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Pulmonx Corp LUNG

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-24T04:29:52.555Z

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 · 2026-10-23T20:00:00.749888606Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:52.446731+00:00

Share price$1.83
1D-2.7%
AH$1.78$1.81$1.84$1.86$1.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLUNG
Sold putSold callAH

Pulmonx Corp options

Live interpolated LUNG call and put midpoint premiums by absolute delta.Pulmonx Corp$0.09$0.60$1.11$1.62$2.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELUNG PRICE$0.15$0.20$0.25$0.25$0.25$1.33$1.98
PutsExpensive2.85×
CallsExpensive5.61×
SkewBullish-175.68 pp
Implied move——
TiltBearish50.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.20335.9%246.6%
25Δ6.87392.6%286.4%
30Δ7.36438.9%315.8%
35Δ5.35349.1%206.0%
40Δ3.34259.4%96.2%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ3.07168.3%4.8%
80Δ3.75190.7%3.7%

20Δ

Calls
Pseudo strike
6.20
IV
335.9%
B/E move
246.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.87
IV
392.6%
B/E move
286.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.36
IV
438.9%
B/E move
315.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.35
IV
349.1%
B/E move
206.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.34
IV
259.4%
B/E move
96.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
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
3.07
IV
168.3%
B/E move
4.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
190.7%
B/E move
3.7%

Options history

No recorded observations