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LB Pharmaceuticals Inc Common Stock LBRX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:58:12.483Z

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 · 2026-11-11T21:00:07.280436329Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:58:12.155540+00:00

Share price$44.71
1D+0.9%
AH$44.21$44.53$44.84$45.15$45.475:30 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$2.42$3.18$3.95$4.71$5.48$34.70$38.94$43.18$47.42$51.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LBRX spot · $44.71LBRX PRICE$2.50$2.50$2.51$2.53$2.54$2.88$3.36$3.83$4.31$4.78$5.26$2.50$2.50$2.51$2.55$2.58$2.62$2.75$3.14$3.53$3.92$4.31$4.71$5.10
PutsExpensive1.92×
Calls——
Skew——
Implied moveBearish±$5.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.44263.3%28.6%
25Δ37.64209.9%21.4%
30Δ57.39225.5%34.0%40.27166.9%15.5%
35Δ52.02178.4%21.9%41.53146.4%12.8%
40Δ49.05147.0%15.3%42.79125.8%10.1%
45Δ47.29124.5%11.4%44.06105.3%7.3%
50Δ45.53102.0%7.5%45.1789.0%5.1%
55Δ44.4294.2%5.8%45.8485.4%4.5%
60Δ43.5992.7%5.0%46.5281.8%3.9%
65Δ42.7591.2%4.2%47.1978.1%3.2%
70Δ41.9289.7%3.4%47.8774.5%2.6%
75Δ41.0988.2%2.6%48.5470.9%1.9%
80Δ40.2586.7%1.8%49.2267.2%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.44
IV
263.3%
B/E move
28.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.64
IV
209.9%
B/E move
21.4%

30Δ

Calls
Pseudo strike
57.39
IV
225.5%
B/E move
34.0%
Puts
Pseudo strike
40.27
IV
166.9%
B/E move
15.5%

35Δ

Calls
Pseudo strike
52.02
IV
178.4%
B/E move
21.9%
Puts
Pseudo strike
41.53
IV
146.4%
B/E move
12.8%

40Δ

Calls
Pseudo strike
49.05
IV
147.0%
B/E move
15.3%
Puts
Pseudo strike
42.79
IV
125.8%
B/E move
10.1%

45Δ

Calls
Pseudo strike
47.29
IV
124.5%
B/E move
11.4%
Puts
Pseudo strike
44.06
IV
105.3%
B/E move
7.3%

50Δ

Calls
Pseudo strike
45.53
IV
102.0%
B/E move
7.5%
Puts
Pseudo strike
45.17
IV
89.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
44.42
IV
94.2%
B/E move
5.8%
Puts
Pseudo strike
45.84
IV
85.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
43.59
IV
92.7%
B/E move
5.0%
Puts
Pseudo strike
46.52
IV
81.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
42.75
IV
91.2%
B/E move
4.2%
Puts
Pseudo strike
47.19
IV
78.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
41.92
IV
89.7%
B/E move
3.4%
Puts
Pseudo strike
47.87
IV
74.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
41.09
IV
88.2%
B/E move
2.6%
Puts
Pseudo strike
48.54
IV
70.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
40.25
IV
86.7%
B/E move
1.8%
Puts
Pseudo strike
49.22
IV
67.2%
B/E move
1.3%

Options history

IV · four-Friday blend76.49%
Daily EOD
LBRX71.8%75.3%78.8%2026-10-19: 72.79%2026-10-20: 75.04%2026-10-21: 72.31%2026-10-22: 75.42%2026-10-23: 73.73%2026-10-26: 76.24%2026-10-27: 78.28%2026-10-28: 75.83%2026-10-29: 76.79%2026-10-30: 76.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
72.79%
75.04%
72.31%
75.42%
73.73%
76.24%
78.28%
75.83%
76.79%
76.49%