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LightPath Technologies Inc LPTH

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-10-22T13:02:56.219Z

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 · 2026-10-22T13:01:34.919685103Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T13:02:53.448736+00:00

Share price$7.24
1D-0.5%
$7.21$7.22$7.24$7.26$7.285:30 AM6:30 AM9:00 AM1:00 PMLPTH
Sold putSold call

LightPath Technologies Inc options

Live interpolated LPTH call and put midpoint premiums by absolute delta.LightPath Technologies Inc$0.00$2.71$5.43$8.14$10.86$4.21$6.13$8.06$9.99$11.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LPTH spot · $7.24LPTH PRICE$0.22$0.31$0.40$0.49$0.58$0.67$0.76$1.01$1.36$1.72$2.07$2.43$2.78$0.27$0.34$0.42$0.49$0.57$0.65$0.72$1.77$3.43$5.09$6.75$8.41$10.07
PutsExpensive1.34×
CallsExpensive1.76×
SkewBullish-25.48 pp
Implied moveBullish±$1.48
TiltBearish44.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.81105.1%38.7%5.7193.1%24.7%
25Δ9.45106.0%34.9%5.9990.4%21.9%
30Δ9.09107.0%31.2%6.2787.6%19.1%
35Δ8.73107.9%27.5%6.5584.8%16.3%
40Δ8.37108.9%23.7%6.8382.0%13.4%
45Δ8.01109.8%20.0%7.1179.2%10.6%
50Δ7.65110.8%16.3%7.3976.4%7.8%
55Δ7.25122.5%14.2%8.5588.6%6.3%
60Δ6.83141.8%13.2%10.26110.1%5.6%
65Δ6.41161.1%12.3%11.96131.7%5.0%
70Δ5.99180.4%11.4%13.67153.3%4.3%
75Δ5.56199.7%10.4%15.38174.9%3.7%
80Δ5.14219.0%9.5%17.09196.4%3.0%

20Δ

Calls
Pseudo strike
9.81
IV
105.1%
B/E move
38.7%
Puts
Pseudo strike
5.71
IV
93.1%
B/E move
24.7%

25Δ

Calls
Pseudo strike
9.45
IV
106.0%
B/E move
34.9%
Puts
Pseudo strike
5.99
IV
90.4%
B/E move
21.9%

30Δ

Calls
Pseudo strike
9.09
IV
107.0%
B/E move
31.2%
Puts
Pseudo strike
6.27
IV
87.6%
B/E move
19.1%

35Δ

Calls
Pseudo strike
8.73
IV
107.9%
B/E move
27.5%
Puts
Pseudo strike
6.55
IV
84.8%
B/E move
16.3%

40Δ

Calls
Pseudo strike
8.37
IV
108.9%
B/E move
23.7%
Puts
Pseudo strike
6.83
IV
82.0%
B/E move
13.4%

45Δ

Calls
Pseudo strike
8.01
IV
109.8%
B/E move
20.0%
Puts
Pseudo strike
7.11
IV
79.2%
B/E move
10.6%

50Δ

Calls
Pseudo strike
7.65
IV
110.8%
B/E move
16.3%
Puts
Pseudo strike
7.39
IV
76.4%
B/E move
7.8%

55Δ

Calls
Pseudo strike
7.25
IV
122.5%
B/E move
14.2%
Puts
Pseudo strike
8.55
IV
88.6%
B/E move
6.3%

60Δ

Calls
Pseudo strike
6.83
IV
141.8%
B/E move
13.2%
Puts
Pseudo strike
10.26
IV
110.1%
B/E move
5.6%

65Δ

Calls
Pseudo strike
6.41
IV
161.1%
B/E move
12.3%
Puts
Pseudo strike
11.96
IV
131.7%
B/E move
5.0%

70Δ

Calls
Pseudo strike
5.99
IV
180.4%
B/E move
11.4%
Puts
Pseudo strike
13.67
IV
153.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
5.56
IV
199.7%
B/E move
10.4%
Puts
Pseudo strike
15.38
IV
174.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
5.14
IV
219.0%
B/E move
9.5%
Puts
Pseudo strike
17.09
IV
196.4%
B/E move
3.0%

Options history

No recorded observations