IntraAlpha
Create free account Start free

Lexeo Therapeutics, Inc. Common Stock LXEO

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-14T01:13:20.329Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T22:36:28.290946041Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-14T01:13:19.642789+00:00

Share price$2.93
1D-1.0%
AH$2.76$2.81$2.86$2.91$2.965:30 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$0.23$1.68$3.13$4.58$6.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELXEO PRICE$0.39$0.65$0.90$1.16$1.42$1.67$1.93$2.19$2.44$3.37$4.49$5.61
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.09534.7%42.0%
25Δ2.44539.9%38.7%
30Δ2.80545.1%35.3%
35Δ3.15550.3%32.0%
40Δ3.51555.6%28.7%
45Δ3.86560.8%25.4%
50Δ4.21566.0%22.1%
55Δ4.57571.3%18.7%
60Δ4.92576.5%15.4%
65Δ5.92598.2%13.1%
70Δ7.10624.6%11.1%
75Δ8.28651.0%9.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.09
IV
534.7%
B/E move
42.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.44
IV
539.9%
B/E move
38.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.80
IV
545.1%
B/E move
35.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
550.3%
B/E move
32.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.51
IV
555.6%
B/E move
28.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.86
IV
560.8%
B/E move
25.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.21
IV
566.0%
B/E move
22.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.57
IV
571.3%
B/E move
18.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.92
IV
576.5%
B/E move
15.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.92
IV
598.2%
B/E move
13.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.10
IV
624.6%
B/E move
11.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.28
IV
651.0%
B/E move
9.1%

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations