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BlackBerry Limited BB

i

Market dataready · fetched 2026-11-10T22:28:36.164Z

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 · 2026-11-10T22:26:05.976535208Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-10T22:28:35.511704+00:00

Share price$9.13
1D+1.9%
AH$8.76$8.89$9.03$9.16$9.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBB
Sold putSold callAH

BlackBerry Limited options

Live interpolated BB call and put midpoint premiums by absolute delta.BlackBerry Limited$0.06$0.26$0.47$0.67$0.88$8.45$8.81$9.18$9.55$9.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 BB spot · $9.13BB PRICE$0.18$0.22$0.26$0.29$0.33$0.45$0.57$0.69$0.82$0.08$0.11$0.13$0.16$0.18$0.23$0.28$0.33
Puts——
Calls——
Skew——
Implied moveBearish±$0.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.5686.2%7.2%
25Δ8.6783.5%6.2%
30Δ8.7880.7%5.3%
35Δ8.8977.9%4.4%
40Δ9.3172.5%4.0%9.0075.1%3.5%
45Δ9.2373.7%3.5%9.0875.1%3.1%
50Δ9.1574.9%3.0%9.1675.3%2.7%
55Δ9.0776.1%2.6%9.2475.5%2.4%
60Δ8.9977.8%2.1%
65Δ8.8587.0%1.9%
70Δ8.7296.1%1.7%
75Δ8.58105.2%1.5%
80Δ8.42109.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.56
IV
86.2%
B/E move
7.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.67
IV
83.5%
B/E move
6.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.78
IV
80.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.89
IV
77.9%
B/E move
4.4%

40Δ

Calls
Pseudo strike
9.31
IV
72.5%
B/E move
4.0%
Puts
Pseudo strike
9.00
IV
75.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
9.23
IV
73.7%
B/E move
3.5%
Puts
Pseudo strike
9.08
IV
75.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
9.15
IV
74.9%
B/E move
3.0%
Puts
Pseudo strike
9.16
IV
75.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
9.07
IV
76.1%
B/E move
2.6%
Puts
Pseudo strike
9.24
IV
75.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
8.99
IV
77.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.85
IV
87.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.72
IV
96.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.58
IV
105.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.42
IV
109.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.80%
Daily close
BB43.0%129.8%216.5%2026-08-12: 70.59%2026-08-13: 63.97%2026-08-14: 57.69%2026-08-17: 59.40%2026-08-18: 57.98%2026-08-21: 65.10%2026-08-24: 106.13%2026-08-25: 54.99%2026-08-27: 112.13%2026-08-28: 60.19%2026-08-31: 63.37%2026-09-01: 62.57%2026-09-04: 100.57%2026-09-08: 72.94%2026-09-10: 90.22%2026-09-11: 68.78%2026-09-14: 75.16%2026-09-15: 77.47%2026-09-16: 204.57%2026-09-18: 93.18%2026-09-21: 107.18%2026-09-22: 119.79%2026-09-23: 132.37%2026-09-24: 80.71%2026-09-25: 61.37%2026-09-28: 67.96%2026-09-29: 67.64%2026-09-30: 66.67%2026-10-02: 60.37%2026-10-05: 58.32%2026-10-06: 61.32%2026-10-07: 58.30%2026-10-08: 84.25%2026-10-09: 55.13%2026-10-12: 55.17%2026-10-13: 58.03%2026-10-14: 60.36%2026-10-16: 57.44%2026-10-19: 58.85%2026-10-20: 63.42%2026-10-21: 68.28%2026-10-22: 87.72%2026-10-23: 64.37%2026-10-26: 67.12%2026-10-27: 67.18%2026-10-28: 67.37%2026-10-29: 104.86%2026-10-30: 68.80%Aug 12Sep 24Oct 30
48 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
70.59%
63.97%
57.69%
59.40%
57.98%
65.10%
106.13%
54.99%
112.13%
60.19%
63.37%
62.57%
100.57%
72.94%
90.22%
68.78%
75.16%
77.47%
204.57%
93.18%
107.18%
119.79%
132.37%
80.71%
61.37%
67.96%
67.64%
66.67%
60.37%
58.32%
61.32%
58.30%
84.25%
55.13%
55.17%
58.03%
60.36%
57.44%
58.85%
63.42%
68.28%
87.72%
64.37%
67.12%
67.18%
67.37%
104.86%
68.80%