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Beta Bionics, Inc. Common Stock BBNX

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-23T06:53:45.280Z

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 · 2026-10-22T20:00:02.529299107Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:44.911546+00:00

Share price$19.34
1D+4.8%
AH$18.23$18.53$18.83$19.13$19.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBNX
Sold putSold callAH

Beta Bionics, Inc. Common Stock options

Live interpolated BBNX call and put midpoint premiums by absolute delta.Beta Bionics, Inc. Common Stock$0.71$2.58$4.45$6.33$8.20$11.08$15.23$19.38$23.52$27.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBNX spot · $19.34BBNX PRICE$0.91$1.26$1.60$1.73$1.78$1.84$1.91$2.06$2.23$2.41$2.59$2.88$3.27$1.76$1.85$1.95$2.08$2.22$2.36$2.57$2.97$3.38$3.78$4.58$5.82$7.66
PutsExpensive1.77×
CallsExpensive1.78×
SkewBullish-1.38 pp
Implied moveBearish±$4.47
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.75179.5%79.2%13.94215.8%37.0%
25Δ32.12189.7%72.6%15.61177.8%28.8%
30Δ30.48200.0%65.9%16.91151.7%22.7%
35Δ26.70175.2%47.0%17.91133.3%18.1%
40Δ23.41143.8%30.2%18.66121.3%15.0%
45Δ21.66123.4%21.5%19.42109.3%11.8%
50Δ20.35106.8%15.1%20.1599.4%9.1%
55Δ19.5797.8%11.8%20.8197.2%7.7%
60Δ18.9791.6%9.6%21.4894.9%6.4%
65Δ18.3785.4%7.5%22.1492.7%5.1%
70Δ17.7879.3%5.3%23.1494.9%4.0%
75Δ17.2174.3%3.9%24.52102.2%3.3%
80Δ16.6670.3%3.1%26.51108.8%2.5%

20Δ

Calls
Pseudo strike
33.75
IV
179.5%
B/E move
79.2%
Puts
Pseudo strike
13.94
IV
215.8%
B/E move
37.0%

25Δ

Calls
Pseudo strike
32.12
IV
189.7%
B/E move
72.6%
Puts
Pseudo strike
15.61
IV
177.8%
B/E move
28.8%

30Δ

Calls
Pseudo strike
30.48
IV
200.0%
B/E move
65.9%
Puts
Pseudo strike
16.91
IV
151.7%
B/E move
22.7%

35Δ

Calls
Pseudo strike
26.70
IV
175.2%
B/E move
47.0%
Puts
Pseudo strike
17.91
IV
133.3%
B/E move
18.1%

40Δ

Calls
Pseudo strike
23.41
IV
143.8%
B/E move
30.2%
Puts
Pseudo strike
18.66
IV
121.3%
B/E move
15.0%

45Δ

Calls
Pseudo strike
21.66
IV
123.4%
B/E move
21.5%
Puts
Pseudo strike
19.42
IV
109.3%
B/E move
11.8%

50Δ

Calls
Pseudo strike
20.35
IV
106.8%
B/E move
15.1%
Puts
Pseudo strike
20.15
IV
99.4%
B/E move
9.1%

55Δ

Calls
Pseudo strike
19.57
IV
97.8%
B/E move
11.8%
Puts
Pseudo strike
20.81
IV
97.2%
B/E move
7.7%

60Δ

Calls
Pseudo strike
18.97
IV
91.6%
B/E move
9.6%
Puts
Pseudo strike
21.48
IV
94.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
18.37
IV
85.4%
B/E move
7.5%
Puts
Pseudo strike
22.14
IV
92.7%
B/E move
5.1%

70Δ

Calls
Pseudo strike
17.78
IV
79.3%
B/E move
5.3%
Puts
Pseudo strike
23.14
IV
94.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
17.21
IV
74.3%
B/E move
3.9%
Puts
Pseudo strike
24.52
IV
102.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
16.66
IV
70.3%
B/E move
3.1%
Puts
Pseudo strike
26.51
IV
108.8%
B/E move
2.5%

Options history

BBNX83.4384.7085.962026-10-20: 85.79%2026-10-21: 83.61%Oct 20Oct 21
Table
DateIV
85.79%
83.61%