IntraAlpha
Create free account Start free

Lightspeed Commerce Inc LSPD

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T22:08:31.882Z

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 · 2026-10-22T20:10:00.002046165Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:08:31.436319+00:00

Share price$11.21
1D+1.4%
AH$10.96$11.03$11.10$11.16$11.235:30 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$0.23$1.57$2.91$4.25$5.59$8.04$9.45$10.85$12.26$13.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LSPD spot · $11.21LSPD PRICE$0.38$0.38$0.38$0.38$0.45$0.54$0.64$0.73$0.82$0.90$0.98$1.07$1.15$0.39$0.42$0.48$0.54$0.61$0.80$1.05$1.30$1.57$1.87$2.16$5.07$5.21
PutsExpensive1.56×
CallsExpensive1.10×
SkewBearish+22.57 pp
Implied moveBearish±$1.69
TiltBearish41.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.10124.7%47.0%9.2497.6%21.0%
25Δ13.8290.4%26.6%9.8980.0%15.5%
30Δ12.7770.1%17.3%10.2772.4%12.7%
35Δ12.1255.4%11.5%10.5966.8%10.4%
40Δ11.8252.9%9.5%10.9161.1%8.1%
45Δ11.6053.1%8.4%11.2263.4%7.1%
50Δ11.3853.4%7.2%11.5368.9%6.5%
55Δ11.1653.7%6.1%11.8474.5%5.9%
60Δ10.9653.1%5.1%12.2077.8%5.2%
65Δ10.8050.0%4.4%12.5978.9%4.4%
70Δ10.6346.9%3.6%12.9879.9%3.5%
75Δ10.4743.8%2.9%15.81135.1%4.2%
80Δ10.3040.6%2.2%16.09125.0%2.9%

20Δ

Calls
Pseudo strike
16.10
IV
124.7%
B/E move
47.0%
Puts
Pseudo strike
9.24
IV
97.6%
B/E move
21.0%

25Δ

Calls
Pseudo strike
13.82
IV
90.4%
B/E move
26.6%
Puts
Pseudo strike
9.89
IV
80.0%
B/E move
15.5%

30Δ

Calls
Pseudo strike
12.77
IV
70.1%
B/E move
17.3%
Puts
Pseudo strike
10.27
IV
72.4%
B/E move
12.7%

35Δ

Calls
Pseudo strike
12.12
IV
55.4%
B/E move
11.5%
Puts
Pseudo strike
10.59
IV
66.8%
B/E move
10.4%

40Δ

Calls
Pseudo strike
11.82
IV
52.9%
B/E move
9.5%
Puts
Pseudo strike
10.91
IV
61.1%
B/E move
8.1%

45Δ

Calls
Pseudo strike
11.60
IV
53.1%
B/E move
8.4%
Puts
Pseudo strike
11.22
IV
63.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
11.38
IV
53.4%
B/E move
7.2%
Puts
Pseudo strike
11.53
IV
68.9%
B/E move
6.5%

55Δ

Calls
Pseudo strike
11.16
IV
53.7%
B/E move
6.1%
Puts
Pseudo strike
11.84
IV
74.5%
B/E move
5.9%

60Δ

Calls
Pseudo strike
10.96
IV
53.1%
B/E move
5.1%
Puts
Pseudo strike
12.20
IV
77.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
10.80
IV
50.0%
B/E move
4.4%
Puts
Pseudo strike
12.59
IV
78.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
10.63
IV
46.9%
B/E move
3.6%
Puts
Pseudo strike
12.98
IV
79.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
10.47
IV
43.8%
B/E move
2.9%
Puts
Pseudo strike
15.81
IV
135.1%
B/E move
4.2%

80Δ

Calls
Pseudo strike
10.30
IV
40.6%
B/E move
2.2%
Puts
Pseudo strike
16.09
IV
125.0%
B/E move
2.9%

Options history

No recorded observations