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LSI Industries Inc LYTS

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-10-22T23:12:03.306Z

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 · 2026-10-22T20:00:01.668216062Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:07:37.533593+00:00

Share price$19.93
1D+1.5%
AH$19.54$19.64$19.75$19.86$19.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLYTS
Sold putSold callAH

LSI Industries Inc options

Live interpolated LYTS call and put midpoint premiums by absolute delta.LSI Industries Inc$0.75$1.92$3.09$4.27$5.44$14.09$16.91$19.73$22.55$25.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LYTS spot · $19.93LYTS PRICE$0.88$0.88$0.89$0.93$0.94$0.95$0.97$1.18$1.57$1.96$2.34$2.73$0.90$0.96$1.06$1.18$1.30$1.42$1.91$2.54$3.17$3.74$4.20$4.65$5.10
PutsExpensive2.50×
CallsExpensive2.46×
SkewBearish+7.17 pp
Implied moveBearish±$2.88
TiltBearish32.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.12173.6%75.6%15.73125.0%25.6%
25Δ27.36125.9%41.7%17.14100.8%18.8%
30Δ24.1097.1%25.4%17.9689.1%15.2%
35Δ22.4179.6%17.1%18.5981.7%12.7%
40Δ21.7169.2%13.7%19.2174.3%10.1%
45Δ21.0258.9%10.2%19.8366.9%7.6%
50Δ20.3248.5%6.8%20.5370.1%6.5%
55Δ19.7546.2%5.0%21.2777.3%6.0%
60Δ19.2750.8%4.5%22.0084.4%5.5%
65Δ18.7955.5%4.1%22.7088.2%4.9%
70Δ18.3160.2%3.6%23.3584.6%3.9%
75Δ17.8464.8%3.2%24.0081.1%2.9%
80Δ24.6577.5%1.9%

20Δ

Calls
Pseudo strike
34.12
IV
173.6%
B/E move
75.6%
Puts
Pseudo strike
15.73
IV
125.0%
B/E move
25.6%

25Δ

Calls
Pseudo strike
27.36
IV
125.9%
B/E move
41.7%
Puts
Pseudo strike
17.14
IV
100.8%
B/E move
18.8%

30Δ

Calls
Pseudo strike
24.10
IV
97.1%
B/E move
25.4%
Puts
Pseudo strike
17.96
IV
89.1%
B/E move
15.2%

35Δ

Calls
Pseudo strike
22.41
IV
79.6%
B/E move
17.1%
Puts
Pseudo strike
18.59
IV
81.7%
B/E move
12.7%

40Δ

Calls
Pseudo strike
21.71
IV
69.2%
B/E move
13.7%
Puts
Pseudo strike
19.21
IV
74.3%
B/E move
10.1%

45Δ

Calls
Pseudo strike
21.02
IV
58.9%
B/E move
10.2%
Puts
Pseudo strike
19.83
IV
66.9%
B/E move
7.6%

50Δ

Calls
Pseudo strike
20.32
IV
48.5%
B/E move
6.8%
Puts
Pseudo strike
20.53
IV
70.1%
B/E move
6.5%

55Δ

Calls
Pseudo strike
19.75
IV
46.2%
B/E move
5.0%
Puts
Pseudo strike
21.27
IV
77.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
19.27
IV
50.8%
B/E move
4.5%
Puts
Pseudo strike
22.00
IV
84.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
18.79
IV
55.5%
B/E move
4.1%
Puts
Pseudo strike
22.70
IV
88.2%
B/E move
4.9%

70Δ

Calls
Pseudo strike
18.31
IV
60.2%
B/E move
3.6%
Puts
Pseudo strike
23.35
IV
84.6%
B/E move
3.9%

75Δ

Calls
Pseudo strike
17.84
IV
64.8%
B/E move
3.2%
Puts
Pseudo strike
24.00
IV
81.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.65
IV
77.5%
B/E move
1.9%

Options history

No recorded observations