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Balchem Corporation Common Stock BCPC

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-11T13:51:33.246Z

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 · 2026-11-11T09:23:17.107711162Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:51:32.919885+00:00

Share price$173.70
1D
Price history unavailable.

Balchem Corporation Common Stock options

Live interpolated BCPC call and put midpoint premiums by absolute delta.Balchem Corporation Common Stock$1.06$3.26$5.45$7.65$9.85$162.02$168.37$174.72$181.07$187.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCPC spot · $173.70BCPC PRICE$1.37$1.51$1.74$2.05$2.36$2.68$3.23$3.79$4.36$4.93$5.60$7.41$9.21$1.30$1.50$1.70$1.91$2.12$2.33$2.54$2.75$3.17$3.77$4.37$4.96$5.56
PutsCheap0.77×
CallsFair0.95×
SkewBullish-7.35 pp
Implied moveBullish±$5.77
TiltBullish13.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ185.5646.0%7.6%164.9940.7%5.8%
25Δ181.7738.7%5.5%167.2236.2%4.6%
30Δ179.2834.4%4.2%169.4531.7%3.4%
35Δ177.8932.8%3.6%170.7229.1%2.8%
40Δ176.5031.3%3.0%171.6827.2%2.4%
45Δ175.1029.7%2.3%172.6325.3%2.0%
50Δ174.0429.6%2.1%173.5923.3%1.5%
55Δ173.0129.5%1.8%174.5521.4%1.1%
60Δ171.9829.4%1.5%175.4420.4%0.8%
65Δ170.9529.3%1.3%176.2720.1%0.7%
70Δ169.8329.6%1.0%177.1019.9%0.6%
75Δ167.8033.0%0.9%177.9419.6%0.4%
80Δ165.7736.5%0.7%178.7719.4%0.3%

20Δ

Calls
Pseudo strike
185.56
IV
46.0%
B/E move
7.6%
Puts
Pseudo strike
164.99
IV
40.7%
B/E move
5.8%

25Δ

Calls
Pseudo strike
181.77
IV
38.7%
B/E move
5.5%
Puts
Pseudo strike
167.22
IV
36.2%
B/E move
4.6%

30Δ

Calls
Pseudo strike
179.28
IV
34.4%
B/E move
4.2%
Puts
Pseudo strike
169.45
IV
31.7%
B/E move
3.4%

35Δ

Calls
Pseudo strike
177.89
IV
32.8%
B/E move
3.6%
Puts
Pseudo strike
170.72
IV
29.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
176.50
IV
31.3%
B/E move
3.0%
Puts
Pseudo strike
171.68
IV
27.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
175.10
IV
29.7%
B/E move
2.3%
Puts
Pseudo strike
172.63
IV
25.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
174.04
IV
29.6%
B/E move
2.1%
Puts
Pseudo strike
173.59
IV
23.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
173.01
IV
29.5%
B/E move
1.8%
Puts
Pseudo strike
174.55
IV
21.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
171.98
IV
29.4%
B/E move
1.5%
Puts
Pseudo strike
175.44
IV
20.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
170.95
IV
29.3%
B/E move
1.3%
Puts
Pseudo strike
176.27
IV
20.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
169.83
IV
29.6%
B/E move
1.0%
Puts
Pseudo strike
177.10
IV
19.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
167.80
IV
33.0%
B/E move
0.9%
Puts
Pseudo strike
177.94
IV
19.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
165.77
IV
36.5%
B/E move
0.7%
Puts
Pseudo strike
178.77
IV
19.4%
B/E move
0.3%

Options history

IV · four-Friday blend22.62%
Daily close
BCPC20.3%26.0%31.7%2026-08-13: 22.28%2026-08-14: 22.27%2026-08-17: 24.29%2026-08-18: 25.01%2026-08-19: 26.89%2026-08-20: 25.49%2026-08-21: 22.01%2026-08-24: 22.91%2026-08-25: 21.94%2026-08-26: 22.09%2026-08-27: 22.69%2026-08-28: 22.51%2026-08-31: 22.82%2026-09-01: 22.61%2026-09-02: 22.62%2026-09-03: 23.36%2026-09-04: 22.50%2026-09-08: 24.60%2026-09-09: 24.57%2026-09-10: 24.43%2026-09-11: 23.69%2026-09-14: 25.61%2026-09-15: 26.44%2026-09-18: 24.18%2026-09-21: 24.02%2026-09-22: 23.71%2026-09-23: 23.75%2026-09-24: 23.73%2026-09-25: 23.79%2026-09-28: 23.74%2026-09-29: 23.96%2026-09-30: 23.67%2026-10-01: 23.80%2026-10-02: 23.61%2026-10-05: 24.14%2026-10-06: 24.28%2026-10-07: 23.74%2026-10-08: 23.91%2026-10-09: 24.24%2026-10-12: 26.13%2026-10-13: 26.29%2026-10-14: 27.44%2026-10-15: 30.91%2026-10-16: 24.27%2026-10-19: 24.47%2026-10-20: 24.40%2026-10-21: 24.19%2026-10-22: 24.43%2026-10-23: 21.13%2026-10-26: 22.39%2026-10-27: 22.69%2026-10-28: 23.00%2026-10-29: 22.32%2026-10-30: 22.62%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.28%
22.27%
24.29%
25.01%
26.89%
25.49%
22.01%
22.91%
21.94%
22.09%
22.69%
22.51%
22.82%
22.61%
22.62%
23.36%
22.50%
24.60%
24.57%
24.43%
23.69%
25.61%
26.44%
24.18%
24.02%
23.71%
23.75%
23.73%
23.79%
23.74%
23.96%
23.67%
23.80%
23.61%
24.14%
24.28%
23.74%
23.91%
24.24%
26.13%
26.29%
27.44%
30.91%
24.27%
24.47%
24.40%
24.19%
24.43%
21.13%
22.39%
22.69%
23.00%
22.32%
22.62%