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Black Diamond Therapeutics, Inc. Common Stock BDTX

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Market datapartial · fetched 2026-10-23T22:26:56.140Z

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 · 2026-10-23T20:26:08.634357184Z

FundamentalsAlpha Vantage · unavailable

Share price$1.88
1D-6.2%
AH$1.83$1.87$1.92$1.97$2.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBDTX
Sold putSold callAH

Black Diamond Therapeutics, Inc. Common Stock options

Live interpolated BDTX call and put midpoint premiums by absolute delta.Black Diamond Therapeutics, Inc. Common Stock$0.02$1.02$2.02$3.02$4.03$-0.09$0.74$1.56$2.38$3.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BDTX spot · $1.88BDTX PRICE$0.12$0.18$0.24$0.30$0.36$0.42$0.48$0.49$0.49$0.48$0.48$0.50$0.51$0.52$0.52$1.03$1.78$2.53$3.29$3.74
PutsExpensive3.63×
CallsExpensive2.15×
SkewBearish+123.73 pp
Implied moveBearish±$2.14
TiltBearish55.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.56362.6%43.9%
30Δ2.47140.7%38.0%1.69320.2%37.2%
35Δ2.39160.6%37.2%1.82277.8%30.5%
40Δ2.32180.5%36.4%1.96235.4%23.8%
45Δ2.24200.5%35.6%2.51254.0%20.9%
50Δ2.17220.4%34.8%3.29303.5%19.8%
55Δ2.09240.3%34.0%4.06353.0%18.8%
60Δ2.02260.2%33.2%4.83402.5%17.8%
65Δ1.90237.6%27.4%5.37347.2%13.0%
70Δ1.76199.7%19.8%
75Δ1.63161.9%12.1%
80Δ1.49127.2%5.0%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.56
IV
362.6%
B/E move
43.9%

30Δ

Calls
Pseudo strike
2.47
IV
140.7%
B/E move
38.0%
Puts
Pseudo strike
1.69
IV
320.2%
B/E move
37.2%

35Δ

Calls
Pseudo strike
2.39
IV
160.6%
B/E move
37.2%
Puts
Pseudo strike
1.82
IV
277.8%
B/E move
30.5%

40Δ

Calls
Pseudo strike
2.32
IV
180.5%
B/E move
36.4%
Puts
Pseudo strike
1.96
IV
235.4%
B/E move
23.8%

45Δ

Calls
Pseudo strike
2.24
IV
200.5%
B/E move
35.6%
Puts
Pseudo strike
2.51
IV
254.0%
B/E move
20.9%

50Δ

Calls
Pseudo strike
2.17
IV
220.4%
B/E move
34.8%
Puts
Pseudo strike
3.29
IV
303.5%
B/E move
19.8%

55Δ

Calls
Pseudo strike
2.09
IV
240.3%
B/E move
34.0%
Puts
Pseudo strike
4.06
IV
353.0%
B/E move
18.8%

60Δ

Calls
Pseudo strike
2.02
IV
260.2%
B/E move
33.2%
Puts
Pseudo strike
4.83
IV
402.5%
B/E move
17.8%

65Δ

Calls
Pseudo strike
1.90
IV
237.6%
B/E move
27.4%
Puts
Pseudo strike
5.37
IV
347.2%
B/E move
13.0%

70Δ

Calls
Pseudo strike
1.76
IV
199.7%
B/E move
19.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.63
IV
161.9%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.49
IV
127.2%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

BDTX167.56173.44179.322026-10-20: 175.56%2026-10-21: 168.37%2026-10-22: 178.50%Oct 20Oct 22
Table
DateIV
175.56%
168.37%
178.50%