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Lattice Semiconductor Corporation Common Stock LSCC

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Market dataready · fetched 2026-11-04T07:39:27.102Z

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

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-04T07:39:26.665350+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$9.73$13.90$18.07$84.84$95.55$106.25$116.96$127.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LSCC spot · $105.35LSCC PRICE$1.83$2.44$3.02$3.74$4.59$5.45$6.32$7.23$8.53$9.83$11.66$13.58$16.87$2.01$2.66$3.39$4.17$5.05$5.93$6.92$7.93$9.07$10.56$12.05$13.31$14.56
PutsFair0.96×
CallsExpensive1.06×
SkewBullish-10.78 pp
Implied moveBearish±$13.24
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.2179.5%18.7%93.4375.3%13.2%
25Δ119.9280.4%16.1%96.1374.0%11.3%
30Δ116.6277.9%13.6%98.4273.6%9.8%
35Δ113.8577.5%11.6%100.6373.2%8.4%
40Δ111.6079.2%10.3%102.6872.6%7.3%
45Δ109.3480.0%9.0%104.7372.0%6.2%
50Δ107.0578.9%7.6%106.6870.9%5.3%
55Δ104.7778.1%6.3%108.6169.6%4.4%
60Δ102.5379.2%5.4%110.6168.6%3.6%
65Δ100.3080.4%4.5%112.7768.5%3.0%
70Δ97.6982.9%3.8%114.9368.3%2.3%
75Δ95.0285.7%3.1%116.7864.9%1.8%
80Δ91.1693.2%2.5%118.6261.4%1.2%

20Δ

Calls
Pseudo strike
123.21
IV
79.5%
B/E move
18.7%
Puts
Pseudo strike
93.43
IV
75.3%
B/E move
13.2%

25Δ

Calls
Pseudo strike
119.92
IV
80.4%
B/E move
16.1%
Puts
Pseudo strike
96.13
IV
74.0%
B/E move
11.3%

30Δ

Calls
Pseudo strike
116.62
IV
77.9%
B/E move
13.6%
Puts
Pseudo strike
98.42
IV
73.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
113.85
IV
77.5%
B/E move
11.6%
Puts
Pseudo strike
100.63
IV
73.2%
B/E move
8.4%

40Δ

Calls
Pseudo strike
111.60
IV
79.2%
B/E move
10.3%
Puts
Pseudo strike
102.68
IV
72.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
109.34
IV
80.0%
B/E move
9.0%
Puts
Pseudo strike
104.73
IV
72.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
107.05
IV
78.9%
B/E move
7.6%
Puts
Pseudo strike
106.68
IV
70.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
104.77
IV
78.1%
B/E move
6.3%
Puts
Pseudo strike
108.61
IV
69.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
102.53
IV
79.2%
B/E move
5.4%
Puts
Pseudo strike
110.61
IV
68.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
100.30
IV
80.4%
B/E move
4.5%
Puts
Pseudo strike
112.77
IV
68.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
97.69
IV
82.9%
B/E move
3.8%
Puts
Pseudo strike
114.93
IV
68.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
95.02
IV
85.7%
B/E move
3.1%
Puts
Pseudo strike
116.78
IV
64.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
91.16
IV
93.2%
B/E move
2.5%
Puts
Pseudo strike
118.62
IV
61.4%
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%