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Lexicon Pharmaceuticals Inc LXRX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T16:26:25.791Z

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 · 2026-10-23T22:04:42.799452322Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T16:24:15.196369+00:00

Share price$1.42
1D-4.7%
AH$1.38$1.41$1.45$1.48$1.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLXRX
Sold putSold callAH

Lexicon Pharmaceuticals Inc options

Live interpolated LXRX call and put midpoint premiums by absolute delta.Lexicon Pharmaceuticals Inc$0.03$0.23$0.44$0.64$0.85$0.32$0.93$1.53$2.14$2.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LXRX spot · $1.42LXRX PRICE$0.05$0.10$0.17$0.23$0.30$0.25$0.18$0.28$0.38$0.49$0.59$0.69$0.79$0.45$0.41$0.38$0.34$0.31$0.27$0.27$0.32$0.37$0.41$0.46$0.51$0.56
PutsExpensive2.20×
CallsExpensive2.65×
SkewBullish-57.01 pp
Implied moveBearish±$0.45
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.05127.8%47.4%1.06506.4%56.8%
25Δ2.62202.6%91.2%1.14440.1%48.8%
30Δ3.41299.3%150.9%1.22373.7%40.9%
35Δ4.19396.0%210.6%1.30307.4%32.9%
40Δ4.98492.7%270.3%1.38241.0%25.0%
45Δ4.73369.7%249.3%1.45174.7%17.0%
50Δ1.42118.0%12.0%1.53133.4%11.7%
55Δ1.31162.0%11.7%1.60129.6%10.2%
60Δ1.20206.0%11.3%1.67125.8%8.8%
65Δ1.09250.0%10.9%1.73122.0%7.3%
70Δ0.99294.0%10.5%1.80118.2%5.9%
75Δ0.88338.0%10.2%1.87114.4%4.4%
80Δ0.77381.9%9.8%1.94110.6%3.0%

20Δ

Calls
Pseudo strike
2.05
IV
127.8%
B/E move
47.4%
Puts
Pseudo strike
1.06
IV
506.4%
B/E move
56.8%

25Δ

Calls
Pseudo strike
2.62
IV
202.6%
B/E move
91.2%
Puts
Pseudo strike
1.14
IV
440.1%
B/E move
48.8%

30Δ

Calls
Pseudo strike
3.41
IV
299.3%
B/E move
150.9%
Puts
Pseudo strike
1.22
IV
373.7%
B/E move
40.9%

35Δ

Calls
Pseudo strike
4.19
IV
396.0%
B/E move
210.6%
Puts
Pseudo strike
1.30
IV
307.4%
B/E move
32.9%

40Δ

Calls
Pseudo strike
4.98
IV
492.7%
B/E move
270.3%
Puts
Pseudo strike
1.38
IV
241.0%
B/E move
25.0%

45Δ

Calls
Pseudo strike
4.73
IV
369.7%
B/E move
249.3%
Puts
Pseudo strike
1.45
IV
174.7%
B/E move
17.0%

50Δ

Calls
Pseudo strike
1.42
IV
118.0%
B/E move
12.0%
Puts
Pseudo strike
1.53
IV
133.4%
B/E move
11.7%

55Δ

Calls
Pseudo strike
1.31
IV
162.0%
B/E move
11.7%
Puts
Pseudo strike
1.60
IV
129.6%
B/E move
10.2%

60Δ

Calls
Pseudo strike
1.20
IV
206.0%
B/E move
11.3%
Puts
Pseudo strike
1.67
IV
125.8%
B/E move
8.8%

65Δ

Calls
Pseudo strike
1.09
IV
250.0%
B/E move
10.9%
Puts
Pseudo strike
1.73
IV
122.0%
B/E move
7.3%

70Δ

Calls
Pseudo strike
0.99
IV
294.0%
B/E move
10.5%
Puts
Pseudo strike
1.80
IV
118.2%
B/E move
5.9%

75Δ

Calls
Pseudo strike
0.88
IV
338.0%
B/E move
10.2%
Puts
Pseudo strike
1.87
IV
114.4%
B/E move
4.4%

80Δ

Calls
Pseudo strike
0.77
IV
381.9%
B/E move
9.8%
Puts
Pseudo strike
1.94
IV
110.6%
B/E move
3.0%

Options history

No recorded observations