IntraAlpha
Create free account Start free

Lantronix, Inc. Common Stock LTRX

i

Market datapartial · fetched 2026-10-22T20:59:12.819Z

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 · 2026-10-22T20:00:09.379866253Z

FundamentalsAlpha Vantage · unavailable

Share price$5.61
1D-1.4%
AH$5.50$5.58$5.67$5.75$5.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLTRX
Sold putSold callAH

Lantronix, Inc. Common Stock options

Live interpolated LTRX call and put midpoint premiums by absolute delta.Lantronix, Inc. Common Stock$0.19$0.57$0.95$1.33$1.71$3.75$4.81$5.87$6.93$7.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTRX spot · $5.61LTRX PRICE$0.24$0.30$0.36$0.42$0.48$0.54$0.60$0.66$0.72$0.78$0.84$1.07$1.60$0.28$0.24$0.31$0.43$0.55$0.66$0.78$0.89$1.01$1.13$1.24$1.36$1.48
PutsCheap0.86×
CallsExpensive1.42×
SkewBullish-45.98 pp
Implied moveBearish±$1.38
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.73166.0%77.7%4.09175.4%32.1%
25Δ9.29158.3%70.8%4.8397.8%18.1%
30Δ8.84150.6%63.9%5.1478.2%14.1%
35Δ8.40143.0%57.1%5.3176.2%13.0%
40Δ7.95135.3%50.2%5.4974.2%11.9%
45Δ7.50127.6%43.3%5.6672.2%10.9%
50Δ7.06119.9%36.5%5.8470.2%9.8%
55Δ6.61112.2%29.6%6.0268.2%8.7%
60Δ6.17104.6%22.7%6.1966.2%7.7%
65Δ5.7296.9%15.8%6.3764.2%6.6%
70Δ5.2889.2%9.0%6.5462.3%5.5%
75Δ4.7995.1%4.5%6.7260.3%4.5%
80Δ4.22123.0%3.8%6.8958.3%3.4%

20Δ

Calls
Pseudo strike
9.73
IV
166.0%
B/E move
77.7%
Puts
Pseudo strike
4.09
IV
175.4%
B/E move
32.1%

25Δ

Calls
Pseudo strike
9.29
IV
158.3%
B/E move
70.8%
Puts
Pseudo strike
4.83
IV
97.8%
B/E move
18.1%

30Δ

Calls
Pseudo strike
8.84
IV
150.6%
B/E move
63.9%
Puts
Pseudo strike
5.14
IV
78.2%
B/E move
14.1%

35Δ

Calls
Pseudo strike
8.40
IV
143.0%
B/E move
57.1%
Puts
Pseudo strike
5.31
IV
76.2%
B/E move
13.0%

40Δ

Calls
Pseudo strike
7.95
IV
135.3%
B/E move
50.2%
Puts
Pseudo strike
5.49
IV
74.2%
B/E move
11.9%

45Δ

Calls
Pseudo strike
7.50
IV
127.6%
B/E move
43.3%
Puts
Pseudo strike
5.66
IV
72.2%
B/E move
10.9%

50Δ

Calls
Pseudo strike
7.06
IV
119.9%
B/E move
36.5%
Puts
Pseudo strike
5.84
IV
70.2%
B/E move
9.8%

55Δ

Calls
Pseudo strike
6.61
IV
112.2%
B/E move
29.6%
Puts
Pseudo strike
6.02
IV
68.2%
B/E move
8.7%

60Δ

Calls
Pseudo strike
6.17
IV
104.6%
B/E move
22.7%
Puts
Pseudo strike
6.19
IV
66.2%
B/E move
7.7%

65Δ

Calls
Pseudo strike
5.72
IV
96.9%
B/E move
15.8%
Puts
Pseudo strike
6.37
IV
64.2%
B/E move
6.6%

70Δ

Calls
Pseudo strike
5.28
IV
89.2%
B/E move
9.0%
Puts
Pseudo strike
6.54
IV
62.3%
B/E move
5.5%

75Δ

Calls
Pseudo strike
4.79
IV
95.1%
B/E move
4.5%
Puts
Pseudo strike
6.72
IV
60.3%
B/E move
4.5%

80Δ

Calls
Pseudo strike
4.22
IV
123.0%
B/E move
3.8%
Puts
Pseudo strike
6.89
IV
58.3%
B/E move
3.4%

Options history

No recorded observations