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Pulmonx Corporation Common Stock LUNG

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Market datapartial · fetched 2026-10-23T00:21:52.127Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.475903671Z

FundamentalsAlpha Vantage · unavailable

Share price$1.88
1D+3.9%
AH$1.80$1.83$1.85$1.87$1.905:30 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$0.08$0.79$1.49$2.19$2.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELUNG PRICE$0.16$0.22$0.28$0.34$0.38$0.38$1.67$2.70
PutsExpensive3.35×
CallsExpensive6.07×
SkewBullish-182.06 pp
Implied move——
TiltBearish43.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.83313.6%218.3%
25Δ6.29363.1%246.1%
30Δ6.75412.7%273.9%
35Δ7.21462.2%301.7%
40Δ6.69456.3%276.0%
45Δ4.59361.1%164.1%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ3.46186.3%5.1%
80Δ4.49239.2%4.5%

20Δ

Calls
Pseudo strike
5.83
IV
313.6%
B/E move
218.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.29
IV
363.1%
B/E move
246.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.75
IV
412.7%
B/E move
273.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.21
IV
462.2%
B/E move
301.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.69
IV
456.3%
B/E move
276.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.59
IV
361.1%
B/E move
164.1%
Puts
Pseudo strike
IV
B/E move

50Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.46
IV
186.3%
B/E move
5.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.49
IV
239.2%
B/E move
4.5%

Options history

No recorded observations