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Lattice Semiconductor Corporation Common Stock LSCC

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-04T03:33:23.393Z

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 · 2026-11-04T00:40:07.147806475Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T03:33:22.831847+00:00

Share price$105.35
1D-0.5%
AH$105$106$108$109$1115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLSCC
Sold putSold callAH

Lattice Semiconductor Corporation Common Stock options

Live interpolated LSCC call and put midpoint premiums by absolute delta.Lattice Semiconductor Corporation Common Stock$1.38$5.55$9.71$13.88$18.04$84.90$95.46$106.02$116.58$127.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LSCC spot · $105.35LSCC PRICE$1.83$2.44$3.01$3.73$4.59$5.45$6.32$7.23$8.52$9.82$11.65$13.57$16.84$2.01$2.66$3.40$4.17$5.06$5.94$6.93$7.94$9.09$10.58$12.07$13.33$14.59
PutsCheap0.94×
CallsFair1.03×
SkewBullish-10.32 pp
Implied moveBearish±$13.25
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.2277.0%18.7%93.4473.1%13.2%
25Δ119.9378.0%16.2%96.1471.8%11.3%
30Δ116.6375.6%13.6%98.4371.4%9.8%
35Δ113.8675.2%11.6%100.6471.0%8.4%
40Δ111.6176.8%10.3%102.6970.5%7.3%
45Δ109.3577.6%9.0%104.7469.9%6.2%
50Δ107.0676.5%7.6%106.6968.8%5.3%
55Δ104.7875.7%6.3%108.6367.6%4.4%
60Δ102.5476.8%5.4%110.6466.7%3.6%
65Δ100.3177.9%4.5%112.8066.5%3.0%
70Δ97.7180.3%3.8%114.9666.4%2.3%
75Δ95.0483.0%3.1%116.8163.1%1.8%
80Δ91.1890.3%2.5%118.6659.6%1.2%

20Δ

Calls
Pseudo strike
123.22
IV
77.0%
B/E move
18.7%
Puts
Pseudo strike
93.44
IV
73.1%
B/E move
13.2%

25Δ

Calls
Pseudo strike
119.93
IV
78.0%
B/E move
16.2%
Puts
Pseudo strike
96.14
IV
71.8%
B/E move
11.3%

30Δ

Calls
Pseudo strike
116.63
IV
75.6%
B/E move
13.6%
Puts
Pseudo strike
98.43
IV
71.4%
B/E move
9.8%

35Δ

Calls
Pseudo strike
113.86
IV
75.2%
B/E move
11.6%
Puts
Pseudo strike
100.64
IV
71.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
111.61
IV
76.8%
B/E move
10.3%
Puts
Pseudo strike
102.69
IV
70.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
109.35
IV
77.6%
B/E move
9.0%
Puts
Pseudo strike
104.74
IV
69.9%
B/E move
6.2%

50Δ

Calls
Pseudo strike
107.06
IV
76.5%
B/E move
7.6%
Puts
Pseudo strike
106.69
IV
68.8%
B/E move
5.3%

55Δ

Calls
Pseudo strike
104.78
IV
75.7%
B/E move
6.3%
Puts
Pseudo strike
108.63
IV
67.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
102.54
IV
76.8%
B/E move
5.4%
Puts
Pseudo strike
110.64
IV
66.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
100.31
IV
77.9%
B/E move
4.5%
Puts
Pseudo strike
112.80
IV
66.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
97.71
IV
80.3%
B/E move
3.8%
Puts
Pseudo strike
114.96
IV
66.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
95.04
IV
83.0%
B/E move
3.1%
Puts
Pseudo strike
116.81
IV
63.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
91.18
IV
90.3%
B/E move
2.5%
Puts
Pseudo strike
118.66
IV
59.6%
B/E move
1.2%

Options history

IV · four-Friday blend73.06%
Daily EOD
LSCC63.8%68.8%73.8%2026-10-19: 64.44%2026-10-20: 65.94%2026-10-21: 65.41%2026-10-22: 69.57%2026-10-23: 69.06%2026-10-26: 70.26%2026-10-27: 71.61%2026-10-28: 70.07%2026-10-29: 70.30%2026-10-30: 73.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.44%
65.94%
65.41%
69.57%
69.06%
70.26%
71.61%
70.07%
70.30%
73.06%