IntraAlpha
Create free account Start free

Lexicon Pharmaceuticals, Inc. Common Stock LXRX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T18:52:20.628Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T18:51:52.026321908Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:52:19.275861+00:00

Share price$1.80
1D-3.0%
$1.71$1.75$1.79$1.82$1.865:30 AM6:30 AM9:00 AM1:00 PMLXRX
Sold putSold call

Lexicon Pharmaceuticals, Inc. Common Stock options

Live interpolated LXRX call and put midpoint premiums by absolute delta.Lexicon Pharmaceuticals, Inc. Common Stock$0.10$0.21$0.32$0.43$0.53$0.76$1.28$1.80$2.32$2.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LXRX spot · $1.79LXRX PRICE$0.11$0.14$0.16$0.19$0.22$0.26$0.30$0.34$0.38$0.42$0.50$0.12$0.15$0.19$0.24$0.28$0.33$0.38
Puts——
Calls——
Skew——
Implied moveBearish±$0.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.33112.2%32.3%
25Δ1.48103.8%25.8%
30Δ2.4396.2%41.8%1.58101.3%22.6%
35Δ2.3094.9%36.1%1.6799.8%20.0%
40Δ2.1893.6%30.5%1.7798.4%17.3%
45Δ2.0592.3%24.8%1.8696.9%14.7%
50Δ1.9591.5%20.9%1.9595.4%12.1%
55Δ1.8691.2%18.2%
60Δ1.7790.8%15.5%
65Δ1.6890.5%12.8%
70Δ1.5990.2%10.1%
75Δ1.5189.8%7.4%
80Δ1.4086.8%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.33
IV
112.2%
B/E move
32.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.48
IV
103.8%
B/E move
25.8%

30Δ

Calls
Pseudo strike
2.43
IV
96.2%
B/E move
41.8%
Puts
Pseudo strike
1.58
IV
101.3%
B/E move
22.6%

35Δ

Calls
Pseudo strike
2.30
IV
94.9%
B/E move
36.1%
Puts
Pseudo strike
1.67
IV
99.8%
B/E move
20.0%

40Δ

Calls
Pseudo strike
2.18
IV
93.6%
B/E move
30.5%
Puts
Pseudo strike
1.77
IV
98.4%
B/E move
17.3%

45Δ

Calls
Pseudo strike
2.05
IV
92.3%
B/E move
24.8%
Puts
Pseudo strike
1.86
IV
96.9%
B/E move
14.7%

50Δ

Calls
Pseudo strike
1.95
IV
91.5%
B/E move
20.9%
Puts
Pseudo strike
1.95
IV
95.4%
B/E move
12.1%

55Δ

Calls
Pseudo strike
1.86
IV
91.2%
B/E move
18.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.77
IV
90.8%
B/E move
15.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.68
IV
90.5%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.59
IV
90.2%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.51
IV
89.8%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.40
IV
86.8%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend155.15%
Daily EOD
LXRX142.9%175.1%207.3%2026-10-19: 161.75%2026-10-20: 183.91%2026-10-21: 190.58%2026-10-22: 202.83%2026-10-23: 147.38%2026-10-26: 171.24%2026-10-27: 189.74%2026-10-28: 170.08%2026-10-29: 187.84%2026-10-30: 155.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
161.75%
183.91%
190.58%
202.83%
147.38%
171.24%
189.74%
170.08%
187.84%
155.15%