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LB Pharmaceuticals Inc Common Stock LBRX

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Market datapartial · fetched 2026-10-22T23:20:17.736Z

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 · 2026-10-22T20:00:00.296392521Z

FundamentalsAlpha Vantage · unavailable

Share price$39.42
1D+0.6%
AH$38.50$39.32$40.15$40.98$41.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLBRX
Sold putSold callAH

LB Pharmaceuticals Inc Common Stock options

Live interpolated LBRX call and put midpoint premiums by absolute delta.LB Pharmaceuticals Inc Common Stock$2.26$4.50$6.75$8.99$11.24$27.37$33.20$39.03$44.86$50.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LBRX spot · $39.42LBRX PRICE$2.50$2.50$2.54$2.62$2.70$3.11$3.63$4.15$4.67$5.19$6.20$2.50$2.50$2.55$2.74$2.92$3.11$3.47$4.26$5.05$5.84$6.63$8.51$10.59
PutsExpensive1.54×
CallsFair1.05×
SkewBearish+7.04 pp
Implied moveBearish±$6.18
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.97160.0%30.3%
25Δ32.84129.3%23.0%
30Δ53.41145.0%41.8%35.30103.8%16.9%
35Δ47.41114.2%26.6%36.5794.1%14.2%
40Δ44.1394.4%18.4%37.8384.4%11.5%
45Δ42.3081.9%14.0%39.0974.7%8.7%
50Δ40.4769.4%9.5%40.3268.0%6.5%
55Δ39.3065.8%7.6%41.4468.7%5.7%
60Δ38.3765.3%6.5%42.5769.4%4.8%
65Δ37.4364.7%5.5%43.7070.1%4.0%
70Δ36.5064.2%4.4%44.8370.8%3.1%
75Δ35.5663.7%3.4%46.9675.3%2.5%
80Δ34.2166.2%2.5%49.2780.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.97
IV
160.0%
B/E move
30.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.84
IV
129.3%
B/E move
23.0%

30Δ

Calls
Pseudo strike
53.41
IV
145.0%
B/E move
41.8%
Puts
Pseudo strike
35.30
IV
103.8%
B/E move
16.9%

35Δ

Calls
Pseudo strike
47.41
IV
114.2%
B/E move
26.6%
Puts
Pseudo strike
36.57
IV
94.1%
B/E move
14.2%

40Δ

Calls
Pseudo strike
44.13
IV
94.4%
B/E move
18.4%
Puts
Pseudo strike
37.83
IV
84.4%
B/E move
11.5%

45Δ

Calls
Pseudo strike
42.30
IV
81.9%
B/E move
14.0%
Puts
Pseudo strike
39.09
IV
74.7%
B/E move
8.7%

50Δ

Calls
Pseudo strike
40.47
IV
69.4%
B/E move
9.5%
Puts
Pseudo strike
40.32
IV
68.0%
B/E move
6.5%

55Δ

Calls
Pseudo strike
39.30
IV
65.8%
B/E move
7.6%
Puts
Pseudo strike
41.44
IV
68.7%
B/E move
5.7%

60Δ

Calls
Pseudo strike
38.37
IV
65.3%
B/E move
6.5%
Puts
Pseudo strike
42.57
IV
69.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
37.43
IV
64.7%
B/E move
5.5%
Puts
Pseudo strike
43.70
IV
70.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
36.50
IV
64.2%
B/E move
4.4%
Puts
Pseudo strike
44.83
IV
70.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
35.56
IV
63.7%
B/E move
3.4%
Puts
Pseudo strike
46.96
IV
75.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
34.21
IV
66.2%
B/E move
2.5%
Puts
Pseudo strike
49.27
IV
80.4%
B/E move
1.9%

Options history

No recorded observations