IntraAlpha
Create free account Start free

Baxter International Inc. BAX

i

Market dataready · fetched 2026-11-06T13:56:26.123Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T13:49:39.132819574Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T13:56:25.370709+00:00

Share price$25.23
1D+0.9%
$24.98$25.05$25.12$25.18$25.255:30 AM6:30 AM9:00 AM1:00 PMBAX
Sold putSold call

Baxter International Inc. options

Live interpolated BAX call and put midpoint premiums by absolute delta.Baxter International Inc.$0.08$1.26$2.44$3.61$4.79$21.90$23.50$25.10$26.70$28.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 BAX spot · $25.23BAX PRICE$0.21$0.30$0.39$0.48$0.56$0.65$0.79$0.96$1.11$2.79$3.06$4.45$0.21$0.26$0.33$0.40$0.47$0.53$0.60$0.71$0.85
Puts——
Calls——
Skew——
Implied moveBullish±$1.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.0756.6%8.1%
25Δ26.7557.6%7.2%24.3738.6%4.2%
30Δ26.4658.5%6.4%24.6037.8%3.6%
35Δ26.1659.5%5.6%24.7738.3%3.1%
40Δ25.8759.1%4.8%24.9438.8%2.7%
45Δ25.5957.3%4.0%25.1138.1%2.3%
50Δ25.3258.9%3.5%25.2736.8%2.0%
55Δ25.0662.0%3.1%25.4335.5%1.6%
60Δ24.7962.4%2.7%25.6135.7%1.3%
65Δ25.8137.1%1.1%
70Δ23.39126.5%3.7%
75Δ22.88120.8%2.8%
80Δ21.49159.4%2.8%

20Δ

Calls
Pseudo strike
27.07
IV
56.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
26.75
IV
57.6%
B/E move
7.2%
Puts
Pseudo strike
24.37
IV
38.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
26.46
IV
58.5%
B/E move
6.4%
Puts
Pseudo strike
24.60
IV
37.8%
B/E move
3.6%

35Δ

Calls
Pseudo strike
26.16
IV
59.5%
B/E move
5.6%
Puts
Pseudo strike
24.77
IV
38.3%
B/E move
3.1%

40Δ

Calls
Pseudo strike
25.87
IV
59.1%
B/E move
4.8%
Puts
Pseudo strike
24.94
IV
38.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
25.59
IV
57.3%
B/E move
4.0%
Puts
Pseudo strike
25.11
IV
38.1%
B/E move
2.3%

50Δ

Calls
Pseudo strike
25.32
IV
58.9%
B/E move
3.5%
Puts
Pseudo strike
25.27
IV
36.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
25.06
IV
62.0%
B/E move
3.1%
Puts
Pseudo strike
25.43
IV
35.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
24.79
IV
62.4%
B/E move
2.7%
Puts
Pseudo strike
25.61
IV
35.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.81
IV
37.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
23.39
IV
126.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.88
IV
120.8%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.49
IV
159.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.77%
Daily close
BAX30.8%63.0%95.3%2026-08-10: 42.00%2026-08-11: 41.75%2026-08-12: 45.33%2026-08-13: 58.87%2026-08-14: 38.36%2026-08-17: 47.74%2026-08-18: 38.55%2026-08-19: 50.03%2026-08-20: 55.18%2026-08-21: 38.76%2026-08-24: 40.04%2026-08-26: 41.62%2026-08-27: 51.68%2026-08-28: 36.58%2026-08-31: 41.18%2026-09-01: 38.46%2026-09-02: 37.40%2026-09-03: 47.90%2026-09-04: 36.31%2026-09-08: 36.59%2026-09-09: 35.21%2026-09-10: 47.16%2026-09-11: 38.50%2026-09-14: 36.67%2026-09-15: 44.15%2026-09-16: 38.19%2026-09-17: 46.54%2026-09-18: 38.42%2026-09-21: 38.46%2026-09-22: 36.27%2026-09-23: 55.41%2026-09-24: 42.06%2026-09-25: 35.39%2026-09-28: 42.55%2026-09-29: 36.96%2026-09-30: 38.15%2026-10-01: 57.83%2026-10-02: 40.76%2026-10-05: 42.89%2026-10-06: 41.63%2026-10-07: 43.84%2026-10-08: 40.12%2026-10-09: 44.30%2026-10-12: 46.35%2026-10-13: 52.53%2026-10-14: 52.24%2026-10-15: 55.50%2026-10-16: 53.62%2026-10-19: 58.87%2026-10-20: 63.81%2026-10-21: 64.16%2026-10-22: 73.34%2026-10-23: 66.05%2026-10-26: 70.26%2026-10-27: 77.05%2026-10-28: 90.84%2026-10-29: 65.92%2026-10-30: 42.77%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
42.00%
41.75%
45.33%
58.87%
38.36%
47.74%
38.55%
50.03%
55.18%
38.76%
40.04%
41.62%
51.68%
36.58%
41.18%
38.46%
37.40%
47.90%
36.31%
36.59%
35.21%
47.16%
38.50%
36.67%
44.15%
38.19%
46.54%
38.42%
38.46%
36.27%
55.41%
42.06%
35.39%
42.55%
36.96%
38.15%
57.83%
40.76%
42.89%
41.63%
43.84%
40.12%
44.30%
46.35%
52.53%
52.24%
55.50%
53.62%
58.87%
63.81%
64.16%
73.34%
66.05%
70.26%
77.05%
90.84%
65.92%
42.77%