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LENSAR Inc LNSR

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T20:46:48.408Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:17:29.956268285Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:46:46.441819+00:00

Share price$6.06
1D+6.5%
AH$5.66$5.77$5.89$6.00$6.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLNSR
Sold putSold callAH

LENSAR Inc options

Live interpolated LNSR call and put midpoint premiums by absolute delta.LENSAR Inc$0.00$2.40$4.81$7.21$9.62$2.73$4.80$6.88$8.95$11.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNSR spot · $6.06LNSR PRICE$0.15$0.37$0.64$0.88$1.12$1.35$1.59$1.83$2.06$2.30$2.54$2.77$3.01$0.24$0.41$0.62$0.82$1.02$1.22$1.42$1.62$1.82$2.62$4.14$5.62$8.92
PutsExpensive3.06×
CallsExpensive5.44×
SkewBullish-95.68 pp
Implied moveBullish±$3.01
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.1691.2%37.1%4.94109.2%22.3%
25Δ9.93174.5%70.0%5.28105.2%19.7%
30Δ12.36272.7%114.6%5.57110.1%18.2%
35Δ11.60271.0%105.9%5.87115.0%16.6%
40Δ10.83269.3%97.2%6.16119.9%15.1%
45Δ10.07267.6%88.5%6.46124.8%13.5%
50Δ9.31265.9%79.8%6.75129.7%12.0%
55Δ8.55264.2%71.1%7.05134.6%10.4%
60Δ7.78262.5%62.5%7.34139.5%8.8%
65Δ7.02260.8%53.8%8.20161.0%7.9%
70Δ6.26259.1%45.1%9.73201.9%7.6%
75Δ5.50257.4%36.4%11.30218.8%6.3%
80Δ4.73255.7%27.7%14.67258.2%5.1%

20Δ

Calls
Pseudo strike
8.16
IV
91.2%
B/E move
37.1%
Puts
Pseudo strike
4.94
IV
109.2%
B/E move
22.3%

25Δ

Calls
Pseudo strike
9.93
IV
174.5%
B/E move
70.0%
Puts
Pseudo strike
5.28
IV
105.2%
B/E move
19.7%

30Δ

Calls
Pseudo strike
12.36
IV
272.7%
B/E move
114.6%
Puts
Pseudo strike
5.57
IV
110.1%
B/E move
18.2%

35Δ

Calls
Pseudo strike
11.60
IV
271.0%
B/E move
105.9%
Puts
Pseudo strike
5.87
IV
115.0%
B/E move
16.6%

40Δ

Calls
Pseudo strike
10.83
IV
269.3%
B/E move
97.2%
Puts
Pseudo strike
6.16
IV
119.9%
B/E move
15.1%

45Δ

Calls
Pseudo strike
10.07
IV
267.6%
B/E move
88.5%
Puts
Pseudo strike
6.46
IV
124.8%
B/E move
13.5%

50Δ

Calls
Pseudo strike
9.31
IV
265.9%
B/E move
79.8%
Puts
Pseudo strike
6.75
IV
129.7%
B/E move
12.0%

55Δ

Calls
Pseudo strike
8.55
IV
264.2%
B/E move
71.1%
Puts
Pseudo strike
7.05
IV
134.6%
B/E move
10.4%

60Δ

Calls
Pseudo strike
7.78
IV
262.5%
B/E move
62.5%
Puts
Pseudo strike
7.34
IV
139.5%
B/E move
8.8%

65Δ

Calls
Pseudo strike
7.02
IV
260.8%
B/E move
53.8%
Puts
Pseudo strike
8.20
IV
161.0%
B/E move
7.9%

70Δ

Calls
Pseudo strike
6.26
IV
259.1%
B/E move
45.1%
Puts
Pseudo strike
9.73
IV
201.9%
B/E move
7.6%

75Δ

Calls
Pseudo strike
5.50
IV
257.4%
B/E move
36.4%
Puts
Pseudo strike
11.30
IV
218.8%
B/E move
6.3%

80Δ

Calls
Pseudo strike
4.73
IV
255.7%
B/E move
27.7%
Puts
Pseudo strike
14.67
IV
258.2%
B/E move
5.1%

Options history

No recorded observations