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LSI Industries Inc. Common Stock LYTS

INDUSTRIALS · BUSINESS EQUIPMENT & SUPPLIES
i

Market dataready · fetched 2026-11-13T02:20:15.608Z

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 · 2026-11-12T21:00:02.351998842Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:20:15.057617+00:00

Share price$15.22
1D-3.4%
AH$15.14$15.37$15.61$15.84$16.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLYTS
Sold putSold callAH

LSI Industries Inc. Common Stock options

Live interpolated LYTS call and put midpoint premiums by absolute delta.LSI Industries Inc. Common Stock$0.94$1.49$2.03$2.57$3.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELYTS PRICE$1.07$1.00$1.04$1.10$1.20$1.29$1.39$1.62$1.95$2.29$2.62$2.96$1.07$1.08$1.11$1.13$1.16
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.20348.8%33.5%
25Δ28.61431.8%95.0%12.59267.2%24.3%
30Δ20.96292.3%44.3%13.27233.0%20.1%
35Δ18.70240.7%29.7%13.94198.7%15.9%
40Δ17.29206.5%20.9%14.61164.5%11.6%
45Δ16.62189.0%17.1%
50Δ15.95171.6%13.3%
55Δ15.29154.1%9.5%
60Δ14.72148.7%7.3%
65Δ14.22152.2%6.3%
70Δ13.73155.8%5.2%
75Δ13.24159.3%4.2%
80Δ12.74162.9%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.20
IV
348.8%
B/E move
33.5%

25Δ

Calls
Pseudo strike
28.61
IV
431.8%
B/E move
95.0%
Puts
Pseudo strike
12.59
IV
267.2%
B/E move
24.3%

30Δ

Calls
Pseudo strike
20.96
IV
292.3%
B/E move
44.3%
Puts
Pseudo strike
13.27
IV
233.0%
B/E move
20.1%

35Δ

Calls
Pseudo strike
18.70
IV
240.7%
B/E move
29.7%
Puts
Pseudo strike
13.94
IV
198.7%
B/E move
15.9%

40Δ

Calls
Pseudo strike
17.29
IV
206.5%
B/E move
20.9%
Puts
Pseudo strike
14.61
IV
164.5%
B/E move
11.6%

45Δ

Calls
Pseudo strike
16.62
IV
189.0%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
15.95
IV
171.6%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.29
IV
154.1%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
14.72
IV
148.7%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
14.22
IV
152.2%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.73
IV
155.8%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.24
IV
159.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.74
IV
162.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend83.38%
Daily EOD
LYTS49.9%67.9%85.9%2026-10-19: 52.33%2026-10-20: 54.32%2026-10-21: 55.18%2026-10-22: 52.58%2026-10-23: 64.12%2026-10-26: 78.12%2026-10-27: 78.11%2026-10-28: 63.24%2026-10-29: 66.40%2026-10-30: 83.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.33%
54.32%
55.18%
52.58%
64.12%
78.12%
78.11%
63.24%
66.40%
83.38%