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Becton Dickinson and Company BDX

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-15T20:37:13.004Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001611048Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:12.221837+00:00

Share price$193.76
1D+0.5%
AH$191.22$192.01$192.80$193.58$194.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBDX
Sold putSold callAH

Becton Dickinson and Company options

Live interpolated BDX call and put midpoint premiums by absolute delta.Becton Dickinson and Company$0.33$3.10$5.87$8.64$11.41$187.55$190.50$193.45$196.40$199.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $193.76OPTION PRICELive BDX spot · $193.76BDX PRICE$0.99$0.91$0.84$0.76$1.03$1.33$1.62$1.92$2.22$2.52$2.82$3.12$3.42$0.63$0.80$0.99$1.18$1.38$1.57$1.76$1.95$2.15$3.61$5.95$8.28$10.61
PutsExpensive1.75×
CallsExpensive1.18×
SkewBearish+6.16 pp
Implied moveBearish±$3.39
TiltBearish27.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ206.25116.0%7.0%188.8356.5%2.9%
25Δ202.5988.4%5.0%190.2451.6%2.2%
30Δ198.9360.8%3.1%190.8849.8%2.0%
35Δ195.2633.2%1.2%191.5247.9%1.8%
40Δ194.5731.2%0.9%192.1746.1%1.5%
45Δ194.1031.2%0.9%192.8144.2%1.3%
50Δ193.6331.2%0.8%193.4542.4%1.1%
55Δ193.1731.1%0.7%194.1040.5%0.8%
60Δ192.7031.1%0.6%194.7438.7%0.6%
65Δ192.2331.1%0.5%196.4644.3%0.5%
70Δ191.7731.1%0.4%198.9055.0%0.4%
75Δ191.3031.1%0.3%201.3465.6%0.4%
80Δ190.8331.0%0.3%203.7876.3%0.3%

20Δ

Calls
Pseudo strike
206.25
IV
116.0%
B/E move
7.0%
Puts
Pseudo strike
188.83
IV
56.5%
B/E move
2.9%

25Δ

Calls
Pseudo strike
202.59
IV
88.4%
B/E move
5.0%
Puts
Pseudo strike
190.24
IV
51.6%
B/E move
2.2%

30Δ

Calls
Pseudo strike
198.93
IV
60.8%
B/E move
3.1%
Puts
Pseudo strike
190.88
IV
49.8%
B/E move
2.0%

35Δ

Calls
Pseudo strike
195.26
IV
33.2%
B/E move
1.2%
Puts
Pseudo strike
191.52
IV
47.9%
B/E move
1.8%

40Δ

Calls
Pseudo strike
194.57
IV
31.2%
B/E move
0.9%
Puts
Pseudo strike
192.17
IV
46.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
194.10
IV
31.2%
B/E move
0.9%
Puts
Pseudo strike
192.81
IV
44.2%
B/E move
1.3%

50Δ

Calls
Pseudo strike
193.63
IV
31.2%
B/E move
0.8%
Puts
Pseudo strike
193.45
IV
42.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
193.17
IV
31.1%
B/E move
0.7%
Puts
Pseudo strike
194.10
IV
40.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
192.70
IV
31.1%
B/E move
0.6%
Puts
Pseudo strike
194.74
IV
38.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
192.23
IV
31.1%
B/E move
0.5%
Puts
Pseudo strike
196.46
IV
44.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
191.77
IV
31.1%
B/E move
0.4%
Puts
Pseudo strike
198.90
IV
55.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
191.30
IV
31.1%
B/E move
0.3%
Puts
Pseudo strike
201.34
IV
65.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
190.83
IV
31.0%
B/E move
0.3%
Puts
Pseudo strike
203.78
IV
76.3%
B/E move
0.3%