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Lesaka Technologies, Inc. Common Stock LSAK

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-04T09:39:59.410Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T21:00:00.2939462Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:39:57.369571+00:00

Share price$4.00
1D-1.0%
AH$3.95$3.99$4.02$4.05$4.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLSAK
Sold putSold callAH

Lesaka Technologies, Inc. Common Stock options

Live interpolated LSAK call and put midpoint premiums by absolute delta.Lesaka Technologies, Inc. Common Stock$0.12$0.35$0.58$0.81$1.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELSAK PRICE$0.14$0.17$0.41$0.46$0.51$0.55$0.60$0.65$0.69$0.74$0.78$0.83$0.88$0.92$0.97
PutsExpensive2.51×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.45114.1%64.7%2.65208.4%44.1%
25Δ5.69101.3%46.5%2.83196.7%40.8%
30Δ3.01185.0%37.5%
35Δ3.18173.2%34.2%
40Δ3.36161.5%30.9%
45Δ3.54149.8%27.6%
50Δ3.72138.1%24.3%
55Δ3.90126.3%21.1%
60Δ4.07114.6%17.8%
65Δ4.25102.9%14.5%
70Δ4.4391.2%11.2%
75Δ4.6179.4%7.9%
80Δ4.7867.7%4.6%

20Δ

Calls
Pseudo strike
6.45
IV
114.1%
B/E move
64.7%
Puts
Pseudo strike
2.65
IV
208.4%
B/E move
44.1%

25Δ

Calls
Pseudo strike
5.69
IV
101.3%
B/E move
46.5%
Puts
Pseudo strike
2.83
IV
196.7%
B/E move
40.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.01
IV
185.0%
B/E move
37.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.18
IV
173.2%
B/E move
34.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.36
IV
161.5%
B/E move
30.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.54
IV
149.8%
B/E move
27.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.72
IV
138.1%
B/E move
24.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.90
IV
126.3%
B/E move
21.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.07
IV
114.6%
B/E move
17.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.25
IV
102.9%
B/E move
14.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.43
IV
91.2%
B/E move
11.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.61
IV
79.4%
B/E move
7.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.78
IV
67.7%
B/E move
4.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations