Share price$1.15
1D-1.8%
Sold putSold callAH
Lite Strategy, Inc. LITS
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-23T02:00:02.183Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T22:01:09.690865089Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:00:00.490351+00:00
Lite Strategy, Inc. options
PutsExpensive2.34×
CallsExpensive1.60×
SkewBearish+102.74 pp
Implied moveBearish±$2.85
TiltBearish64.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.03 | 281.4% | 45.4% | |||
| 30Δ | 2.39 | 196.5% | 118.6% | 1.51 | 294.3% | 41.6% |
| 35Δ | 2.23 | 201.7% | 108.2% | 1.98 | 307.1% | 37.8% |
| 40Δ | 2.07 | 206.8% | 97.9% | 2.46 | 319.9% | 34.0% |
| 45Δ | 1.91 | 212.0% | 87.5% | 2.93 | 332.7% | 30.2% |
| 50Δ | 1.75 | 217.1% | 77.1% | 3.41 | 345.5% | 26.4% |
| 55Δ | 1.59 | 222.3% | 66.8% | 3.88 | 358.3% | 22.7% |
| 60Δ | 1.43 | 227.4% | 56.4% | |||
| 65Δ | 1.27 | 232.6% | 46.0% | |||
| 70Δ | 1.11 | 237.7% | 35.7% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.03
- IV
- 281.4%
- B/E move
- 45.4%
30Δ
- Pseudo strike
- 2.39
- IV
- 196.5%
- B/E move
- 118.6%
- Pseudo strike
- 1.51
- IV
- 294.3%
- B/E move
- 41.6%
35Δ
- Pseudo strike
- 2.23
- IV
- 201.7%
- B/E move
- 108.2%
- Pseudo strike
- 1.98
- IV
- 307.1%
- B/E move
- 37.8%
40Δ
- Pseudo strike
- 2.07
- IV
- 206.8%
- B/E move
- 97.9%
- Pseudo strike
- 2.46
- IV
- 319.9%
- B/E move
- 34.0%
45Δ
- Pseudo strike
- 1.91
- IV
- 212.0%
- B/E move
- 87.5%
- Pseudo strike
- 2.93
- IV
- 332.7%
- B/E move
- 30.2%
50Δ
- Pseudo strike
- 1.75
- IV
- 217.1%
- B/E move
- 77.1%
- Pseudo strike
- 3.41
- IV
- 345.5%
- B/E move
- 26.4%
55Δ
- Pseudo strike
- 1.59
- IV
- 222.3%
- B/E move
- 66.8%
- Pseudo strike
- 3.88
- IV
- 358.3%
- B/E move
- 22.7%
60Δ
- Pseudo strike
- 1.43
- IV
- 227.4%
- B/E move
- 56.4%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 1.27
- IV
- 232.6%
- B/E move
- 46.0%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 1.11
- IV
- 237.7%
- B/E move
- 35.7%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations