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Lesaka Technologies, Inc. Common Stock LSAK

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Market datapartial · fetched 2026-10-22T23:28:44.851Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:27:01.00350343Z

FundamentalsAlpha Vantage · unavailable

Share price$4.20
1D-4.3%
AH$4.12$4.19$4.27$4.34$4.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLSAK
Sold putSold callAH

Lesaka Technologies, Inc. Common Stock options

Live interpolated LSAK call and put midpoint premiums by absolute delta.Lesaka Technologies, Inc. Common Stock$0.09$0.50$0.91$1.32$1.73$1.81$2.91$4.02$5.12$6.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LSAK spot · $4.20LSAK PRICE$0.14$0.17$0.19$0.31$0.45$0.60$0.74$0.89$1.03$1.18$1.32$1.47$1.61$0.41$0.44$0.48$0.51$0.54$0.57$0.61$0.64$0.67$0.71$0.74$0.77$0.80
PutsExpensive1.87×
CallsExpensive1.60×
SkewBearish+22.10 pp
Implied moveBullish±$1.35
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.5693.6%59.5%2.70188.6%45.5%
25Δ5.8782.5%43.8%2.88176.9%41.9%
30Δ5.1971.4%28.1%3.06165.3%38.4%
35Δ4.8472.8%22.6%3.25153.6%34.9%
40Δ4.6379.0%20.9%3.43141.9%31.3%
45Δ4.4185.2%19.2%3.61130.2%27.8%
50Δ4.1991.3%17.5%3.79118.5%24.2%
55Δ3.9897.5%15.8%3.97106.8%20.7%
60Δ3.76103.7%14.1%4.1595.1%17.1%
65Δ3.54109.8%12.4%4.3483.4%13.6%
70Δ3.33116.0%10.7%4.5271.8%10.0%
75Δ3.11122.2%9.0%4.7060.1%6.5%
80Δ2.89128.3%7.3%4.8848.4%2.9%

20Δ

Calls
Pseudo strike
6.56
IV
93.6%
B/E move
59.5%
Puts
Pseudo strike
2.70
IV
188.6%
B/E move
45.5%

25Δ

Calls
Pseudo strike
5.87
IV
82.5%
B/E move
43.8%
Puts
Pseudo strike
2.88
IV
176.9%
B/E move
41.9%

30Δ

Calls
Pseudo strike
5.19
IV
71.4%
B/E move
28.1%
Puts
Pseudo strike
3.06
IV
165.3%
B/E move
38.4%

35Δ

Calls
Pseudo strike
4.84
IV
72.8%
B/E move
22.6%
Puts
Pseudo strike
3.25
IV
153.6%
B/E move
34.9%

40Δ

Calls
Pseudo strike
4.63
IV
79.0%
B/E move
20.9%
Puts
Pseudo strike
3.43
IV
141.9%
B/E move
31.3%

45Δ

Calls
Pseudo strike
4.41
IV
85.2%
B/E move
19.2%
Puts
Pseudo strike
3.61
IV
130.2%
B/E move
27.8%

50Δ

Calls
Pseudo strike
4.19
IV
91.3%
B/E move
17.5%
Puts
Pseudo strike
3.79
IV
118.5%
B/E move
24.2%

55Δ

Calls
Pseudo strike
3.98
IV
97.5%
B/E move
15.8%
Puts
Pseudo strike
3.97
IV
106.8%
B/E move
20.7%

60Δ

Calls
Pseudo strike
3.76
IV
103.7%
B/E move
14.1%
Puts
Pseudo strike
4.15
IV
95.1%
B/E move
17.1%

65Δ

Calls
Pseudo strike
3.54
IV
109.8%
B/E move
12.4%
Puts
Pseudo strike
4.34
IV
83.4%
B/E move
13.6%

70Δ

Calls
Pseudo strike
3.33
IV
116.0%
B/E move
10.7%
Puts
Pseudo strike
4.52
IV
71.8%
B/E move
10.0%

75Δ

Calls
Pseudo strike
3.11
IV
122.2%
B/E move
9.0%
Puts
Pseudo strike
4.70
IV
60.1%
B/E move
6.5%

80Δ

Calls
Pseudo strike
2.89
IV
128.3%
B/E move
7.3%
Puts
Pseudo strike
4.88
IV
48.4%
B/E move
2.9%

Options history

No recorded observations