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BlackBerry Ltd BB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-21T16:59:19.385Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:59:06.027146638Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T16:59:18.815477+00:00

Share price$9.43
1D+6.5%
$8.77$8.96$9.15$9.35$9.545:30 AM6:30 AM9:00 AM1:00 PMBB
Sold putSold call

BlackBerry Ltd options

Live interpolated BB call and put midpoint premiums by absolute delta.BlackBerry Ltd$0.05$0.46$0.86$1.27$1.67$7.69$8.52$9.36$10.20$11.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BB spot · $9.43BB PRICE$0.22$0.35$0.31$0.27$0.24$0.20$0.24$0.31$0.38$0.44$0.51$0.60$0.73$0.16$0.09$0.12$0.15$0.18$0.20$0.23$0.29$0.55$0.80$1.05$1.30$1.55
PutsExpensive2.12×
CallsExpensive1.51×
SkewBullish-60.87 pp
Implied moveBullish±$0.48
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.81294.0%27.6%8.22243.5%14.4%
25Δ13.00438.7%41.6%9.0485.4%5.1%
30Δ12.17353.5%32.4%9.1284.0%4.5%
35Δ11.33268.2%23.2%9.2082.7%4.0%
40Δ10.50183.0%13.9%9.2881.3%3.4%
45Δ9.6797.8%4.7%9.3680.0%2.9%
50Δ9.4384.4%2.6%9.4378.7%2.4%
55Δ9.3489.5%2.3%9.5480.9%1.9%
60Δ9.2494.5%2.1%9.80101.9%1.8%
65Δ9.1599.6%1.8%10.07123.0%1.7%
70Δ9.06104.7%1.5%10.33144.1%1.6%
75Δ8.95108.9%1.3%10.59165.2%1.4%
80Δ8.79111.5%1.0%10.85186.3%1.3%

20Δ

Calls
Pseudo strike
11.81
IV
294.0%
B/E move
27.6%
Puts
Pseudo strike
8.22
IV
243.5%
B/E move
14.4%

25Δ

Calls
Pseudo strike
13.00
IV
438.7%
B/E move
41.6%
Puts
Pseudo strike
9.04
IV
85.4%
B/E move
5.1%

30Δ

Calls
Pseudo strike
12.17
IV
353.5%
B/E move
32.4%
Puts
Pseudo strike
9.12
IV
84.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
11.33
IV
268.2%
B/E move
23.2%
Puts
Pseudo strike
9.20
IV
82.7%
B/E move
4.0%

40Δ

Calls
Pseudo strike
10.50
IV
183.0%
B/E move
13.9%
Puts
Pseudo strike
9.28
IV
81.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
9.67
IV
97.8%
B/E move
4.7%
Puts
Pseudo strike
9.36
IV
80.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
9.43
IV
84.4%
B/E move
2.6%
Puts
Pseudo strike
9.43
IV
78.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
9.34
IV
89.5%
B/E move
2.3%
Puts
Pseudo strike
9.54
IV
80.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
9.24
IV
94.5%
B/E move
2.1%
Puts
Pseudo strike
9.80
IV
101.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
9.15
IV
99.6%
B/E move
1.8%
Puts
Pseudo strike
10.07
IV
123.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
9.06
IV
104.7%
B/E move
1.5%
Puts
Pseudo strike
10.33
IV
144.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
8.95
IV
108.9%
B/E move
1.3%
Puts
Pseudo strike
10.59
IV
165.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
8.79
IV
111.5%
B/E move
1.0%
Puts
Pseudo strike
10.85
IV
186.3%
B/E move
1.3%

Options history

BB41.25127.87214.502026-07-23: 170.82%2026-07-24: 76.50%2026-07-27: 83.32%2026-07-28: 80.00%2026-07-29: 83.82%2026-07-30: 95.92%2026-07-31: 78.13%2026-08-03: 82.13%2026-08-04: 79.10%2026-08-05: 76.19%2026-08-07: 64.43%2026-08-10: 66.85%2026-08-11: 64.25%2026-08-12: 68.89%2026-08-13: 64.80%2026-08-14: 57.72%2026-08-17: 59.13%2026-08-18: 57.73%2026-08-21: 59.35%2026-08-24: 103.64%2026-08-25: 54.55%2026-08-28: 59.85%2026-08-31: 67.76%2026-09-01: 62.25%2026-09-04: 105.11%2026-09-08: 75.08%2026-09-10: 93.63%2026-09-11: 69.07%2026-09-14: 74.97%2026-09-15: 77.91%2026-09-16: 202.55%2026-09-18: 93.21%2026-09-21: 107.65%2026-09-22: 120.71%2026-09-23: 132.71%2026-09-24: 81.59%2026-09-25: 61.63%2026-09-28: 67.03%2026-09-29: 66.69%2026-09-30: 66.88%2026-10-02: 60.52%2026-10-05: 58.24%2026-10-06: 61.05%2026-10-07: 58.04%2026-10-08: 84.26%2026-10-09: 54.99%2026-10-12: 53.20%2026-10-13: 58.04%2026-10-14: 59.85%2026-10-16: 57.91%2026-10-19: 58.75%2026-10-20: 65.25%Jul 23Oct 20
Table
DateIV
170.82%
76.50%
83.32%
80.00%
83.82%
95.92%
78.13%
82.13%
79.10%
76.19%
64.43%
66.85%
64.25%
68.89%
64.80%
57.72%
59.13%
57.73%
59.35%
103.64%
54.55%
59.85%
67.76%
62.25%
105.11%
75.08%
93.63%
69.07%
74.97%
77.91%
202.55%
93.21%
107.65%
120.71%
132.71%
81.59%
61.63%
67.03%
66.69%
66.88%
60.52%
58.24%
61.05%
58.04%
84.26%
54.99%
53.20%
58.04%
59.85%
57.91%
58.75%
65.25%