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Lineage Cell Therapeutics, Inc. LCTX

HEALTHCARE · BIOTECHNOLOGY
i

Market datapartial · fetched 2026-11-13T02:05:58.782Z

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 · 2026-11-13T01:00:00.080120092Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:03:44.859004+00:00

Share price$0.99
1D-8.3%
AH$0.98$1.02$1.05$1.09$1.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLCTX
Sold putSold callAH

Lineage Cell Therapeutics, Inc. options

Live interpolated LCTX call and put midpoint premiums by absolute delta.Lineage Cell Therapeutics, Inc.$0.49$0.54$0.59$0.64$0.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELCTX PRICE$0.50$0.51$0.53$0.54$0.56$0.57$0.59$0.60$0.62$0.63$0.65$0.66$0.68
Puts——
CallsExpensive6.55×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.33800.0%488.5%
25Δ4.74800.0%430.2%
30Δ4.40800.0%397.7%
35Δ4.06800.0%365.1%
40Δ3.73800.0%332.6%
45Δ3.39800.0%300.1%
50Δ3.05800.0%267.6%
55Δ2.72800.0%235.1%
60Δ2.38800.0%202.5%
65Δ2.04800.0%170.0%
70Δ1.71800.0%137.5%
75Δ1.37800.0%105.0%
80Δ1.03800.0%72.4%

20Δ

Calls
Pseudo strike
5.33
IV
800.0%
B/E move
488.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.74
IV
800.0%
B/E move
430.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.40
IV
800.0%
B/E move
397.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.06
IV
800.0%
B/E move
365.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.73
IV
800.0%
B/E move
332.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.39
IV
800.0%
B/E move
300.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.05
IV
800.0%
B/E move
267.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.72
IV
800.0%
B/E move
235.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.38
IV
800.0%
B/E move
202.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.04
IV
800.0%
B/E move
170.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.71
IV
800.0%
B/E move
137.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.37
IV
800.0%
B/E move
105.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.03
IV
800.0%
B/E move
72.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend288.61%
Daily EOD
LCTX199.6%255.5%311.3%2026-10-20: 234.36%2026-10-22: 207.32%2026-10-23: 303.62%2026-10-27: 288.61%Oct 20Oct 22Oct 27
4 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
234.36%
207.32%
303.62%
288.61%