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Lumentum Holdings Inc LITE

TECHNOLOGY · COMMUNICATION EQUIPMENT
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Market dataready · fetched 2026-10-15T23:38:27.742Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:33:23.35894094Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:38:24.652887+00:00

Share price$870.50
1D+0.9%
AH$796$818$840$862$8845:30 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$13.45$77.89$142.33$206.77$271.21$591.98$742.06$892.14$1042.22$1192.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LITE spot · $870.50LITE PRICE$20.42$27.19$34.61$42.69$51.12$60.63$70.94$82.48$95.58$108.94$125.13$142.54$163.60$25.67$35.77$45.23$56.16$67.81$81.30$96.66$112.83$131.92$155.01$180.00$209.42$252.63
PutsCheap0.94×
CallsFair1.01×
SkewBearish+0.88 pp
Implied moveBearish±$167.60
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1093.3074.4%27.9%737.0674.8%18.3%
25Δ1051.9574.5%24.0%764.0677.3%16.3%
30Δ1016.0974.8%20.7%793.2476.1%14.1%
35Δ983.9175.0%17.9%820.1676.0%12.2%
40Δ953.1574.6%15.4%846.4275.4%10.6%
45Δ925.1974.7%13.2%872.4175.4%9.1%
50Δ898.3174.8%11.3%898.9775.7%7.8%
55Δ872.3175.1%9.7%925.8675.4%6.6%
60Δ846.4275.8%8.2%954.4475.5%5.5%
65Δ820.3775.4%6.8%986.0876.2%4.5%
70Δ793.4375.8%5.5%1019.3276.1%3.6%
75Δ765.8575.6%4.4%1056.3576.0%2.7%
80Δ735.8075.8%3.3%1106.1577.8%2.0%

20Δ

Calls
Pseudo strike
1093.30
IV
74.4%
B/E move
27.9%
Puts
Pseudo strike
737.06
IV
74.8%
B/E move
18.3%

25Δ

Calls
Pseudo strike
1051.95
IV
74.5%
B/E move
24.0%
Puts
Pseudo strike
764.06
IV
77.3%
B/E move
16.3%

30Δ

Calls
Pseudo strike
1016.09
IV
74.8%
B/E move
20.7%
Puts
Pseudo strike
793.24
IV
76.1%
B/E move
14.1%

35Δ

Calls
Pseudo strike
983.91
IV
75.0%
B/E move
17.9%
Puts
Pseudo strike
820.16
IV
76.0%
B/E move
12.2%

40Δ

Calls
Pseudo strike
953.15
IV
74.6%
B/E move
15.4%
Puts
Pseudo strike
846.42
IV
75.4%
B/E move
10.6%

45Δ

Calls
Pseudo strike
925.19
IV
74.7%
B/E move
13.2%
Puts
Pseudo strike
872.41
IV
75.4%
B/E move
9.1%

50Δ

Calls
Pseudo strike
898.31
IV
74.8%
B/E move
11.3%
Puts
Pseudo strike
898.97
IV
75.7%
B/E move
7.8%

55Δ

Calls
Pseudo strike
872.31
IV
75.1%
B/E move
9.7%
Puts
Pseudo strike
925.86
IV
75.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
846.42
IV
75.8%
B/E move
8.2%
Puts
Pseudo strike
954.44
IV
75.5%
B/E move
5.5%

65Δ

Calls
Pseudo strike
820.37
IV
75.4%
B/E move
6.8%
Puts
Pseudo strike
986.08
IV
76.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
793.43
IV
75.8%
B/E move
5.5%
Puts
Pseudo strike
1019.32
IV
76.1%
B/E move
3.6%

75Δ

Calls
Pseudo strike
765.85
IV
75.6%
B/E move
4.4%
Puts
Pseudo strike
1056.35
IV
76.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
735.80
IV
75.8%
B/E move
3.3%
Puts
Pseudo strike
1106.15
IV
77.8%
B/E move
2.0%