IntraAlpha
Create free account Start free

Lattice Semiconductor Corporation LSCC

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-22T13:13:09.579Z

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 · 2026-10-22T12:08:08.456578735Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T13:13:09.190576+00:00

Share price$103.40
1D
Price history unavailable.

Lattice Semiconductor Corporation options

Live interpolated LSCC call and put midpoint premiums by absolute delta.Lattice Semiconductor Corporation$1.65$9.03$16.41$23.79$31.17$74.95$92.16$109.36$126.57$143.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LSCC spot · $103.40LSCC PRICE$2.47$3.34$4.33$5.42$6.61$7.97$9.55$11.31$13.33$16.02$19.05$23.64$29.04$2.45$3.20$3.98$4.80$5.63$6.48$7.33$8.25$9.17$10.11$11.07$12.03$13.02
PutsCheap0.76×
CallsExpensive1.64×
SkewBullish-45.35 pp
Implied moveBullish±$16.88
TiltBullish21.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.3984.4%28.5%89.8468.3%15.5%
25Δ125.9086.2%25.0%92.9066.5%13.2%
30Δ121.8587.9%22.0%95.7864.8%11.2%
35Δ118.0789.6%19.4%98.3163.0%9.6%
40Δ114.4691.4%17.1%100.7261.1%8.0%
45Δ110.9893.3%15.0%102.8958.9%6.8%
50Δ107.5595.9%13.2%105.0656.8%5.5%
55Δ104.0998.8%11.6%106.9454.6%4.6%
60Δ100.49102.0%10.1%108.8252.5%3.6%
65Δ96.54108.1%8.9%110.6150.2%2.8%
70Δ92.21114.0%7.6%112.2447.6%2.2%
75Δ86.73127.6%6.7%113.8744.9%1.5%
80Δ80.26141.6%5.7%115.4341.9%1.0%

20Δ

Calls
Pseudo strike
130.39
IV
84.4%
B/E move
28.5%
Puts
Pseudo strike
89.84
IV
68.3%
B/E move
15.5%

25Δ

Calls
Pseudo strike
125.90
IV
86.2%
B/E move
25.0%
Puts
Pseudo strike
92.90
IV
66.5%
B/E move
13.2%

30Δ

Calls
Pseudo strike
121.85
IV
87.9%
B/E move
22.0%
Puts
Pseudo strike
95.78
IV
64.8%
B/E move
11.2%

35Δ

Calls
Pseudo strike
118.07
IV
89.6%
B/E move
19.4%
Puts
Pseudo strike
98.31
IV
63.0%
B/E move
9.6%

40Δ

Calls
Pseudo strike
114.46
IV
91.4%
B/E move
17.1%
Puts
Pseudo strike
100.72
IV
61.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
110.98
IV
93.3%
B/E move
15.0%
Puts
Pseudo strike
102.89
IV
58.9%
B/E move
6.8%

50Δ

Calls
Pseudo strike
107.55
IV
95.9%
B/E move
13.2%
Puts
Pseudo strike
105.06
IV
56.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
104.09
IV
98.8%
B/E move
11.6%
Puts
Pseudo strike
106.94
IV
54.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
100.49
IV
102.0%
B/E move
10.1%
Puts
Pseudo strike
108.82
IV
52.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
96.54
IV
108.1%
B/E move
8.9%
Puts
Pseudo strike
110.61
IV
50.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
92.21
IV
114.0%
B/E move
7.6%
Puts
Pseudo strike
112.24
IV
47.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
86.73
IV
127.6%
B/E move
6.7%
Puts
Pseudo strike
113.87
IV
44.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
80.26
IV
141.6%
B/E move
5.7%
Puts
Pseudo strike
115.43
IV
41.9%
B/E move
1.0%

Options history

No recorded observations