Share price$20.81
1D+3.1%
Sold putSold callAH
BCE, Inc. BCE
i
Market datapartial · fetched 2026-10-23T06:02:34.721Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.00296123Z
FundamentalsAlpha Vantage · unavailable
BCE, Inc. options
PutsExpensive1.17×
CallsExpensive1.06×
SkewBearish+8.55 pp
Implied moveBearish±$1.61
TiltBearish23.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.89 | 59.4% | 21.1% | 19.12 | 39.7% | 9.4% |
| 25Δ | 22.10 | 28.0% | 7.3% | 19.53 | 36.8% | 7.7% |
| 30Δ | 21.79 | 27.0% | 6.1% | 19.94 | 34.0% | 6.0% |
| 35Δ | 21.58 | 27.2% | 5.5% | 20.22 | 35.2% | 5.4% |
| 40Δ | 21.36 | 27.3% | 4.8% | 20.48 | 37.0% | 4.9% |
| 45Δ | 21.14 | 27.5% | 4.1% | 20.74 | 38.8% | 4.4% |
| 50Δ | 20.94 | 27.4% | 3.5% | 21.01 | 40.6% | 3.9% |
| 55Δ | 20.74 | 26.9% | 3.1% | 21.45 | 43.3% | 3.5% |
| 60Δ | 20.55 | 26.4% | 2.7% | 21.90 | 45.9% | 3.0% |
| 65Δ | 20.36 | 25.9% | 2.2% | 22.34 | 48.6% | 2.6% |
| 70Δ | 20.17 | 25.4% | 1.8% | 22.79 | 51.2% | 2.2% |
| 75Δ | 19.28 | 48.7% | 2.4% | 22.49 | 34.2% | 0.9% |
| 80Δ | 18.76 | 52.9% | 2.2% | 24.27 | 55.9% | 1.2% |
20Δ
- Pseudo strike
- 24.89
- IV
- 59.4%
- B/E move
- 21.1%
- Pseudo strike
- 19.12
- IV
- 39.7%
- B/E move
- 9.4%
25Δ
- Pseudo strike
- 22.10
- IV
- 28.0%
- B/E move
- 7.3%
- Pseudo strike
- 19.53
- IV
- 36.8%
- B/E move
- 7.7%
30Δ
- Pseudo strike
- 21.79
- IV
- 27.0%
- B/E move
- 6.1%
- Pseudo strike
- 19.94
- IV
- 34.0%
- B/E move
- 6.0%
35Δ
- Pseudo strike
- 21.58
- IV
- 27.2%
- B/E move
- 5.5%
- Pseudo strike
- 20.22
- IV
- 35.2%
- B/E move
- 5.4%
40Δ
- Pseudo strike
- 21.36
- IV
- 27.3%
- B/E move
- 4.8%
- Pseudo strike
- 20.48
- IV
- 37.0%
- B/E move
- 4.9%
45Δ
- Pseudo strike
- 21.14
- IV
- 27.5%
- B/E move
- 4.1%
- Pseudo strike
- 20.74
- IV
- 38.8%
- B/E move
- 4.4%
50Δ
- Pseudo strike
- 20.94
- IV
- 27.4%
- B/E move
- 3.5%
- Pseudo strike
- 21.01
- IV
- 40.6%
- B/E move
- 3.9%
55Δ
- Pseudo strike
- 20.74
- IV
- 26.9%
- B/E move
- 3.1%
- Pseudo strike
- 21.45
- IV
- 43.3%
- B/E move
- 3.5%
60Δ
- Pseudo strike
- 20.55
- IV
- 26.4%
- B/E move
- 2.7%
- Pseudo strike
- 21.90
- IV
- 45.9%
- B/E move
- 3.0%
65Δ
- Pseudo strike
- 20.36
- IV
- 25.9%
- B/E move
- 2.2%
- Pseudo strike
- 22.34
- IV
- 48.6%
- B/E move
- 2.6%
70Δ
- Pseudo strike
- 20.17
- IV
- 25.4%
- B/E move
- 1.8%
- Pseudo strike
- 22.79
- IV
- 51.2%
- B/E move
- 2.2%
75Δ
- Pseudo strike
- 19.28
- IV
- 48.7%
- B/E move
- 2.4%
- Pseudo strike
- 22.49
- IV
- 34.2%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 18.76
- IV
- 52.9%
- B/E move
- 2.2%
- Pseudo strike
- 24.27
- IV
- 55.9%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 31.48% | |
| 33.23% |