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LENSAR, Inc. Common Stock LNSR

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Market datapartial · fetched 2026-10-23T15:08:38.813Z

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 · 2026-10-23T14:37:59.210807417Z

FundamentalsAlpha Vantage · unavailable

Share price$5.98
1D-0.2%
$5.97$6.00$6.03$6.05$6.085:30 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$0.04$1.14$2.24$3.34$4.44$1.63$4.23$6.84$9.44$12.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNSR spot · $5.98LNSR PRICE$0.16$0.30$0.55$0.80$1.05$1.28$1.51$1.74$1.98$2.21$2.44$2.67$2.92$0.33$0.82$1.30$1.78$2.26$2.74$2.99$3.18$3.37$3.56$3.75$3.93$4.12
PutsExpensive4.14×
CallsExpensive6.73×
SkewBullish-103.16 pp
Implied moveBearish±$4.51
TiltBearish27.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.81110.0%50.0%5.1795.6%19.1%
25Δ8.28130.8%43.6%5.62130.6%19.7%
30Δ9.85209.6%74.0%6.06165.6%20.3%
35Δ11.42288.3%104.4%6.51200.6%20.9%
40Δ12.19343.8%121.3%6.95235.6%21.5%
45Δ11.18348.2%108.3%7.40270.6%22.1%
50Δ10.17352.5%95.3%7.77266.1%20.2%
55Δ9.16356.8%82.3%8.12249.7%17.5%
60Δ8.15361.2%69.3%8.46233.3%14.8%
65Δ7.14365.5%56.4%8.81216.8%12.1%
70Δ6.14369.8%43.4%9.16200.4%9.5%
75Δ5.13374.2%30.4%9.51184.0%6.8%
80Δ4.42346.8%22.6%9.86167.6%4.1%

20Δ

Calls
Pseudo strike
8.81
IV
110.0%
B/E move
50.0%
Puts
Pseudo strike
5.17
IV
95.6%
B/E move
19.1%

25Δ

Calls
Pseudo strike
8.28
IV
130.8%
B/E move
43.6%
Puts
Pseudo strike
5.62
IV
130.6%
B/E move
19.7%

30Δ

Calls
Pseudo strike
9.85
IV
209.6%
B/E move
74.0%
Puts
Pseudo strike
6.06
IV
165.6%
B/E move
20.3%

35Δ

Calls
Pseudo strike
11.42
IV
288.3%
B/E move
104.4%
Puts
Pseudo strike
6.51
IV
200.6%
B/E move
20.9%

40Δ

Calls
Pseudo strike
12.19
IV
343.8%
B/E move
121.3%
Puts
Pseudo strike
6.95
IV
235.6%
B/E move
21.5%

45Δ

Calls
Pseudo strike
11.18
IV
348.2%
B/E move
108.3%
Puts
Pseudo strike
7.40
IV
270.6%
B/E move
22.1%

50Δ

Calls
Pseudo strike
10.17
IV
352.5%
B/E move
95.3%
Puts
Pseudo strike
7.77
IV
266.1%
B/E move
20.2%

55Δ

Calls
Pseudo strike
9.16
IV
356.8%
B/E move
82.3%
Puts
Pseudo strike
8.12
IV
249.7%
B/E move
17.5%

60Δ

Calls
Pseudo strike
8.15
IV
361.2%
B/E move
69.3%
Puts
Pseudo strike
8.46
IV
233.3%
B/E move
14.8%

65Δ

Calls
Pseudo strike
7.14
IV
365.5%
B/E move
56.4%
Puts
Pseudo strike
8.81
IV
216.8%
B/E move
12.1%

70Δ

Calls
Pseudo strike
6.14
IV
369.8%
B/E move
43.4%
Puts
Pseudo strike
9.16
IV
200.4%
B/E move
9.5%

75Δ

Calls
Pseudo strike
5.13
IV
374.2%
B/E move
30.4%
Puts
Pseudo strike
9.51
IV
184.0%
B/E move
6.8%

80Δ

Calls
Pseudo strike
4.42
IV
346.8%
B/E move
22.6%
Puts
Pseudo strike
9.86
IV
167.6%
B/E move
4.1%

Options history

No recorded observations