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LENSAR, Inc. Common Stock LNSR

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-13T02:14:36.477Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:00:02.628300696Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:14:32.336680+00:00

Share price$4.70
1D+1.5%
AH$4.40$4.52$4.64$4.75$4.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLNSR
Sold putSold callAH

LENSAR, Inc. Common Stock options

Live interpolated LNSR call and put midpoint premiums by absolute delta.LENSAR, Inc. Common Stock$0.46$2.45$4.43$6.42$8.41$3.13$4.07$5.00$5.93$6.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LNSR spot · $4.70LNSR PRICE$1.29$1.37$1.44$0.68$0.68$0.68$0.67$0.67$0.67$0.67$0.85$7.83
Puts——
Calls——
Skew——
Implied moveBullish±$1.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.94322.9%51.8%
25Δ3.25287.2%45.2%
30Δ3.56251.5%38.6%
35Δ3.87215.8%32.0%
40Δ4.18180.1%25.4%
45Δ4.49144.4%18.7%
50Δ11.87422.1%180.1%4.81108.7%12.1%
55Δ9.50372.8%131.1%5.1991.3%7.7%
60Δ7.13323.5%82.2%
65Δ
70Δ
75Δ
80Δ12.28248.0%5.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.94
IV
322.9%
B/E move
51.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
287.2%
B/E move
45.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
251.5%
B/E move
38.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.87
IV
215.8%
B/E move
32.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.18
IV
180.1%
B/E move
25.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.49
IV
144.4%
B/E move
18.7%

50Δ

Calls
Pseudo strike
11.87
IV
422.1%
B/E move
180.1%
Puts
Pseudo strike
4.81
IV
108.7%
B/E move
12.1%

55Δ

Calls
Pseudo strike
9.50
IV
372.8%
B/E move
131.1%
Puts
Pseudo strike
5.19
IV
91.3%
B/E move
7.7%

60Δ

Calls
Pseudo strike
7.13
IV
323.5%
B/E move
82.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.28
IV
248.0%
B/E move
5.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations