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Baxter International Inc BAX

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-16T00:17:00.055Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002777656Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:55.469571+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$0.21$2.12$4.03$5.94$7.85$20.17$22.81$25.44$28.07$30.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BAX spot · $25.76BAX PRICE$0.42$0.56$0.70$0.83$1.03$1.24$1.46$1.68$1.90$2.26$2.71$3.16$3.61$0.55$0.79$1.03$1.27$1.52$1.78$2.04$2.30$2.56$3.09$3.77$4.45$7.30
PutsExpensive1.57×
CallsExpensive1.26×
SkewBearish+8.00 pp
Implied moveBearish±$3.50
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.8949.8%17.7%22.8451.8%13.5%
25Δ29.1748.9%15.4%23.4053.7%12.2%
30Δ28.4448.0%13.1%23.9755.6%11.0%
35Δ27.7247.1%10.8%24.5357.5%9.7%
40Δ27.1646.9%9.4%25.0958.8%8.5%
45Δ26.6647.1%8.3%25.6557.1%7.3%
50Δ26.1747.2%7.3%26.2055.4%6.2%
55Δ25.6747.4%6.2%26.7553.7%5.1%
60Δ25.1847.5%5.1%27.3052.0%3.9%
65Δ24.6148.4%4.3%28.0452.7%3.2%
70Δ23.9949.8%3.7%28.8754.7%2.6%
75Δ23.3751.2%3.0%29.7056.7%2.0%
80Δ22.7552.6%2.4%32.5676.2%1.9%

20Δ

Calls
Pseudo strike
29.89
IV
49.8%
B/E move
17.7%
Puts
Pseudo strike
22.84
IV
51.8%
B/E move
13.5%

25Δ

Calls
Pseudo strike
29.17
IV
48.9%
B/E move
15.4%
Puts
Pseudo strike
23.40
IV
53.7%
B/E move
12.2%

30Δ

Calls
Pseudo strike
28.44
IV
48.0%
B/E move
13.1%
Puts
Pseudo strike
23.97
IV
55.6%
B/E move
11.0%

35Δ

Calls
Pseudo strike
27.72
IV
47.1%
B/E move
10.8%
Puts
Pseudo strike
24.53
IV
57.5%
B/E move
9.7%

40Δ

Calls
Pseudo strike
27.16
IV
46.9%
B/E move
9.4%
Puts
Pseudo strike
25.09
IV
58.8%
B/E move
8.5%

45Δ

Calls
Pseudo strike
26.66
IV
47.1%
B/E move
8.3%
Puts
Pseudo strike
25.65
IV
57.1%
B/E move
7.3%

50Δ

Calls
Pseudo strike
26.17
IV
47.2%
B/E move
7.3%
Puts
Pseudo strike
26.20
IV
55.4%
B/E move
6.2%

55Δ

Calls
Pseudo strike
25.67
IV
47.4%
B/E move
6.2%
Puts
Pseudo strike
26.75
IV
53.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
25.18
IV
47.5%
B/E move
5.1%
Puts
Pseudo strike
27.30
IV
52.0%
B/E move
3.9%

65Δ

Calls
Pseudo strike
24.61
IV
48.4%
B/E move
4.3%
Puts
Pseudo strike
28.04
IV
52.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
23.99
IV
49.8%
B/E move
3.7%
Puts
Pseudo strike
28.87
IV
54.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
23.37
IV
51.2%
B/E move
3.0%
Puts
Pseudo strike
29.70
IV
56.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
22.75
IV
52.6%
B/E move
2.4%
Puts
Pseudo strike
32.56
IV
76.2%
B/E move
1.9%