Study to Test the Safety and How Radium-223 Dichloride an Alpha Particle-emitting Radioactive Agent Works in Combination With Pembrolizumab an Immune Checkpoint Inhibitor in Patients With Stage IV Non-small Cell Lung Cancer With Bone Metastases

Inclusion Criteria: * Histologically or cytologically confirmed diagnosis of stage IV NSCLC. * Phase 2 Cohort 1: No Epidermal Growth Factor Receptor (EGFR) / v-Raf murine sarcoma viral oncogene homolog B (BRAF) mutation or anaplastic lymphoma kinase (ALK)/ROS1 rearrangement. Treatment naïve (no prior systemic therapy) for their metastatic NSCLC. * Phase 2 Cohort 2: progression on prior treatment with an immune checkpoint inhibitor inhibitor. Prior treatment with platinum-based chemotherapy in combination or in sequence in line with local standard of care. * Phase 1 includes participants meeting either Cohort 1 or Cohort 2 criteria. * Measurable disease per RECIST v1.1. * At least 2 skeletal metastases. * Eastern Cooperative Oncology Group (ECOG) Performance Status (PS) of 0 or 1. * Adequate bone marrow and organ function. * Participants must be on a bone health agent (BHA) treatment, such as bisphosphonates or denosumab treatment unless such treatment is contraindicated or not recommended per investigator's judgement. Exclusion Criteria: * Previous or concurrent cancer within 3 years prior to enrollment. * Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor. Phase 2 Cohort 2: was discontinued from that treatment due to a Grade 3 or higher immune-related AEs (irAEs). * Known active central nervous system metastases and/or carcinomatous meningitis. Participants …