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nLIGHT Inc LASR

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T00:14:48.615Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:01:13.899095891Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:48.025389+00:00

Share price$35.25
1D+0.7%
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$0.63$3.85$7.07$10.29$13.51$23.01$29.06$35.12$41.17$47.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LASR spot · $35.25LASR PRICE$0.98$1.29$1.65$2.01$2.42$2.89$3.37$3.85$4.44$5.10$5.76$6.42$7.40$1.34$1.76$2.26$2.75$3.25$3.91$4.85$5.78$6.72$8.02$9.44$10.86$12.58
PutsExpensive1.33×
CallsExpensive1.43×
SkewBearish+2.38 pp
Implied moveBearish±$8.22
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8589.3%35.7%28.7991.2%22.1%
25Δ44.4588.4%29.8%30.3690.9%18.9%
30Δ42.7488.3%25.9%31.6489.4%16.6%
35Δ41.0388.1%22.1%32.9387.9%14.4%
40Δ39.4888.0%18.8%34.2286.3%12.1%
45Δ38.1788.0%16.5%35.5486.0%10.3%
50Δ36.8588.0%14.1%36.9187.6%9.0%
55Δ35.5488.0%11.8%38.2989.1%7.8%
60Δ34.2887.5%9.8%39.6690.7%6.5%
65Δ33.0686.5%8.3%41.3591.5%5.4%
70Δ31.8485.6%6.7%43.1592.1%4.4%
75Δ30.6284.7%5.1%44.9592.8%3.3%
80Δ29.1884.3%3.8%47.0090.2%2.4%

20Δ

Calls
Pseudo strike
46.85
IV
89.3%
B/E move
35.7%
Puts
Pseudo strike
28.79
IV
91.2%
B/E move
22.1%

25Δ

Calls
Pseudo strike
44.45
IV
88.4%
B/E move
29.8%
Puts
Pseudo strike
30.36
IV
90.9%
B/E move
18.9%

30Δ

Calls
Pseudo strike
42.74
IV
88.3%
B/E move
25.9%
Puts
Pseudo strike
31.64
IV
89.4%
B/E move
16.6%

35Δ

Calls
Pseudo strike
41.03
IV
88.1%
B/E move
22.1%
Puts
Pseudo strike
32.93
IV
87.9%
B/E move
14.4%

40Δ

Calls
Pseudo strike
39.48
IV
88.0%
B/E move
18.8%
Puts
Pseudo strike
34.22
IV
86.3%
B/E move
12.1%

45Δ

Calls
Pseudo strike
38.17
IV
88.0%
B/E move
16.5%
Puts
Pseudo strike
35.54
IV
86.0%
B/E move
10.3%

50Δ

Calls
Pseudo strike
36.85
IV
88.0%
B/E move
14.1%
Puts
Pseudo strike
36.91
IV
87.6%
B/E move
9.0%

55Δ

Calls
Pseudo strike
35.54
IV
88.0%
B/E move
11.8%
Puts
Pseudo strike
38.29
IV
89.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
34.28
IV
87.5%
B/E move
9.8%
Puts
Pseudo strike
39.66
IV
90.7%
B/E move
6.5%

65Δ

Calls
Pseudo strike
33.06
IV
86.5%
B/E move
8.3%
Puts
Pseudo strike
41.35
IV
91.5%
B/E move
5.4%

70Δ

Calls
Pseudo strike
31.84
IV
85.6%
B/E move
6.7%
Puts
Pseudo strike
43.15
IV
92.1%
B/E move
4.4%

75Δ

Calls
Pseudo strike
30.62
IV
84.7%
B/E move
5.1%
Puts
Pseudo strike
44.95
IV
92.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
29.18
IV
84.3%
B/E move
3.8%
Puts
Pseudo strike
47.00
IV
90.2%
B/E move
2.4%