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LENZ Therapeutics, Inc. Common Stock LENZ

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:54:09.246Z

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 · 2026-11-11T14:53:29.973479805Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:50:24.350038+00:00

Share price$4.20
1D+3.8%
$4.03$4.08$4.12$4.17$4.215:30 AM6:30 AM9:00 AM1:00 PMLENZ
Sold putSold call

LENZ Therapeutics, Inc. Common Stock options

Live interpolated LENZ call and put midpoint premiums by absolute delta.LENZ Therapeutics, Inc. Common Stock$1.03$1.68$2.34$2.99$3.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELENZ PRICE$2.45$2.45$2.45$2.45$2.45$1.10$1.61$2.13$2.49$2.60$2.70$2.81$2.92$3.03$3.14$3.24$3.35$3.46
PutsExpensive4.14×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.53500.7%42.1%
25Δ4.09589.7%41.0%
30Δ4.65678.7%40.0%
35Δ5.10718.8%37.9%
40Δ5.36675.5%34.2%
45Δ5.62632.2%30.5%
50Δ5.88589.0%26.9%
55Δ6.15545.7%23.2%
60Δ6.99793.2%124.8%6.41502.4%19.5%
65Δ6.09781.1%103.3%6.67459.1%15.8%
70Δ5.18769.0%81.7%6.93415.9%12.1%
75Δ4.28756.9%60.1%7.20372.6%8.4%
80Δ3.37744.8%38.6%7.46329.3%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.53
IV
500.7%
B/E move
42.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.09
IV
589.7%
B/E move
41.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.65
IV
678.7%
B/E move
40.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.10
IV
718.8%
B/E move
37.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.36
IV
675.5%
B/E move
34.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.62
IV
632.2%
B/E move
30.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.88
IV
589.0%
B/E move
26.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.15
IV
545.7%
B/E move
23.2%

60Δ

Calls
Pseudo strike
6.99
IV
793.2%
B/E move
124.8%
Puts
Pseudo strike
6.41
IV
502.4%
B/E move
19.5%

65Δ

Calls
Pseudo strike
6.09
IV
781.1%
B/E move
103.3%
Puts
Pseudo strike
6.67
IV
459.1%
B/E move
15.8%

70Δ

Calls
Pseudo strike
5.18
IV
769.0%
B/E move
81.7%
Puts
Pseudo strike
6.93
IV
415.9%
B/E move
12.1%

75Δ

Calls
Pseudo strike
4.28
IV
756.9%
B/E move
60.1%
Puts
Pseudo strike
7.20
IV
372.6%
B/E move
8.4%

80Δ

Calls
Pseudo strike
3.37
IV
744.8%
B/E move
38.6%
Puts
Pseudo strike
7.46
IV
329.3%
B/E move
4.7%

Options history

IV · four-Friday blend220.45%
Daily close
LENZ144.2%187.3%230.4%2026-08-28: 150.14%2026-08-31: 160.59%2026-09-03: 224.49%2026-09-08: 220.45%Aug 28Aug 31Sep 8
4 observations2026-08-28 — 2026-09-08
Table
DateIV (%)
150.14%
160.59%
224.49%
220.45%