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Lumentum Holdings Inc. Common Stock LITE

i

Market datapartial · fetched 2026-11-05T21:40:33.554Z

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 · 2026-11-05T21:40:33.469563283Z

FundamentalsAlpha Vantage · unavailable

NewsAlpha Vantage · collected 2026-11-04T02:50:31.108992+00:00

Earnings observationsAlpha Vantage · collected 2026-11-04T02:49:13.021040+00:00

Share price$516.00
1D-13.2%
AH$495$523$551$580$6085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLITE
Sold putSold callAH

Lumentum Holdings Inc. Common Stock options

Live interpolated LITE call and put midpoint premiums by absolute delta.Lumentum Holdings Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.52$-0.01$0.50$1.01$1.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICELITE 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 blend83.94%
Daily close
LITE61.5%88.6%115.7%2026-08-07: 111.15%2026-08-10: 110.91%2026-08-11: 111.95%2026-08-12: 93.62%2026-08-13: 83.04%2026-08-14: 80.99%2026-08-17: 86.23%2026-08-18: 86.22%2026-08-19: 83.49%2026-08-20: 81.51%2026-08-21: 76.86%2026-08-24: 81.72%2026-08-25: 82.82%2026-08-26: 83.45%2026-08-27: 79.73%2026-08-28: 67.38%2026-08-31: 71.61%2026-09-01: 71.88%2026-09-02: 69.71%2026-09-03: 67.43%2026-09-04: 67.33%2026-09-08: 82.39%2026-09-09: 76.39%2026-09-10: 74.69%2026-09-11: 70.44%2026-09-14: 75.11%2026-09-15: 72.37%2026-09-16: 76.88%2026-09-17: 70.96%2026-09-18: 70.46%2026-09-21: 75.55%2026-09-22: 76.54%2026-09-23: 75.03%2026-09-24: 71.98%2026-09-25: 67.07%2026-09-28: 72.48%2026-09-29: 73.39%2026-09-30: 73.99%2026-10-01: 72.98%2026-10-02: 67.22%2026-10-05: 68.62%2026-10-06: 68.04%2026-10-07: 65.24%2026-10-08: 66.83%2026-10-09: 66.56%2026-10-12: 71.59%2026-10-13: 74.31%2026-10-14: 81.67%2026-10-15: 79.42%2026-10-16: 78.57%2026-10-19: 80.29%2026-10-20: 81.72%2026-10-21: 81.62%2026-10-22: 92.67%2026-10-23: 87.23%2026-10-26: 93.94%2026-10-27: 90.73%2026-10-28: 91.53%2026-10-29: 88.37%2026-10-30: 90.68%2026-11-03: 83.94%Aug 7Sep 21Nov 3
61 observations2026-08-07 — 2026-11-03
Table
DateIV (%)
111.15%
110.91%
111.95%
93.62%
83.04%
80.99%
86.23%
86.22%
83.49%
81.51%
76.86%
81.72%
82.82%
83.45%
79.73%
67.38%
71.61%
71.88%
69.71%
67.43%
67.33%
82.39%
76.39%
74.69%
70.44%
75.11%
72.37%
76.88%
70.96%
70.46%
75.55%
76.54%
75.03%
71.98%
67.07%
72.48%
73.39%
73.99%
72.98%
67.22%
68.62%
68.04%
65.24%
66.83%
66.56%
71.59%
74.31%
81.67%
79.42%
78.57%
80.29%
81.72%
81.62%
92.67%
87.23%
93.94%
90.73%
91.53%
88.37%
90.68%
83.94%

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