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Baxter International Inc BAX

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-15T20:03:26.323Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:04.175335493Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:25.974012+00:00

Share price$25.76
1D+3.5%
AH$24.82$25.10$25.38$25.66$25.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAX
Sold putSold callAH

Baxter International Inc options

Live interpolated BAX call and put midpoint premiums by absolute delta.Baxter International Inc$0.05$1.02$2.00$2.97$3.94$23.57$24.59$25.61$26.63$27.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $25.76OPTION PRICELive BAX spot · $25.76BAX PRICE$0.54$0.69$0.20$0.16$0.17$0.20$0.23$0.26$0.29$0.31$0.34$0.48$0.66$0.23$0.37$0.36$0.36$0.35$0.42$0.50$0.57$0.85$1.26$1.67$1.90$3.66
PutsExpensive2.51×
CallsCheap0.91×
SkewBearish+32.90 pp
Implied moveBearish±$0.73
TiltBearish46.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.39398.7%24.0%24.31142.2%6.5%
25Δ30.70393.0%21.8%24.17184.9%7.6%
30Δ26.5490.5%3.8%24.61153.2%5.9%
35Δ26.0752.3%1.8%25.04121.4%4.2%
40Δ25.9445.2%1.4%25.4889.6%2.5%
45Δ25.8743.6%1.2%25.6487.8%2.1%
50Δ25.8042.1%1.0%25.7987.7%1.8%
55Δ25.7340.6%0.9%25.9487.5%1.5%
60Δ25.6639.0%0.7%26.25102.0%1.4%
65Δ25.5937.5%0.6%26.67126.3%1.4%
70Δ25.5236.0%0.4%27.09150.7%1.3%
75Δ25.3641.6%0.3%27.35159.6%1.2%
80Δ25.1749.6%0.3%29.09244.4%1.3%

20Δ

Calls
Pseudo strike
31.39
IV
398.7%
B/E move
24.0%
Puts
Pseudo strike
24.31
IV
142.2%
B/E move
6.5%

25Δ

Calls
Pseudo strike
30.70
IV
393.0%
B/E move
21.8%
Puts
Pseudo strike
24.17
IV
184.9%
B/E move
7.6%

30Δ

Calls
Pseudo strike
26.54
IV
90.5%
B/E move
3.8%
Puts
Pseudo strike
24.61
IV
153.2%
B/E move
5.9%

35Δ

Calls
Pseudo strike
26.07
IV
52.3%
B/E move
1.8%
Puts
Pseudo strike
25.04
IV
121.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
25.94
IV
45.2%
B/E move
1.4%
Puts
Pseudo strike
25.48
IV
89.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
25.87
IV
43.6%
B/E move
1.2%
Puts
Pseudo strike
25.64
IV
87.8%
B/E move
2.1%

50Δ

Calls
Pseudo strike
25.80
IV
42.1%
B/E move
1.0%
Puts
Pseudo strike
25.79
IV
87.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
25.73
IV
40.6%
B/E move
0.9%
Puts
Pseudo strike
25.94
IV
87.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
25.66
IV
39.0%
B/E move
0.7%
Puts
Pseudo strike
26.25
IV
102.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
25.59
IV
37.5%
B/E move
0.6%
Puts
Pseudo strike
26.67
IV
126.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
25.52
IV
36.0%
B/E move
0.4%
Puts
Pseudo strike
27.09
IV
150.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
25.36
IV
41.6%
B/E move
0.3%
Puts
Pseudo strike
27.35
IV
159.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
25.17
IV
49.6%
B/E move
0.3%
Puts
Pseudo strike
29.09
IV
244.4%
B/E move
1.3%