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Becton Dickinson and Company BDX

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-16T00:19:48.029Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003414288Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:01.287418+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$1.51$6.78$12.05$17.32$22.59$169.70$181.49$193.28$205.07$216.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BDX spot · $193.76BDX PRICE$2.08$2.72$3.37$4.02$4.71$5.79$6.87$7.98$9.09$10.72$12.65$15.43$18.08$2.54$3.18$3.79$4.82$5.87$6.96$8.13$9.63$11.26$13.41$15.57$17.73$21.07
PutsExpensive1.33×
CallsExpensive1.13×
SkewBearish+1.59 pp
Implied moveBearish±$15.01
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ212.8031.4%10.9%178.3235.0%9.3%
25Δ209.0731.3%9.3%182.0633.4%7.7%
30Δ205.9430.3%8.0%185.7530.8%6.1%
35Δ202.8129.3%6.7%188.1731.4%5.4%
40Δ199.7728.5%5.5%190.5931.8%4.7%
45Δ197.5729.2%5.0%193.0331.5%4.0%
50Δ195.3629.9%4.4%195.4731.3%3.3%
55Δ193.1029.7%3.8%197.9731.6%2.8%
60Δ190.8329.4%3.2%200.5631.8%2.3%
65Δ188.3130.0%2.7%203.5432.0%1.9%
70Δ185.6331.1%2.3%206.5132.2%1.5%
75Δ182.1933.1%2.0%209.4932.4%1.0%
80Δ178.8333.8%1.6%213.5232.4%0.7%

20Δ

Calls
Pseudo strike
212.80
IV
31.4%
B/E move
10.9%
Puts
Pseudo strike
178.32
IV
35.0%
B/E move
9.3%

25Δ

Calls
Pseudo strike
209.07
IV
31.3%
B/E move
9.3%
Puts
Pseudo strike
182.06
IV
33.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
205.94
IV
30.3%
B/E move
8.0%
Puts
Pseudo strike
185.75
IV
30.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
202.81
IV
29.3%
B/E move
6.7%
Puts
Pseudo strike
188.17
IV
31.4%
B/E move
5.4%

40Δ

Calls
Pseudo strike
199.77
IV
28.5%
B/E move
5.5%
Puts
Pseudo strike
190.59
IV
31.8%
B/E move
4.7%

45Δ

Calls
Pseudo strike
197.57
IV
29.2%
B/E move
5.0%
Puts
Pseudo strike
193.03
IV
31.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
195.36
IV
29.9%
B/E move
4.4%
Puts
Pseudo strike
195.47
IV
31.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
193.10
IV
29.7%
B/E move
3.8%
Puts
Pseudo strike
197.97
IV
31.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
190.83
IV
29.4%
B/E move
3.2%
Puts
Pseudo strike
200.56
IV
31.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
188.31
IV
30.0%
B/E move
2.7%
Puts
Pseudo strike
203.54
IV
32.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
185.63
IV
31.1%
B/E move
2.3%
Puts
Pseudo strike
206.51
IV
32.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
182.19
IV
33.1%
B/E move
2.0%
Puts
Pseudo strike
209.49
IV
32.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
178.83
IV
33.8%
B/E move
1.6%
Puts
Pseudo strike
213.52
IV
32.4%
B/E move
0.7%