IntraAlpha
Create free account Start free

LightPath Technologies, Inc. Class A Common Stock LPTH

i

Market dataready · fetched 2026-11-11T13:45:07.912Z

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: 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 · 2026-11-11T13:44:50.453825537Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:45:07.269070+00:00

Share price$7.58
1D+1.2%
$7.48$7.52$7.56$7.61$7.655:30 AM6:30 AM9:00 AM1:00 PMLPTH
Sold putSold call

LightPath Technologies, Inc. Class A Common Stock options

Live interpolated LPTH call and put midpoint premiums by absolute delta.LightPath Technologies, Inc. Class A Common Stock$0.01$1.60$3.19$4.78$6.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELPTH PRICE$0.25$0.33$0.43$0.53$0.63$0.73$0.83$1.02$1.26$1.51$1.75$2.04$0.18$0.23$0.28$0.33$0.38$2.24$2.95$3.65$5.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.45116.0%17.3%
25Δ9.31158.3%26.1%6.67112.5%15.1%
30Δ8.93159.5%22.2%6.89108.9%12.9%
35Δ8.67162.6%20.0%7.11105.4%10.6%
40Δ8.41165.7%17.9%7.33101.9%8.4%
45Δ8.14168.9%15.7%
50Δ7.88172.0%13.6%
55Δ7.61175.2%11.4%
60Δ7.31183.4%9.8%9.13254.9%9.1%
65Δ6.97195.4%8.6%9.93269.2%7.9%
70Δ6.64207.4%7.5%10.72283.6%6.7%
75Δ6.30219.4%6.3%13.00352.2%6.6%
80Δ5.93234.6%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.45
IV
116.0%
B/E move
17.3%

25Δ

Calls
Pseudo strike
9.31
IV
158.3%
B/E move
26.1%
Puts
Pseudo strike
6.67
IV
112.5%
B/E move
15.1%

30Δ

Calls
Pseudo strike
8.93
IV
159.5%
B/E move
22.2%
Puts
Pseudo strike
6.89
IV
108.9%
B/E move
12.9%

35Δ

Calls
Pseudo strike
8.67
IV
162.6%
B/E move
20.0%
Puts
Pseudo strike
7.11
IV
105.4%
B/E move
10.6%

40Δ

Calls
Pseudo strike
8.41
IV
165.7%
B/E move
17.9%
Puts
Pseudo strike
7.33
IV
101.9%
B/E move
8.4%

45Δ

Calls
Pseudo strike
8.14
IV
168.9%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.88
IV
172.0%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.61
IV
175.2%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.31
IV
183.4%
B/E move
9.8%
Puts
Pseudo strike
9.13
IV
254.9%
B/E move
9.1%

65Δ

Calls
Pseudo strike
6.97
IV
195.4%
B/E move
8.6%
Puts
Pseudo strike
9.93
IV
269.2%
B/E move
7.9%

70Δ

Calls
Pseudo strike
6.64
IV
207.4%
B/E move
7.5%
Puts
Pseudo strike
10.72
IV
283.6%
B/E move
6.7%

75Δ

Calls
Pseudo strike
6.30
IV
219.4%
B/E move
6.3%
Puts
Pseudo strike
13.00
IV
352.2%
B/E move
6.6%

80Δ

Calls
Pseudo strike
5.93
IV
234.6%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend94.21%
Daily EOD
LPTH88.3%101.3%114.3%2026-10-19: 99.66%2026-10-20: 97.17%2026-10-21: 90.09%2026-10-22: 97.74%2026-10-23: 100.52%2026-10-26: 96.81%2026-10-27: 112.49%2026-10-28: 109.27%2026-10-29: 93.29%2026-10-30: 94.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
99.66%
97.17%
90.09%
97.74%
100.52%
96.81%
112.49%
109.27%
93.29%
94.21%