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BridgeBio Pharma Inc BBIO

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T06:53:51.538Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:41:54.433178529Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:51.088284+00:00

Share price$68.08
1D+0.3%
AH$67.32$67.82$68.32$68.81$69.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBIO
Sold putSold callAH

BridgeBio Pharma Inc options

Live interpolated BBIO call and put midpoint premiums by absolute delta.BridgeBio Pharma Inc$0.72$3.00$5.28$7.56$9.84$56.09$62.13$68.17$74.21$80.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBIO spot · $68.08BBIO PRICE$0.96$1.24$1.69$2.17$2.68$3.21$3.64$4.02$4.68$5.41$6.38$7.43$9.01$1.15$1.53$1.94$2.44$3.13$3.82$4.54$5.28$6.07$6.72$7.17$7.61$9.19
PutsExpensive1.20×
CallsExpensive1.16×
SkewBullish-0.93 pp
Implied moveBearish±$8.18
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.2248.7%14.8%61.2150.7%11.8%
25Δ75.2247.1%12.3%62.7550.3%10.1%
30Δ74.0249.3%11.2%64.0849.8%8.7%
35Δ72.9352.1%10.3%65.3750.2%7.6%
40Δ71.7053.7%9.3%66.5652.5%6.8%
45Δ70.4054.6%8.1%67.7754.3%6.1%
50Δ69.0952.9%6.8%69.0754.3%5.2%
55Δ67.7850.1%5.5%70.3854.2%4.4%
60Δ66.5450.0%4.6%71.6953.5%3.6%
65Δ65.3150.8%3.9%72.8651.7%2.9%
70Δ63.9252.0%3.3%73.7948.0%2.1%
75Δ62.4753.6%2.7%74.7144.3%1.4%
80Δ60.5456.6%2.2%76.6045.4%1.0%

20Δ

Calls
Pseudo strike
77.22
IV
48.7%
B/E move
14.8%
Puts
Pseudo strike
61.21
IV
50.7%
B/E move
11.8%

25Δ

Calls
Pseudo strike
75.22
IV
47.1%
B/E move
12.3%
Puts
Pseudo strike
62.75
IV
50.3%
B/E move
10.1%

30Δ

Calls
Pseudo strike
74.02
IV
49.3%
B/E move
11.2%
Puts
Pseudo strike
64.08
IV
49.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
72.93
IV
52.1%
B/E move
10.3%
Puts
Pseudo strike
65.37
IV
50.2%
B/E move
7.6%

40Δ

Calls
Pseudo strike
71.70
IV
53.7%
B/E move
9.3%
Puts
Pseudo strike
66.56
IV
52.5%
B/E move
6.8%

45Δ

Calls
Pseudo strike
70.40
IV
54.6%
B/E move
8.1%
Puts
Pseudo strike
67.77
IV
54.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
69.09
IV
52.9%
B/E move
6.8%
Puts
Pseudo strike
69.07
IV
54.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
67.78
IV
50.1%
B/E move
5.5%
Puts
Pseudo strike
70.38
IV
54.2%
B/E move
4.4%

60Δ

Calls
Pseudo strike
66.54
IV
50.0%
B/E move
4.6%
Puts
Pseudo strike
71.69
IV
53.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
65.31
IV
50.8%
B/E move
3.9%
Puts
Pseudo strike
72.86
IV
51.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
63.92
IV
52.0%
B/E move
3.3%
Puts
Pseudo strike
73.79
IV
48.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
62.47
IV
53.6%
B/E move
2.7%
Puts
Pseudo strike
74.71
IV
44.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
60.54
IV
56.6%
B/E move
2.2%
Puts
Pseudo strike
76.60
IV
45.4%
B/E move
1.0%

Options history

BBIO49.0549.3449.642026-10-20: 49.10%2026-10-21: 49.59%Oct 20Oct 21
Table
DateIV
49.10%
49.59%