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Pulmonx Corporation Common Stock LUNG

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Market datapartial · fetched 2026-10-22T18:12:37.681Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T18:08:49.660320925Z

FundamentalsAlpha Vantage · unavailable

Share price$1.85
1D+1.9%
$1.81$1.82$1.84$1.85$1.875:30 AM6:30 AM9:00 AM1:00 PMLUNG
Sold putSold call

Pulmonx Corporation Common Stock options

Live interpolated LUNG call and put midpoint premiums by absolute delta.Pulmonx Corporation Common Stock$0.09$1.37$2.64$3.91$5.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELUNG PRICE$0.23$0.27$0.30$0.34$0.37$1.06$2.31$3.56$4.82
PutsExpensive1.29×
CallsExpensive1.32×
SkewBullish-24.61 pp
Implied move——
TiltBearish77.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ6.59185.8%269.7%
35Δ5.58172.8%216.7%
40Δ4.56159.8%163.7%
45Δ3.55146.8%110.6%
50Δ2.53133.7%57.6%
55Δ
60Δ2.71102.1%10.2%
65Δ4.01124.1%8.1%
70Δ5.30146.2%6.0%
75Δ6.59168.2%3.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.59
IV
185.8%
B/E move
269.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.58
IV
172.8%
B/E move
216.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.56
IV
159.8%
B/E move
163.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.55
IV
146.8%
B/E move
110.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.53
IV
133.7%
B/E move
57.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.71
IV
102.1%
B/E move
10.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.01
IV
124.1%
B/E move
8.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.30
IV
146.2%
B/E move
6.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.59
IV
168.2%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations