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Beta Bionics, Inc. Common Stock BBNX

i

Market dataready · fetched 2026-11-12T17:46:04.184Z

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 · 2026-11-12T17:45:52.096881657Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:46:03.778856+00:00

Share price$17.16
1D-3.0%
$16.61$16.89$17.18$17.46$17.745:30 AM6:30 AM9:00 AM1:00 PMBBNX
Sold putSold call

Beta Bionics, Inc. Common Stock options

Live interpolated BBNX call and put midpoint premiums by absolute delta.Beta Bionics, Inc. Common Stock$0.74$1.04$1.33$1.62$1.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBBNX PRICE$1.70$0.78$0.99$1.20$1.41$1.62$1.83
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.45135.0%20.3%
25Δ15.00141.9%18.3%
30Δ15.55148.8%16.3%
35Δ25.65378.8%59.4%16.10155.6%14.4%
40Δ16.65162.5%12.4%
45Δ17.20169.4%10.4%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.45
IV
135.0%
B/E move
20.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.00
IV
141.9%
B/E move
18.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.55
IV
148.8%
B/E move
16.3%

35Δ

Calls
Pseudo strike
25.65
IV
378.8%
B/E move
59.4%
Puts
Pseudo strike
16.10
IV
155.6%
B/E move
14.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.65
IV
162.5%
B/E move
12.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.20
IV
169.4%
B/E move
10.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend91.28%
Daily close
BBNX72.6%122.5%172.4%2026-08-14: 133.69%2026-08-17: 141.94%2026-08-21: 94.36%2026-08-24: 92.97%2026-08-25: 83.55%2026-08-27: 86.43%2026-09-01: 88.02%2026-09-02: 79.49%2026-09-04: 83.33%2026-09-08: 93.09%2026-09-10: 109.36%2026-09-11: 109.65%2026-09-14: 117.90%2026-09-15: 113.83%2026-09-23: 85.18%2026-09-24: 90.09%2026-09-25: 86.58%2026-09-28: 87.83%2026-09-29: 84.53%2026-09-30: 94.78%2026-10-01: 96.47%2026-10-02: 96.82%2026-10-05: 101.31%2026-10-06: 103.87%2026-10-07: 103.59%2026-10-08: 99.17%2026-10-09: 115.27%2026-10-12: 133.89%2026-10-13: 142.22%2026-10-14: 160.48%2026-10-15: 165.52%2026-10-16: 91.61%2026-10-19: 90.16%2026-10-20: 85.83%2026-10-21: 83.54%2026-10-22: 80.13%2026-10-23: 81.05%2026-10-26: 81.84%2026-10-27: 80.87%2026-10-28: 95.06%2026-10-29: 95.99%2026-10-30: 91.28%Aug 14Oct 1Oct 30
42 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
133.69%
141.94%
94.36%
92.97%
83.55%
86.43%
88.02%
79.49%
83.33%
93.09%
109.36%
109.65%
117.90%
113.83%
85.18%
90.09%
86.58%
87.83%
84.53%
94.78%
96.47%
96.82%
101.31%
103.87%
103.59%
99.17%
115.27%
133.89%
142.22%
160.48%
165.52%
91.61%
90.16%
85.83%
83.54%
80.13%
81.05%
81.84%
80.87%
95.06%
95.99%
91.28%