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BridgeBio Pharma, Inc. Common Stock BBIO

i

Market dataready · fetched 2026-11-13T19:12:13.256Z

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

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 · 2026-11-13T19:11:53.318497666Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:12:12.768038+00:00

Share price$78.45
1D-0.5%
$77.48$77.87$78.27$78.66$79.055:30 AM6:30 AM9:00 AM1:00 PMBBIO
Sold putSold call

BridgeBio Pharma, Inc. Common Stock options

Live interpolated BBIO call and put midpoint premiums by absolute delta.BridgeBio Pharma, Inc. Common Stock$0.41$1.87$3.33$4.80$6.26$71.42$74.90$78.39$81.88$85.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBIO spot · $78.44BBIO PRICE$0.56$0.73$0.95$1.17$1.39$1.69$1.98$2.28$2.59$3.00$3.41$3.82$4.67$0.70$0.82$1.06$1.30$1.53$1.84$2.17$2.50$2.82$3.43$4.06$4.69$5.84
PutsCheap0.93×
CallsCheap0.90×
SkewBearish+2.59 pp
Implied moveBearish±$4.15
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.3748.4%7.0%73.5856.9%7.1%
25Δ82.1445.7%5.6%75.1548.8%5.2%
30Δ81.4146.0%5.0%75.8948.3%4.6%
35Δ80.6846.3%4.3%76.6347.9%4.0%
40Δ79.9646.5%3.7%77.3647.4%3.3%
45Δ79.3246.4%3.3%78.0247.1%2.9%
50Δ78.6846.3%2.8%78.6646.7%2.5%
55Δ78.0446.2%2.4%79.3046.4%2.1%
60Δ77.4046.0%2.0%79.9546.1%1.7%
65Δ76.7545.3%1.7%80.7647.1%1.4%
70Δ76.1044.7%1.4%81.5948.3%1.2%
75Δ75.4544.0%1.0%82.4249.4%0.9%
80Δ74.4146.8%0.8%83.7451.9%0.7%

20Δ

Calls
Pseudo strike
83.37
IV
48.4%
B/E move
7.0%
Puts
Pseudo strike
73.58
IV
56.9%
B/E move
7.1%

25Δ

Calls
Pseudo strike
82.14
IV
45.7%
B/E move
5.6%
Puts
Pseudo strike
75.15
IV
48.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
81.41
IV
46.0%
B/E move
5.0%
Puts
Pseudo strike
75.89
IV
48.3%
B/E move
4.6%

35Δ

Calls
Pseudo strike
80.68
IV
46.3%
B/E move
4.3%
Puts
Pseudo strike
76.63
IV
47.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
79.96
IV
46.5%
B/E move
3.7%
Puts
Pseudo strike
77.36
IV
47.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
79.32
IV
46.4%
B/E move
3.3%
Puts
Pseudo strike
78.02
IV
47.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
78.68
IV
46.3%
B/E move
2.8%
Puts
Pseudo strike
78.66
IV
46.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
78.04
IV
46.2%
B/E move
2.4%
Puts
Pseudo strike
79.30
IV
46.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
77.40
IV
46.0%
B/E move
2.0%
Puts
Pseudo strike
79.95
IV
46.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
76.75
IV
45.3%
B/E move
1.7%
Puts
Pseudo strike
80.76
IV
47.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
76.10
IV
44.7%
B/E move
1.4%
Puts
Pseudo strike
81.59
IV
48.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
75.45
IV
44.0%
B/E move
1.0%
Puts
Pseudo strike
82.42
IV
49.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
74.41
IV
46.8%
B/E move
0.8%
Puts
Pseudo strike
83.74
IV
51.9%
B/E move
0.7%

Options history

IV · four-Friday blend45.77%
Daily EOD
BBIO45.4%47.8%50.2%2026-10-19: 49.63%2026-10-20: 49.10%2026-10-21: 49.59%2026-10-22: 49.45%2026-10-23: 49.50%2026-10-26: 48.69%2026-10-27: 49.09%2026-10-28: 48.37%2026-10-29: 49.90%2026-10-30: 45.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.63%
49.10%
49.59%
49.45%
49.50%
48.69%
49.09%
48.37%
49.90%
45.77%