Lung cancer remains one of the most commonly diagnosed oncological diseases worldwide and the first in terms of mortality. Although immune checkpoint inhibitors form the backbone of current metastatic non-small cell lung cancer treatments, there is still no ideal predictive marker for its efficacy and patients still achieve suboptimal results in overall response and survival. While immune checkpoint inhibitors are known to shift systemic anti-tumor immune response from suppression to stimulation in some patients, the investigators hypothesize that this effect can be further enhanced by cryotherapy, especially in cold tumors. If proven successful, cryotherapy in combination with immunotherapy, could potentiate a more powerful immune response compared to systemic therapy alone, improve overall response rate, patients' survival without disease progression, and overall survival. The investigators, therefore, aim to use combined local tumor cryotherapy, combined with immune checkpoint inhibitor therapy to induce and evaluate systemic anti-tumor T lymphocyte response and achieve improved non-small cell lung cancer patient outcomes than with immunotherapy alone.