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Lumentum Holdings Inc LITE

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-15T20:02:12.904Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:06.201372736Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:53:35.826276+00:00

Share price$871.81
1D+1.6%
AH$797$817$838$858$8795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLITE
Sold putSold callAH

Lumentum Holdings Inc options

Live interpolated LITE call and put midpoint premiums by absolute delta.Lumentum Holdings Inc$3.17$16.06$28.95$41.83$54.72$796.35$830.60$864.85$899.09$933.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $871.81OPTION PRICELive LITE spot · $871.81LITE PRICE$4.56$6.05$7.66$9.43$11.31$13.09$15.37$18.26$20.87$23.83$27.33$31.01$35.33$5.11$6.83$8.70$10.79$12.99$15.58$18.45$22.31$25.47$29.93$35.02$40.18$51.01
PutsCheap0.83×
CallsCheap0.83×
SkewBearish+12.15 pp
Implied moveBearish±$33.82
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ908.8891.5%4.8%836.2297.7%4.7%
25Δ901.4391.0%4.1%843.4497.6%4.0%
30Δ894.8090.3%3.5%850.0097.5%3.5%
35Δ888.8789.9%3.0%856.0197.5%3.1%
40Δ883.2989.3%2.6%861.8896.8%2.6%
45Δ877.8686.8%2.2%867.4697.4%2.3%
50Δ872.7586.5%1.9%873.0697.9%2.0%
55Δ867.7688.5%1.6%879.01101.3%1.7%
60Δ862.7687.5%1.4%884.75100.0%1.4%
65Δ857.6486.7%1.1%891.22101.5%1.2%
70Δ852.2986.5%0.9%898.24102.9%1.0%
75Δ846.8585.3%0.7%905.30102.4%0.8%
80Δ840.9584.2%0.5%917.36111.4%0.6%

20Δ

Calls
Pseudo strike
908.88
IV
91.5%
B/E move
4.8%
Puts
Pseudo strike
836.22
IV
97.7%
B/E move
4.7%

25Δ

Calls
Pseudo strike
901.43
IV
91.0%
B/E move
4.1%
Puts
Pseudo strike
843.44
IV
97.6%
B/E move
4.0%

30Δ

Calls
Pseudo strike
894.80
IV
90.3%
B/E move
3.5%
Puts
Pseudo strike
850.00
IV
97.5%
B/E move
3.5%

35Δ

Calls
Pseudo strike
888.87
IV
89.9%
B/E move
3.0%
Puts
Pseudo strike
856.01
IV
97.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
883.29
IV
89.3%
B/E move
2.6%
Puts
Pseudo strike
861.88
IV
96.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
877.86
IV
86.8%
B/E move
2.2%
Puts
Pseudo strike
867.46
IV
97.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
872.75
IV
86.5%
B/E move
1.9%
Puts
Pseudo strike
873.06
IV
97.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
867.76
IV
88.5%
B/E move
1.6%
Puts
Pseudo strike
879.01
IV
101.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
862.76
IV
87.5%
B/E move
1.4%
Puts
Pseudo strike
884.75
IV
100.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
857.64
IV
86.7%
B/E move
1.1%
Puts
Pseudo strike
891.22
IV
101.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
852.29
IV
86.5%
B/E move
0.9%
Puts
Pseudo strike
898.24
IV
102.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
846.85
IV
85.3%
B/E move
0.7%
Puts
Pseudo strike
905.30
IV
102.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
840.95
IV
84.2%
B/E move
0.5%
Puts
Pseudo strike
917.36
IV
111.4%
B/E move
0.6%