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Pulmonx Corporation Common Stock LUNG

i

Market dataready · fetched 2026-11-12T03:18:18.885Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T23:17:06.360420799Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:18:12.058692+00:00

Share price$2.94
1D+8.6%
AH$2.73$2.79$2.86$2.93$3.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLUNG
Sold putSold callAH

Pulmonx Corporation Common Stock options

Live interpolated LUNG call and put midpoint premiums by absolute delta.Pulmonx Corporation Common Stock$0.28$0.74$1.20$1.66$2.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELUNG PRICE$0.56$0.61$0.67$0.75$0.33$0.50$0.66$0.83$0.99$1.16$1.32$1.49$1.66$1.82$1.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.70107.0%19.4%
35Δ2.92109.6%17.8%
40Δ3.13112.3%16.2%
45Δ3.34115.0%14.6%
50Δ3.55117.7%13.1%
55Δ3.76120.4%11.5%
60Δ3.97123.1%9.9%
65Δ2.91118.7%18.3%4.19125.7%8.3%
70Δ2.68115.1%12.1%4.40128.4%6.7%
75Δ2.47111.0%6.8%4.61131.1%5.1%
80Δ2.35105.2%5.3%4.82133.8%3.5%

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
IV
B/E move
Puts
Pseudo strike
2.70
IV
107.0%
B/E move
19.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.92
IV
109.6%
B/E move
17.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.13
IV
112.3%
B/E move
16.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.34
IV
115.0%
B/E move
14.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.55
IV
117.7%
B/E move
13.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.76
IV
120.4%
B/E move
11.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.97
IV
123.1%
B/E move
9.9%

65Δ

Calls
Pseudo strike
2.91
IV
118.7%
B/E move
18.3%
Puts
Pseudo strike
4.19
IV
125.7%
B/E move
8.3%

70Δ

Calls
Pseudo strike
2.68
IV
115.1%
B/E move
12.1%
Puts
Pseudo strike
4.40
IV
128.4%
B/E move
6.7%

75Δ

Calls
Pseudo strike
2.47
IV
111.0%
B/E move
6.8%
Puts
Pseudo strike
4.61
IV
131.1%
B/E move
5.1%

80Δ

Calls
Pseudo strike
2.35
IV
105.2%
B/E move
5.3%
Puts
Pseudo strike
4.82
IV
133.8%
B/E move
3.5%

Options history

IV · four-Friday blend131.79%
Daily close
LUNG130.1%142.6%155.1%2026-08-25: 153.41%2026-10-28: 131.79%Aug 25Oct 28
2 observations2026-08-25 — 2026-10-28
Table
DateIV (%)
153.41%
131.79%