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LSI Industries Inc. Common Stock LYTS

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Market datapartial · fetched 2026-10-22T18:29:17.136Z

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 · 2026-10-22T18:28:50.757013236Z

FundamentalsAlpha Vantage · unavailable

Share price$19.78
1D+0.7%
$19.54$19.64$19.74$19.84$19.945:30 AM6:30 AM9:00 AM1:00 PMLYTS
Sold putSold call

LSI Industries Inc. Common Stock options

Live interpolated LYTS call and put midpoint premiums by absolute delta.LSI Industries Inc. Common Stock$0.47$4.45$8.42$12.40$16.38$13.52$16.24$18.96$21.68$24.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LYTS spot · $19.78LYTS PRICE$0.93$0.93$0.94$0.95$1.34$1.74$2.14$2.54$2.94$3.41$0.90$0.95$1.04$1.15$1.27$1.38$2.21$4.38$6.55$8.72$10.89$13.06$15.23
PutsExpensive2.75×
CallsExpensive2.06×
SkewBearish+29.35 pp
Implied moveBearish±$3.16
TiltBearish58.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.61124.6%25.6%
25Δ16.97101.2%19.0%
30Δ17.8687.8%15.0%
35Δ22.3280.8%17.5%18.4580.6%12.6%
40Δ21.5669.3%13.7%19.0373.4%10.2%
45Δ20.7957.8%9.9%19.6266.2%7.8%
50Δ20.0246.3%6.0%20.8065.3%6.0%
55Δ19.5351.5%5.5%23.1075.9%5.4%
60Δ19.0457.1%5.0%25.4086.5%4.7%
65Δ18.5562.8%4.6%27.6997.2%4.1%
70Δ18.0768.4%4.2%29.99107.8%3.4%
75Δ17.5874.0%3.7%32.29118.5%2.8%
80Δ16.9672.3%3.0%34.58129.1%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.61
IV
124.6%
B/E move
25.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.97
IV
101.2%
B/E move
19.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.86
IV
87.8%
B/E move
15.0%

35Δ

Calls
Pseudo strike
22.32
IV
80.8%
B/E move
17.5%
Puts
Pseudo strike
18.45
IV
80.6%
B/E move
12.6%

40Δ

Calls
Pseudo strike
21.56
IV
69.3%
B/E move
13.7%
Puts
Pseudo strike
19.03
IV
73.4%
B/E move
10.2%

45Δ

Calls
Pseudo strike
20.79
IV
57.8%
B/E move
9.9%
Puts
Pseudo strike
19.62
IV
66.2%
B/E move
7.8%

50Δ

Calls
Pseudo strike
20.02
IV
46.3%
B/E move
6.0%
Puts
Pseudo strike
20.80
IV
65.3%
B/E move
6.0%

55Δ

Calls
Pseudo strike
19.53
IV
51.5%
B/E move
5.5%
Puts
Pseudo strike
23.10
IV
75.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
19.04
IV
57.1%
B/E move
5.0%
Puts
Pseudo strike
25.40
IV
86.5%
B/E move
4.7%

65Δ

Calls
Pseudo strike
18.55
IV
62.8%
B/E move
4.6%
Puts
Pseudo strike
27.69
IV
97.2%
B/E move
4.1%

70Δ

Calls
Pseudo strike
18.07
IV
68.4%
B/E move
4.2%
Puts
Pseudo strike
29.99
IV
107.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
17.58
IV
74.0%
B/E move
3.7%
Puts
Pseudo strike
32.29
IV
118.5%
B/E move
2.8%

80Δ

Calls
Pseudo strike
16.96
IV
72.3%
B/E move
3.0%
Puts
Pseudo strike
34.58
IV
129.1%
B/E move
2.2%

Options history

No recorded observations