.59%
96.15%
95.61%
94.98%
80.14%
80.75%
70.56%
71.99%
75.66%
74.04%
76.01%
75.79%
75.03%
72.91%
68.86%
73.42%
75.31%
75.28%
71.11%
71.59%
83.98%
76.05%
85.22%
71.22%
79.69%
76.75%
76.13%
78.47%
67.18%
72.09%
75.92%
65.28%
67.54%
62.86%
64.26%
71.59%
69.86%
75.57%
56.62%
58.72%
58.39%
56.93%
60.03%
58.65%
66.56%
71.29%
76.08%
77.15%
80.77%
84.28%
83.72%
85.16%
91.88%
97.99%
105.54%
103.11%
108.65%
112.31%
122.31%
150.08%

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