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Balchem Corporation BCPC

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-22T07:27:00.261Z

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 · 2026-10-21T20:00:00.567824902Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:20:30.205859+00:00

Share price$170.78
1D-0.4%
AH$170.16$170.52$170.88$171.23$171.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCPC
Sold putSold callAH

Balchem Corporation options

Live interpolated BCPC call and put midpoint premiums by absolute delta.Balchem Corporation$1.12$4.72$8.33$11.93$15.54$153.64$162.16$170.68$179.19$187.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCPC spot · $170.78BCPC PRICE$1.51$1.93$2.52$3.25$3.98$4.59$5.14$5.69$6.71$7.80$8.89$10.54$12.19$1.77$2.25$2.74$3.46$4.21$4.96$5.72$6.48$7.27$8.77$10.27$12.22$14.50
PutsExpensive1.32×
CallsExpensive1.35×
SkewBearish+0.43 pp
Implied moveBearish±$10.86
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ184.3928.9%8.9%159.6331.2%7.6%
25Δ181.3927.9%7.3%162.2529.8%6.3%
30Δ179.0827.9%6.3%164.7128.6%5.2%
35Δ177.3629.0%5.8%166.5728.6%4.5%
40Δ175.6430.0%5.2%168.3528.8%3.9%
45Δ173.8629.5%4.5%170.1328.9%3.3%
50Δ172.0428.1%3.7%171.7828.1%2.8%
55Δ170.2126.7%3.0%173.4327.3%2.2%
60Δ168.4726.8%2.6%175.1026.6%1.7%
65Δ166.7427.1%2.2%177.1327.2%1.4%
70Δ165.0127.3%1.8%179.1527.8%1.1%
75Δ162.8527.7%1.5%181.5928.5%0.8%
80Δ160.6728.1%1.2%184.3429.2%0.6%

20Δ

Calls
Pseudo strike
184.39
IV
28.9%
B/E move
8.9%
Puts
Pseudo strike
159.63
IV
31.2%
B/E move
7.6%

25Δ

Calls
Pseudo strike
181.39
IV
27.9%
B/E move
7.3%
Puts
Pseudo strike
162.25
IV
29.8%
B/E move
6.3%

30Δ

Calls
Pseudo strike
179.08
IV
27.9%
B/E move
6.3%
Puts
Pseudo strike
164.71
IV
28.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
177.36
IV
29.0%
B/E move
5.8%
Puts
Pseudo strike
166.57
IV
28.6%
B/E move
4.5%

40Δ

Calls
Pseudo strike
175.64
IV
30.0%
B/E move
5.2%
Puts
Pseudo strike
168.35
IV
28.8%
B/E move
3.9%

45Δ

Calls
Pseudo strike
173.86
IV
29.5%
B/E move
4.5%
Puts
Pseudo strike
170.13
IV
28.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
172.04
IV
28.1%
B/E move
3.7%
Puts
Pseudo strike
171.78
IV
28.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
170.21
IV
26.7%
B/E move
3.0%
Puts
Pseudo strike
173.43
IV
27.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
168.47
IV
26.8%
B/E move
2.6%
Puts
Pseudo strike
175.10
IV
26.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
166.74
IV
27.1%
B/E move
2.2%
Puts
Pseudo strike
177.13
IV
27.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
165.01
IV
27.3%
B/E move
1.8%
Puts
Pseudo strike
179.15
IV
27.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
162.85
IV
27.7%
B/E move
1.5%
Puts
Pseudo strike
181.59
IV
28.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
160.67
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
184.34
IV
29.2%
B/E move
0.6%

Options history

No recorded observations