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Lightspeed Commerce Inc. LSPD

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T02:42:25.513Z

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 · 2026-11-12T00:05:38.973373184Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:42:25.082051+00:00

Share price$10.41
1D-0.3%
AH$10.20$10.24$10.29$10.34$10.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLSPD
Sold putSold callAH

Lightspeed Commerce Inc. options

Live interpolated LSPD call and put midpoint premiums by absolute delta.Lightspeed Commerce Inc.$0.07$0.43$0.80$1.16$1.52$8.27$9.22$10.17$11.11$12.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LSPD spot · $10.41LSPD PRICE$0.38$0.11$0.14$0.17$0.21$0.24$0.27$0.31$0.34$0.37$0.40$0.44$0.47$0.38$0.38$0.38$0.38$0.43$0.50$0.57$0.63$0.70$0.77$0.92$1.17$1.42
PutsCheap0.86×
CallsCheap0.86×
SkewBearish+39.60 pp
Implied moveBearish±$0.84
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.50247.3%52.5%8.49185.6%22.0%
25Δ10.9845.9%6.5%9.15143.4%15.7%
30Δ10.8944.6%6.0%9.55117.8%11.9%
35Δ10.8043.3%5.4%9.9592.2%8.0%
40Δ10.7141.9%4.9%10.1486.1%6.8%
45Δ10.6340.6%4.4%10.2982.7%5.9%
50Δ10.5439.3%3.9%10.4579.4%5.1%
55Δ10.4537.9%3.3%10.6176.0%4.2%
60Δ10.3636.6%2.8%10.7672.7%3.3%
65Δ10.2835.3%2.3%10.9269.3%2.5%
70Δ10.1933.9%1.8%11.1469.4%1.9%
75Δ10.1032.6%1.2%11.4273.4%1.5%
80Δ10.0131.2%0.7%11.7177.3%1.2%

20Δ

Calls
Pseudo strike
15.50
IV
247.3%
B/E move
52.5%
Puts
Pseudo strike
8.49
IV
185.6%
B/E move
22.0%

25Δ

Calls
Pseudo strike
10.98
IV
45.9%
B/E move
6.5%
Puts
Pseudo strike
9.15
IV
143.4%
B/E move
15.7%

30Δ

Calls
Pseudo strike
10.89
IV
44.6%
B/E move
6.0%
Puts
Pseudo strike
9.55
IV
117.8%
B/E move
11.9%

35Δ

Calls
Pseudo strike
10.80
IV
43.3%
B/E move
5.4%
Puts
Pseudo strike
9.95
IV
92.2%
B/E move
8.0%

40Δ

Calls
Pseudo strike
10.71
IV
41.9%
B/E move
4.9%
Puts
Pseudo strike
10.14
IV
86.1%
B/E move
6.8%

45Δ

Calls
Pseudo strike
10.63
IV
40.6%
B/E move
4.4%
Puts
Pseudo strike
10.29
IV
82.7%
B/E move
5.9%

50Δ

Calls
Pseudo strike
10.54
IV
39.3%
B/E move
3.9%
Puts
Pseudo strike
10.45
IV
79.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
10.45
IV
37.9%
B/E move
3.3%
Puts
Pseudo strike
10.61
IV
76.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
10.36
IV
36.6%
B/E move
2.8%
Puts
Pseudo strike
10.76
IV
72.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
10.28
IV
35.3%
B/E move
2.3%
Puts
Pseudo strike
10.92
IV
69.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
10.19
IV
33.9%
B/E move
1.8%
Puts
Pseudo strike
11.14
IV
69.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
10.10
IV
32.6%
B/E move
1.2%
Puts
Pseudo strike
11.42
IV
73.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
10.01
IV
31.2%
B/E move
0.7%
Puts
Pseudo strike
11.71
IV
77.3%
B/E move
1.2%

Options history

IV · four-Friday blend59.63%
Daily close
LSPD41.2%58.6%76.0%2026-08-13: 48.63%2026-08-21: 49.36%2026-08-24: 43.58%2026-08-25: 58.93%2026-08-26: 62.51%2026-08-28: 44.94%2026-08-31: 48.60%2026-09-01: 56.72%2026-09-02: 53.84%2026-09-03: 52.58%2026-09-04: 51.78%2026-09-08: 56.97%2026-09-10: 51.13%2026-09-14: 73.55%2026-09-18: 46.24%2026-09-21: 50.20%2026-09-22: 48.90%2026-09-23: 46.45%2026-09-24: 47.44%2026-09-28: 49.20%2026-09-29: 47.87%2026-09-30: 46.47%2026-10-01: 51.05%2026-10-02: 49.25%2026-10-05: 53.00%2026-10-07: 51.87%2026-10-16: 56.58%2026-10-19: 48.02%2026-10-20: 51.72%2026-10-21: 56.17%2026-10-22: 50.34%2026-10-23: 50.38%2026-10-26: 51.11%2026-10-27: 64.66%2026-10-28: 54.24%2026-10-29: 50.09%2026-10-30: 59.63%Aug 13Sep 24Oct 30
37 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
48.63%
49.36%
43.58%
58.93%
62.51%
44.94%
48.60%
56.72%
53.84%
52.58%
51.78%
56.97%
51.13%
73.55%
46.24%
50.20%
48.90%
46.45%
47.44%
49.20%
47.87%
46.47%
51.05%
49.25%
53.00%
51.87%
56.58%
48.02%
51.72%
56.17%
50.34%
50.38%
51.11%
64.66%
54.24%
50.09%
59.63%