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nLIGHT Inc LASR

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T20:03:04.916Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.018578084Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:53:23.120758+00:00

Share price$35.48
1D+2.8%
AH$33.20$33.86$34.53$35.19$35.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLASR
Sold putSold callAH

nLIGHT Inc options

Live interpolated LASR call and put midpoint premiums by absolute delta.nLIGHT Inc$0.00$1.67$3.33$5.00$6.67$32.64$33.86$35.07$36.29$37.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $35.48OPTION PRICELive LASR spot · $35.48LASR PRICE$0.18$0.23$0.27$0.32$0.38$0.44$0.50$0.57$0.63$0.69$0.76$0.82$0.88$0.21$0.27$0.33$0.40$0.52$0.69$0.87$1.04$1.32$1.80$2.28$2.76$6.19
PutsFair1.00×
CallsCheap0.82×
SkewBearish+58.21 pp
Implied moveBearish±$1.37
TiltBearish47.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.9689.4%4.7%34.0397.4%4.7%
25Δ36.6684.3%4.0%34.3194.3%4.1%
30Δ36.3679.1%3.2%34.5991.2%3.4%
35Δ36.0674.0%2.5%34.8788.1%2.8%
40Δ35.8771.3%2.2%35.1390.6%2.4%
45Δ35.7169.3%1.9%35.3797.6%2.3%
50Δ35.5567.2%1.6%35.61104.7%2.1%
55Δ35.4065.1%1.4%35.85111.8%1.9%
60Δ35.2463.1%1.1%36.20121.5%1.7%
65Δ35.0861.0%0.8%36.74135.7%1.5%
70Δ34.9259.0%0.6%37.28150.0%1.4%
75Δ34.7656.9%0.3%37.82164.3%1.2%
80Δ34.6054.9%0.0%41.09304.2%1.6%

20Δ

Calls
Pseudo strike
36.96
IV
89.4%
B/E move
4.7%
Puts
Pseudo strike
34.03
IV
97.4%
B/E move
4.7%

25Δ

Calls
Pseudo strike
36.66
IV
84.3%
B/E move
4.0%
Puts
Pseudo strike
34.31
IV
94.3%
B/E move
4.1%

30Δ

Calls
Pseudo strike
36.36
IV
79.1%
B/E move
3.2%
Puts
Pseudo strike
34.59
IV
91.2%
B/E move
3.4%

35Δ

Calls
Pseudo strike
36.06
IV
74.0%
B/E move
2.5%
Puts
Pseudo strike
34.87
IV
88.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
35.87
IV
71.3%
B/E move
2.2%
Puts
Pseudo strike
35.13
IV
90.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
35.71
IV
69.3%
B/E move
1.9%
Puts
Pseudo strike
35.37
IV
97.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
35.55
IV
67.2%
B/E move
1.6%
Puts
Pseudo strike
35.61
IV
104.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
35.40
IV
65.1%
B/E move
1.4%
Puts
Pseudo strike
35.85
IV
111.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
35.24
IV
63.1%
B/E move
1.1%
Puts
Pseudo strike
36.20
IV
121.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
35.08
IV
61.0%
B/E move
0.8%
Puts
Pseudo strike
36.74
IV
135.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
34.92
IV
59.0%
B/E move
0.6%
Puts
Pseudo strike
37.28
IV
150.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
34.76
IV
56.9%
B/E move
0.3%
Puts
Pseudo strike
37.82
IV
164.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
34.60
IV
54.9%
B/E move
0.0%
Puts
Pseudo strike
41.09
IV
304.2%
B/E move
1.6%