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nLIGHT Inc LASR

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T22:46:35.616Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:44:18.948023666Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:46:35.124035+00:00

Share price$33.67
1D-7.0%
AH$33.39$34.14$34.89$35.65$36.405:30 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$0.21$0.94$1.68$2.41$3.15$28.21$31.18$34.16$37.13$40.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LASR spot · $33.67LASR PRICE$0.29$0.40$0.52$0.65$0.80$0.95$1.15$1.42$1.69$1.93$2.17$2.51$2.94$0.36$0.42$0.55$0.68$0.83$0.98$1.13$1.31$1.53$1.75$2.07$2.45
PutsCheap0.63×
CallsFair1.05×
SkewBullish-6.56 pp
Implied moveBalanced±$2.29
TiltBullish10.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.1757.5%8.3%31.2667.4%8.2%
25Δ35.7057.9%7.2%32.0457.1%6.1%
30Δ35.3259.7%6.4%32.4057.8%5.4%
35Δ34.9561.4%5.7%32.7658.6%4.7%
40Δ34.5761.9%5.0%33.1158.8%4.1%
45Δ34.1962.4%4.4%33.4558.2%3.5%
50Δ33.8164.5%3.8%33.8057.5%3.0%
55Δ33.4168.1%3.5%34.1457.0%2.5%
60Δ33.0271.8%3.1%34.5056.9%2.1%
65Δ32.6070.7%2.6%34.8556.7%1.7%
70Δ32.1869.5%2.0%35.2757.5%1.4%
75Δ31.6969.7%1.6%35.7559.0%1.1%
80Δ31.1571.1%1.2%

20Δ

Calls
Pseudo strike
36.17
IV
57.5%
B/E move
8.3%
Puts
Pseudo strike
31.26
IV
67.4%
B/E move
8.2%

25Δ

Calls
Pseudo strike
35.70
IV
57.9%
B/E move
7.2%
Puts
Pseudo strike
32.04
IV
57.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
35.32
IV
59.7%
B/E move
6.4%
Puts
Pseudo strike
32.40
IV
57.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
34.95
IV
61.4%
B/E move
5.7%
Puts
Pseudo strike
32.76
IV
58.6%
B/E move
4.7%

40Δ

Calls
Pseudo strike
34.57
IV
61.9%
B/E move
5.0%
Puts
Pseudo strike
33.11
IV
58.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
34.19
IV
62.4%
B/E move
4.4%
Puts
Pseudo strike
33.45
IV
58.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
33.81
IV
64.5%
B/E move
3.8%
Puts
Pseudo strike
33.80
IV
57.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
33.41
IV
68.1%
B/E move
3.5%
Puts
Pseudo strike
34.14
IV
57.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
33.02
IV
71.8%
B/E move
3.1%
Puts
Pseudo strike
34.50
IV
56.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
32.60
IV
70.7%
B/E move
2.6%
Puts
Pseudo strike
34.85
IV
56.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
32.18
IV
69.5%
B/E move
2.0%
Puts
Pseudo strike
35.27
IV
57.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
31.69
IV
69.7%
B/E move
1.6%
Puts
Pseudo strike
35.75
IV
59.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
31.15
IV
71.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move