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Lexeo Therapeutics, Inc. Common Stock LXEO

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Market datapartial · fetched 2026-10-23T16:43:08.399Z

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 · 2026-10-23T16:41:48.897986781Z

FundamentalsAlpha Vantage · unavailable

Share price$2.81
1D+0.5%
$2.73$2.75$2.77$2.79$2.815:30 AM6:30 AM9:00 AM1:00 PMLXEO
Sold putSold call

Lexeo Therapeutics, Inc. Common Stock options

Live interpolated LXEO call and put midpoint premiums by absolute delta.Lexeo Therapeutics, Inc. Common Stock$1.14$1.93$2.71$3.50$4.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELXEO PRICE$1.22$1.47$1.72$1.97$2.22$2.46$2.85$3.25$3.66$4.06
PutsExpensive1.29×
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
35Δ3.14125.9%31.6%
40Δ3.50122.3%27.6%
45Δ3.86118.7%23.5%
50Δ4.22115.1%19.5%
55Δ4.59111.5%15.5%
60Δ4.95107.9%11.5%
65Δ5.41103.5%8.7%
70Δ5.8998.9%6.1%
75Δ6.3694.4%3.6%
80Δ6.8489.8%1.0%

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
3.14
IV
125.9%
B/E move
31.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.50
IV
122.3%
B/E move
27.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.86
IV
118.7%
B/E move
23.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
115.1%
B/E move
19.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.59
IV
111.5%
B/E move
15.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.95
IV
107.9%
B/E move
11.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.41
IV
103.5%
B/E move
8.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.89
IV
98.9%
B/E move
6.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.36
IV
94.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.84
IV
89.8%
B/E move
1.0%

Options history

No recorded observations