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LSI Industries Inc. Common Stock LYTS

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Market datapartial · fetched 2026-10-23T16:45:01.872Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-23T16:40:01.384625747Z

FundamentalsAlpha Vantage · unavailable

Share price$20.06
1D+0.7%
$19.57$19.70$19.83$19.96$20.105:30 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$3.32$5.07$6.83$8.58$10.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELYTS PRICE$4.16$5.09$3.51$4.56$5.61$6.67$7.72$8.78$9.83
PutsExpensive1.28×
CallsExpensive1.25×
SkewBearish+9.28 pp
Implied move——
TiltBearish66.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ21.2451.8%11.6%
50Δ22.6152.9%10.0%
55Δ23.9854.0%8.4%
60Δ25.3555.0%6.9%
65Δ26.7256.1%5.3%
70Δ28.0957.2%3.7%
75Δ17.3545.3%7.2%29.4658.2%2.2%
80Δ16.0946.2%5.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.24
IV
51.8%
B/E move
11.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.61
IV
52.9%
B/E move
10.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.98
IV
54.0%
B/E move
8.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.35
IV
55.0%
B/E move
6.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.72
IV
56.1%
B/E move
5.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.09
IV
57.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
17.35
IV
45.3%
B/E move
7.2%
Puts
Pseudo strike
29.46
IV
58.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
16.09
IV
46.2%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations