Share price$1.87
1D+3.3%
Sold putSold call
Pulmonx Corporation Common Stock LUNG
i
Market datapartial · fetched 2026-10-22T18:35:00.749Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T18:34:08.304500215Z
FundamentalsAlpha Vantage · unavailable
Pulmonx Corporation Common Stock options
PutsExpensive3.06×
CallsExpensive6.10×
SkewBullish-201.37 pp
Implied move——
TiltBearish37.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.82 | 313.3% | 219.8% | |||
| 25Δ | 6.28 | 362.6% | 247.6% | |||
| 30Δ | 6.74 | 411.9% | 275.5% | |||
| 35Δ | 7.21 | 461.2% | 303.4% | |||
| 40Δ | 6.73 | 457.9% | 279.9% | |||
| 45Δ | 4.60 | 362.4% | 166.2% | |||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | 3.18 | 167.2% | 4.7% | |||
| 80Δ | 4.23 | 219.8% | 4.2% | |||
20Δ
- Pseudo strike
- 5.82
- IV
- 313.3%
- B/E move
- 219.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.28
- IV
- 362.6%
- B/E move
- 247.6%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 6.74
- IV
- 411.9%
- B/E move
- 275.5%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 7.21
- IV
- 461.2%
- B/E move
- 303.4%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 6.73
- IV
- 457.9%
- B/E move
- 279.9%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 4.60
- IV
- 362.4%
- B/E move
- 166.2%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.18
- IV
- 167.2%
- B/E move
- 4.7%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.23
- IV
- 219.8%
- B/E move
- 4.2%
Options history
No recorded observations