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BlackBerry Ltd BB

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-21T17:47:54.410Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:47:53.544561046Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-21T17:47:53.777333+00:00

Share price$9.49
1D+7.2%
$8.77$8.96$9.16$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$0.01$0.51$1.00$1.49$1.99$7.69$8.52$9.36$10.19$11.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BB spot · $9.49BB PRICE$0.07$0.36$0.33$0.30$0.27$0.25$0.22$0.27$0.33$0.39$0.46$0.52$0.61$0.07$0.09$0.12$0.14$0.16$0.18$0.21$0.31$0.40$0.50$0.59$1.09$1.84
PutsExpensive1.79×
CallsExpensive1.42×
SkewBullish-68.45 pp
Implied moveBalanced±$0.43
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.0788.7%6.8%9.0184.9%5.7%
25Δ13.09445.2%41.7%9.1082.7%5.1%
30Δ12.39373.4%34.0%9.1880.4%4.5%
35Δ11.68301.6%26.3%9.2678.2%3.9%
40Δ10.98229.8%18.6%9.3476.0%3.2%
45Δ10.28158.1%10.9%9.4373.7%2.6%
50Δ9.5886.3%3.2%9.5172.4%2.0%
55Δ9.4280.3%2.1%9.6281.0%1.9%
60Δ9.3482.7%1.9%9.7389.6%1.7%
65Δ9.2585.1%1.6%9.8498.2%1.6%
70Δ9.1687.5%1.3%9.95106.7%1.4%
75Δ9.0789.9%1.1%10.43159.8%1.6%
80Δ8.9594.4%0.8%11.17229.3%1.8%

20Δ

Calls
Pseudo strike
10.07
IV
88.7%
B/E move
6.8%
Puts
Pseudo strike
9.01
IV
84.9%
B/E move
5.7%

25Δ

Calls
Pseudo strike
13.09
IV
445.2%
B/E move
41.7%
Puts
Pseudo strike
9.10
IV
82.7%
B/E move
5.1%

30Δ

Calls
Pseudo strike
12.39
IV
373.4%
B/E move
34.0%
Puts
Pseudo strike
9.18
IV
80.4%
B/E move
4.5%

35Δ

Calls
Pseudo strike
11.68
IV
301.6%
B/E move
26.3%
Puts
Pseudo strike
9.26
IV
78.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
10.98
IV
229.8%
B/E move
18.6%
Puts
Pseudo strike
9.34
IV
76.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
10.28
IV
158.1%
B/E move
10.9%
Puts
Pseudo strike
9.43
IV
73.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
9.58
IV
86.3%
B/E move
3.2%
Puts
Pseudo strike
9.51
IV
72.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
9.42
IV
80.3%
B/E move
2.1%
Puts
Pseudo strike
9.62
IV
81.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
9.34
IV
82.7%
B/E move
1.9%
Puts
Pseudo strike
9.73
IV
89.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
9.25
IV
85.1%
B/E move
1.6%
Puts
Pseudo strike
9.84
IV
98.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
9.16
IV
87.5%
B/E move
1.3%
Puts
Pseudo strike
9.95
IV
106.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
9.07
IV
89.9%
B/E move
1.1%
Puts
Pseudo strike
10.43
IV
159.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
8.95
IV
94.4%
B/E move
0.8%
Puts
Pseudo strike
11.17
IV
229.3%
B/E move
1.8%

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%