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LENSAR, Inc. Common Stock LNSR

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Market datapartial · fetched 2026-10-22T18:28:47.909Z

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 · 2026-10-22T18:25:19.944772894Z

FundamentalsAlpha Vantage · unavailable

Share price$5.93
1D+4.2%
$5.67$5.75$5.82$5.90$5.985:30 AM6:30 AM9:00 AM1:00 PMLNSR
Sold putSold call

LENSAR, Inc. Common Stock options

Live interpolated LNSR call and put midpoint premiums by absolute delta.LENSAR, Inc. Common Stock$0.11$1.60$3.09$4.57$6.06$3.20$4.67$6.14$7.60$9.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNSR spot · $5.93LNSR PRICE$0.40$0.44$0.49$0.53$0.57$0.62$0.66$0.70$0.74$0.79$0.83$0.87$0.27$0.35$0.53$0.72$0.90$1.09$1.27$1.46$1.64$1.83$2.67$4.26$5.63
PutsExpensive2.67×
CallsExpensive3.43×
SkewBullish-24.59 pp
Implied moveBearish±$1.89
TiltBearish49.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.67139.0%25.9%
25Δ12.18229.0%112.1%5.1897.3%18.5%
30Δ11.64215.3%103.8%5.45101.0%17.0%
35Δ11.11201.7%95.5%5.73104.7%15.6%
40Δ10.57188.0%87.2%6.00108.3%14.1%
45Δ10.03174.4%78.9%6.27112.0%12.6%
50Δ9.50160.7%70.5%6.54115.7%11.2%
55Δ8.96147.0%62.2%6.81119.3%9.7%
60Δ8.43133.4%53.9%7.08123.0%8.2%
65Δ7.89119.7%45.6%7.36126.7%6.8%
70Δ7.36106.1%37.3%8.25147.6%5.9%
75Δ6.8292.4%29.0%9.86188.0%5.6%
80Δ6.2878.8%20.7%11.31198.1%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.67
IV
139.0%
B/E move
25.9%

25Δ

Calls
Pseudo strike
12.18
IV
229.0%
B/E move
112.1%
Puts
Pseudo strike
5.18
IV
97.3%
B/E move
18.5%

30Δ

Calls
Pseudo strike
11.64
IV
215.3%
B/E move
103.8%
Puts
Pseudo strike
5.45
IV
101.0%
B/E move
17.0%

35Δ

Calls
Pseudo strike
11.11
IV
201.7%
B/E move
95.5%
Puts
Pseudo strike
5.73
IV
104.7%
B/E move
15.6%

40Δ

Calls
Pseudo strike
10.57
IV
188.0%
B/E move
87.2%
Puts
Pseudo strike
6.00
IV
108.3%
B/E move
14.1%

45Δ

Calls
Pseudo strike
10.03
IV
174.4%
B/E move
78.9%
Puts
Pseudo strike
6.27
IV
112.0%
B/E move
12.6%

50Δ

Calls
Pseudo strike
9.50
IV
160.7%
B/E move
70.5%
Puts
Pseudo strike
6.54
IV
115.7%
B/E move
11.2%

55Δ

Calls
Pseudo strike
8.96
IV
147.0%
B/E move
62.2%
Puts
Pseudo strike
6.81
IV
119.3%
B/E move
9.7%

60Δ

Calls
Pseudo strike
8.43
IV
133.4%
B/E move
53.9%
Puts
Pseudo strike
7.08
IV
123.0%
B/E move
8.2%

65Δ

Calls
Pseudo strike
7.89
IV
119.7%
B/E move
45.6%
Puts
Pseudo strike
7.36
IV
126.7%
B/E move
6.8%

70Δ

Calls
Pseudo strike
7.36
IV
106.1%
B/E move
37.3%
Puts
Pseudo strike
8.25
IV
147.6%
B/E move
5.9%

75Δ

Calls
Pseudo strike
6.82
IV
92.4%
B/E move
29.0%
Puts
Pseudo strike
9.86
IV
188.0%
B/E move
5.6%

80Δ

Calls
Pseudo strike
6.28
IV
78.8%
B/E move
20.7%
Puts
Pseudo strike
11.31
IV
198.1%
B/E move
4.2%

Options history

No recorded observations