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Lexeo Therapeutics, Inc. Common Stock LXEO

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Market datapartial · fetched 2026-10-23T01:37:22.948Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-10-22T20:00:02.908100872Z

FundamentalsAlpha Vantage · unavailable

Share price$2.89
1D-3.3%
AH$2.87$2.94$3.00$3.06$3.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLXEO
Sold putSold callAH

Lexeo Therapeutics, Inc. Common Stock options

Live interpolated LXEO call and put midpoint premiums by absolute delta.Lexeo Therapeutics, Inc. Common Stock$1.23$2.18$3.14$4.10$5.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELXEO PRICE$1.33$1.73$2.14$2.55$2.99$3.44$3.89$4.34$4.78
PutsExpensive1.32×
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
30Δ
35Δ
40Δ3.50108.8%25.0%
45Δ4.00112.2%21.7%
50Δ4.50115.5%18.5%
55Δ4.99118.9%15.3%
60Δ5.53115.3%12.2%
65Δ6.07111.6%9.1%
70Δ6.61107.9%6.0%
75Δ7.14104.2%2.9%
80Δ7.68100.6%0.2%

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
IV
B/E move

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.50
IV
108.8%
B/E move
25.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.00
IV
112.2%
B/E move
21.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.50
IV
115.5%
B/E move
18.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.99
IV
118.9%
B/E move
15.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.53
IV
115.3%
B/E move
12.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.07
IV
111.6%
B/E move
9.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.61
IV
107.9%
B/E move
6.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.14
IV
104.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.68
IV
100.6%
B/E move
0.2%

Options history

No recorded observations