Share price$875.85
1D+2.2%
Sold putSold callAH
Lumentum Holdings Inc LITE
TECHNOLOGY · COMMUNICATION EQUIPMENTi
Market dataready · fetched 2026-10-15T20:32:45.207Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:32:40.57812608Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:44.265601+00:00
Lumentum Holdings Inc options
PutsFair0.97×
CallsCheap0.71×
SkewBearish+40.70 pp
Implied moveBearish±$34.71
TiltBearish30.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 910.47 | 85.5% | 4.4% | 837.93 | 103.9% | 5.0% |
| 25Δ | 903.35 | 84.3% | 3.8% | 845.41 | 104.7% | 4.3% |
| 30Δ | 897.03 | 83.0% | 3.2% | 852.25 | 105.3% | 3.8% |
| 35Δ | 891.38 | 81.9% | 2.8% | 858.80 | 105.4% | 3.3% |
| 40Δ | 886.21 | 81.0% | 2.4% | 864.99 | 106.6% | 2.9% |
| 45Δ | 881.28 | 78.9% | 2.0% | 871.14 | 108.0% | 2.5% |
| 50Δ | 876.69 | 75.4% | 1.6% | 877.49 | 111.6% | 2.2% |
| 55Δ | 872.25 | 75.2% | 1.4% | 884.03 | 113.1% | 1.9% |
| 60Δ | 867.89 | 75.6% | 1.2% | 891.20 | 116.1% | 1.7% |
| 65Δ | 863.71 | 73.6% | 0.9% | 899.19 | 120.0% | 1.4% |
| 70Δ | 859.81 | 70.2% | 0.7% | 908.56 | 125.2% | 1.2% |
| 75Δ | 855.43 | 68.9% | 0.6% | 920.03 | 132.3% | 1.0% |
| 80Δ | 851.60 | 65.2% | 0.4% | 949.48 | 175.4% | 1.0% |
20Δ
- Pseudo strike
- 910.47
- IV
- 85.5%
- B/E move
- 4.4%
- Pseudo strike
- 837.93
- IV
- 103.9%
- B/E move
- 5.0%
25Δ
- Pseudo strike
- 903.35
- IV
- 84.3%
- B/E move
- 3.8%
- Pseudo strike
- 845.41
- IV
- 104.7%
- B/E move
- 4.3%
30Δ
- Pseudo strike
- 897.03
- IV
- 83.0%
- B/E move
- 3.2%
- Pseudo strike
- 852.25
- IV
- 105.3%
- B/E move
- 3.8%
35Δ
- Pseudo strike
- 891.38
- IV
- 81.9%
- B/E move
- 2.8%
- Pseudo strike
- 858.80
- IV
- 105.4%
- B/E move
- 3.3%
40Δ
- Pseudo strike
- 886.21
- IV
- 81.0%
- B/E move
- 2.4%
- Pseudo strike
- 864.99
- IV
- 106.6%
- B/E move
- 2.9%
45Δ
- Pseudo strike
- 881.28
- IV
- 78.9%
- B/E move
- 2.0%
- Pseudo strike
- 871.14
- IV
- 108.0%
- B/E move
- 2.5%
50Δ
- Pseudo strike
- 876.69
- IV
- 75.4%
- B/E move
- 1.6%
- Pseudo strike
- 877.49
- IV
- 111.6%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 872.25
- IV
- 75.2%
- B/E move
- 1.4%
- Pseudo strike
- 884.03
- IV
- 113.1%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 867.89
- IV
- 75.6%
- B/E move
- 1.2%
- Pseudo strike
- 891.20
- IV
- 116.1%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 863.71
- IV
- 73.6%
- B/E move
- 0.9%
- Pseudo strike
- 899.19
- IV
- 120.0%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 859.81
- IV
- 70.2%
- B/E move
- 0.7%
- Pseudo strike
- 908.56
- IV
- 125.2%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 855.43
- IV
- 68.9%
- B/E move
- 0.6%
- Pseudo strike
- 920.03
- IV
- 132.3%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 851.60
- IV
- 65.2%
- B/E move
- 0.4%
- Pseudo strike
- 949.48
- IV
- 175.4%
- B/E move
- 1.0%