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Lantronix, Inc. Common Stock LTRX

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Market datapartial · fetched 2026-10-23T19:38:28.099Z

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 · 2026-10-23T19:38:02.814983604Z

FundamentalsAlpha Vantage · unavailable

Share price$5.78
1D+2.4%
$5.55$5.62$5.69$5.76$5.835:30 AM6:30 AM9:00 AM1:00 PMLTRX
Sold putSold call

Lantronix, Inc. Common Stock options

Live interpolated LTRX call and put midpoint premiums by absolute delta.Lantronix, Inc. Common Stock$0.10$0.59$1.08$1.57$2.06$3.29$4.47$5.64$6.81$7.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTRX spot · $5.78LTRX PRICE$0.15$0.21$0.27$0.33$0.39$0.45$0.51$0.57$0.63$0.69$0.75$0.81$0.87$0.41$0.39$0.47$0.63$0.80$0.96$1.12$1.28$1.44$1.60$1.76$1.92
PutsExpensive1.45×
CallsCheap0.93×
SkewBearish+50.49 pp
Implied moveBearish±$1.63
TiltBearish31.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.4288.6%31.0%4.01226.4%37.7%
25Δ7.2386.6%28.7%4.73148.7%24.9%
30Δ7.0384.6%26.4%5.16118.4%18.9%
35Δ6.8482.5%24.0%5.42117.6%17.2%
40Δ6.6580.5%21.7%5.68116.8%15.5%
45Δ6.4578.5%19.4%5.94116.0%13.8%
50Δ6.2676.5%17.1%6.20115.3%12.1%
55Δ6.0674.5%14.8%6.45114.5%10.4%
60Δ5.8772.5%12.4%6.71113.7%8.7%
65Δ5.6770.5%10.1%6.97112.9%7.0%
70Δ5.4868.4%7.8%7.23112.2%5.3%
75Δ5.2966.4%5.5%7.49111.4%3.6%
80Δ5.0964.4%3.2%

20Δ

Calls
Pseudo strike
7.42
IV
88.6%
B/E move
31.0%
Puts
Pseudo strike
4.01
IV
226.4%
B/E move
37.7%

25Δ

Calls
Pseudo strike
7.23
IV
86.6%
B/E move
28.7%
Puts
Pseudo strike
4.73
IV
148.7%
B/E move
24.9%

30Δ

Calls
Pseudo strike
7.03
IV
84.6%
B/E move
26.4%
Puts
Pseudo strike
5.16
IV
118.4%
B/E move
18.9%

35Δ

Calls
Pseudo strike
6.84
IV
82.5%
B/E move
24.0%
Puts
Pseudo strike
5.42
IV
117.6%
B/E move
17.2%

40Δ

Calls
Pseudo strike
6.65
IV
80.5%
B/E move
21.7%
Puts
Pseudo strike
5.68
IV
116.8%
B/E move
15.5%

45Δ

Calls
Pseudo strike
6.45
IV
78.5%
B/E move
19.4%
Puts
Pseudo strike
5.94
IV
116.0%
B/E move
13.8%

50Δ

Calls
Pseudo strike
6.26
IV
76.5%
B/E move
17.1%
Puts
Pseudo strike
6.20
IV
115.3%
B/E move
12.1%

55Δ

Calls
Pseudo strike
6.06
IV
74.5%
B/E move
14.8%
Puts
Pseudo strike
6.45
IV
114.5%
B/E move
10.4%

60Δ

Calls
Pseudo strike
5.87
IV
72.5%
B/E move
12.4%
Puts
Pseudo strike
6.71
IV
113.7%
B/E move
8.7%

65Δ

Calls
Pseudo strike
5.67
IV
70.5%
B/E move
10.1%
Puts
Pseudo strike
6.97
IV
112.9%
B/E move
7.0%

70Δ

Calls
Pseudo strike
5.48
IV
68.4%
B/E move
7.8%
Puts
Pseudo strike
7.23
IV
112.2%
B/E move
5.3%

75Δ

Calls
Pseudo strike
5.29
IV
66.4%
B/E move
5.5%
Puts
Pseudo strike
7.49
IV
111.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
5.09
IV
64.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations