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Lattice Semiconductor Corporation Common Stock LSCC

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-11T13:50:36.028Z

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 · 2026-11-11T13:43:01.067264417Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:47:03.385325+00:00

Share price$119.00
1D+0.2%
$118.74$118.82$118.90$118.98$119.065:30 AM6:30 AM9:00 AM1:00 PMLSCC
Sold putSold call

Lattice Semiconductor Corporation Common Stock options

Live interpolated LSCC call and put midpoint premiums by absolute delta.Lattice Semiconductor Corporation Common Stock$0.00$28.17$56.35$84.52$112.70$85.16$100.72$116.28$131.84$147.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LSCC spot · $119.00LSCC PRICE$1.05$1.38$1.67$1.88$2.09$2.30$2.49$2.67$2.85$3.03$3.21$3.39$3.57$2.78$3.83$5.04$6.57$8.26$10.47$13.55$17.83$23.41$34.36$56.49$104.43
Puts——
CallsCheap0.31×
Skew——
Implied moveBearish±$16.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.2151.6%8.6%103.31120.5%15.5%
25Δ126.3150.9%7.3%106.57122.4%13.7%
30Δ124.5649.2%6.1%109.48126.3%12.2%
35Δ123.1445.4%5.1%112.45130.9%11.0%
40Δ121.7241.6%4.0%115.47135.9%9.9%
45Δ120.3137.8%3.0%118.82142.4%9.0%
50Δ119.6135.1%2.6%122.77153.5%8.2%
55Δ119.1132.7%2.3%127.73169.5%7.6%
60Δ118.6030.3%2.1%134.05187.1%7.0%
65Δ118.1027.9%1.8%145.27221.1%6.8%
70Δ117.6025.5%1.5%167.44283.8%6.8%
75Δ117.1023.0%1.3%215.49379.5%6.7%
80Δ116.6020.6%1.0%

20Δ

Calls
Pseudo strike
128.21
IV
51.6%
B/E move
8.6%
Puts
Pseudo strike
103.31
IV
120.5%
B/E move
15.5%

25Δ

Calls
Pseudo strike
126.31
IV
50.9%
B/E move
7.3%
Puts
Pseudo strike
106.57
IV
122.4%
B/E move
13.7%

30Δ

Calls
Pseudo strike
124.56
IV
49.2%
B/E move
6.1%
Puts
Pseudo strike
109.48
IV
126.3%
B/E move
12.2%

35Δ

Calls
Pseudo strike
123.14
IV
45.4%
B/E move
5.1%
Puts
Pseudo strike
112.45
IV
130.9%
B/E move
11.0%

40Δ

Calls
Pseudo strike
121.72
IV
41.6%
B/E move
4.0%
Puts
Pseudo strike
115.47
IV
135.9%
B/E move
9.9%

45Δ

Calls
Pseudo strike
120.31
IV
37.8%
B/E move
3.0%
Puts
Pseudo strike
118.82
IV
142.4%
B/E move
9.0%

50Δ

Calls
Pseudo strike
119.61
IV
35.1%
B/E move
2.6%
Puts
Pseudo strike
122.77
IV
153.5%
B/E move
8.2%

55Δ

Calls
Pseudo strike
119.11
IV
32.7%
B/E move
2.3%
Puts
Pseudo strike
127.73
IV
169.5%
B/E move
7.6%

60Δ

Calls
Pseudo strike
118.60
IV
30.3%
B/E move
2.1%
Puts
Pseudo strike
134.05
IV
187.1%
B/E move
7.0%

65Δ

Calls
Pseudo strike
118.10
IV
27.9%
B/E move
1.8%
Puts
Pseudo strike
145.27
IV
221.1%
B/E move
6.8%

70Δ

Calls
Pseudo strike
117.60
IV
25.5%
B/E move
1.5%
Puts
Pseudo strike
167.44
IV
283.8%
B/E move
6.8%

75Δ

Calls
Pseudo strike
117.10
IV
23.0%
B/E move
1.3%
Puts
Pseudo strike
215.49
IV
379.5%
B/E move
6.7%

80Δ

Calls
Pseudo strike
116.60
IV
20.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.06%
Daily EOD
LSCC63.8%68.8%73.8%2026-10-19: 64.44%2026-10-20: 65.94%2026-10-21: 65.41%2026-10-22: 69.57%2026-10-23: 69.06%2026-10-26: 70.26%2026-10-27: 71.61%2026-10-28: 70.07%2026-10-29: 70.30%2026-10-30: 73.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.44%
65.94%
65.41%
69.57%
69.06%
70.26%
71.61%
70.07%
70.30%
73.06%