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Bausch Health Companies Inc BHC

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-21T16:59:02.392Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:49.353060017Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:01.758615+00:00

Share price$6.51
1D+1.9%
$6.29$6.35$6.41$6.47$6.535:30 AM6:30 AM9:00 AM1:00 PMBHC
Sold putSold call

Bausch Health Companies Inc options

Live interpolated BHC call and put midpoint premiums by absolute delta.Bausch Health Companies Inc$0.08$1.76$3.45$5.13$6.82$3.03$4.65$6.28$7.90$9.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BHC spot · $6.51BHC PRICE$1.07$0.66$1.05$1.06$1.04$0.43$0.26$0.53$0.79$1.06$1.33$1.60$0.49$0.98$0.80$0.62$0.45$0.27$1.38$1.87$2.59$3.83$5.08$6.19$6.33
PutsExpensive9.43×
CallsExpensive7.62×
SkewBearish+93.81 pp
Implied moveBearish±$1.81
TiltBearish47.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.31471.1%25.8%
25Δ11.84800.0%98.4%5.12743.7%36.4%
30Δ10.81800.0%76.3%5.42600.0%29.0%
35Δ9.93800.0%68.7%5.73456.4%21.6%
40Δ9.20800.0%57.6%6.04312.7%14.1%
45Δ8.44776.4%45.6%6.34169.0%6.7%
50Δ7.14297.5%16.3%7.07526.2%12.7%
55Δ6.3892.0%1.9%7.62574.0%11.6%
60Δ6.13155.1%2.2%8.36626.9%11.3%
65Δ5.88218.2%2.6%9.53691.1%12.6%
70Δ5.64281.4%2.9%10.69755.4%13.9%
75Δ5.39344.5%3.2%11.87800.0%12.6%
80Δ5.14407.6%3.5%12.46746.9%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.31
IV
471.1%
B/E move
25.8%

25Δ

Calls
Pseudo strike
11.84
IV
800.0%
B/E move
98.4%
Puts
Pseudo strike
5.12
IV
743.7%
B/E move
36.4%

30Δ

Calls
Pseudo strike
10.81
IV
800.0%
B/E move
76.3%
Puts
Pseudo strike
5.42
IV
600.0%
B/E move
29.0%

35Δ

Calls
Pseudo strike
9.93
IV
800.0%
B/E move
68.7%
Puts
Pseudo strike
5.73
IV
456.4%
B/E move
21.6%

40Δ

Calls
Pseudo strike
9.20
IV
800.0%
B/E move
57.6%
Puts
Pseudo strike
6.04
IV
312.7%
B/E move
14.1%

45Δ

Calls
Pseudo strike
8.44
IV
776.4%
B/E move
45.6%
Puts
Pseudo strike
6.34
IV
169.0%
B/E move
6.7%

50Δ

Calls
Pseudo strike
7.14
IV
297.5%
B/E move
16.3%
Puts
Pseudo strike
7.07
IV
526.2%
B/E move
12.7%

55Δ

Calls
Pseudo strike
6.38
IV
92.0%
B/E move
1.9%
Puts
Pseudo strike
7.62
IV
574.0%
B/E move
11.6%

60Δ

Calls
Pseudo strike
6.13
IV
155.1%
B/E move
2.2%
Puts
Pseudo strike
8.36
IV
626.9%
B/E move
11.3%

65Δ

Calls
Pseudo strike
5.88
IV
218.2%
B/E move
2.6%
Puts
Pseudo strike
9.53
IV
691.1%
B/E move
12.6%

70Δ

Calls
Pseudo strike
5.64
IV
281.4%
B/E move
2.9%
Puts
Pseudo strike
10.69
IV
755.4%
B/E move
13.9%

75Δ

Calls
Pseudo strike
5.39
IV
344.5%
B/E move
3.2%
Puts
Pseudo strike
11.87
IV
800.0%
B/E move
12.6%

80Δ

Calls
Pseudo strike
5.14
IV
407.6%
B/E move
3.5%
Puts
Pseudo strike
12.46
IV
746.9%
B/E move
5.8%

Options history

BHC25.34210.83396.312026-07-23: 294.60%2026-07-27: 113.82%2026-07-28: 190.84%2026-07-30: 198.23%2026-07-31: 72.45%2026-08-03: 102.98%2026-08-04: 74.54%2026-08-10: 103.14%2026-08-14: 128.29%2026-08-17: 138.61%2026-08-25: 311.18%2026-08-28: 86.40%2026-09-01: 50.93%2026-09-02: 154.07%2026-09-08: 79.60%2026-09-11: 160.64%2026-09-14: 81.04%2026-09-15: 292.58%2026-09-16: 370.73%2026-09-17: 341.40%2026-09-22: 153.25%2026-09-23: 158.20%2026-09-24: 239.74%2026-10-01: 248.01%2026-10-02: 195.73%2026-10-05: 175.64%2026-10-06: 168.42%2026-10-07: 260.90%2026-10-08: 285.50%2026-10-09: 144.74%2026-10-12: 76.97%2026-10-13: 116.15%2026-10-14: 124.10%2026-10-15: 204.81%2026-10-16: 197.08%2026-10-20: 194.29%Jul 23Oct 20
Table
DateIV
294.60%
113.82%
190.84%
198.23%
72.45%
102.98%
74.54%
103.14%
128.29%
138.61%
311.18%
86.40%
50.93%
154.07%
79.60%
160.64%
81.04%
292.58%
370.73%
341.40%
153.25%
158.20%
239.74%
248.01%
195.73%
175.64%
168.42%
260.90%
285.50%
144.74%
76.97%
116.15%
124.10%
204.81%
197.08%
194.29%