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Baxter International Inc. BAX

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-06T22:49:42.111Z

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 · 2026-11-06T22:22:00.516817288Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T22:49:41.526775+00:00

Share price$25.80
1D+3.2%
AH$24.66$24.97$25.29$25.60$25.915:30 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.$0.14$0.88$1.63$2.37$3.12$22.55$24.14$25.73$27.32$28.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BAX spot · $25.80BAX PRICE$0.22$0.29$0.36$0.43$0.50$0.60$0.71$0.81$0.89$0.96$1.06$1.36$0.23$0.29$0.36$0.42$0.53$0.63$0.75$0.90$1.06$1.22$1.38$2.90
Puts——
Calls——
Skew——
Implied moveBearish±$1.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ26.8238.6%4.8%24.8841.0%4.4%
30Δ26.6339.6%4.3%25.1040.4%3.8%
35Δ26.4440.5%3.9%25.3040.4%3.3%
40Δ26.2541.5%3.4%25.5040.3%2.8%
45Δ26.0642.4%2.9%25.6841.0%2.5%
50Δ25.8643.2%2.6%25.8741.8%2.2%
55Δ25.6743.8%2.2%26.0642.5%1.9%
60Δ25.4743.9%1.9%26.2942.9%1.6%
65Δ25.3141.5%1.5%26.5243.3%1.3%
70Δ25.1539.0%1.2%26.7443.8%1.1%
75Δ24.9737.2%0.9%26.9744.2%0.8%
80Δ24.6241.5%0.7%28.4376.7%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
26.82
IV
38.6%
B/E move
4.8%
Puts
Pseudo strike
24.88
IV
41.0%
B/E move
4.4%

30Δ

Calls
Pseudo strike
26.63
IV
39.6%
B/E move
4.3%
Puts
Pseudo strike
25.10
IV
40.4%
B/E move
3.8%

35Δ

Calls
Pseudo strike
26.44
IV
40.5%
B/E move
3.9%
Puts
Pseudo strike
25.30
IV
40.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
26.25
IV
41.5%
B/E move
3.4%
Puts
Pseudo strike
25.50
IV
40.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
26.06
IV
42.4%
B/E move
2.9%
Puts
Pseudo strike
25.68
IV
41.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
25.86
IV
43.2%
B/E move
2.6%
Puts
Pseudo strike
25.87
IV
41.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
25.67
IV
43.8%
B/E move
2.2%
Puts
Pseudo strike
26.06
IV
42.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
25.47
IV
43.9%
B/E move
1.9%
Puts
Pseudo strike
26.29
IV
42.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
25.31
IV
41.5%
B/E move
1.5%
Puts
Pseudo strike
26.52
IV
43.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
25.15
IV
39.0%
B/E move
1.2%
Puts
Pseudo strike
26.74
IV
43.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
24.97
IV
37.2%
B/E move
0.9%
Puts
Pseudo strike
26.97
IV
44.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
24.62
IV
41.5%
B/E move
0.7%
Puts
Pseudo strike
28.43
IV
76.7%
B/E move
1.0%

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%