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Bausch Health Companies Inc BHC

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-21T17:51:40.078Z

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

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 · 2026-10-21T17:50:23.473063839Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:49.710322+00:00

Share price$6.48
1D+1.3%
$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$0.23$2.02$3.81$5.59$7.38$2.66$4.62$6.59$8.55$10.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BHC spot · $6.47BHC PRICE$1.07$1.07$0.89$1.06$1.05$0.81$1.10$1.18$1.26$1.34$1.42$1.36$1.05$0.43$1.07$1.11$1.16$1.20$1.25$1.29$0.51$2.36$3.63$4.90$6.09$6.87
PutsExpensive10.27×
CallsExpensive10.83×
SkewBullish-45.32 pp
Implied moveBearish±$2.40
TiltBearish36.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.94800.0%116.5%5.35434.6%24.0%
25Δ11.70800.0%97.3%5.13781.3%37.3%
30Δ10.68800.0%78.8%5.49726.9%32.3%
35Δ9.82800.0%68.0%5.86672.5%27.4%
40Δ9.07800.0%56.3%6.22618.2%22.4%
45Δ7.99612.3%36.0%6.59563.8%17.5%
50Δ7.81777.9%37.7%6.96509.4%12.5%
55Δ7.31719.1%31.3%6.77164.0%3.3%
60Δ6.81660.3%24.8%8.15609.8%10.6%
65Δ6.32601.4%18.3%9.33677.2%11.9%
70Δ5.82542.6%11.8%10.52744.6%13.2%
75Δ5.56456.1%6.9%11.72800.0%13.1%
80Δ5.72321.6%4.5%12.95800.0%6.1%

20Δ

Calls
Pseudo strike
12.94
IV
800.0%
B/E move
116.5%
Puts
Pseudo strike
5.35
IV
434.6%
B/E move
24.0%

25Δ

Calls
Pseudo strike
11.70
IV
800.0%
B/E move
97.3%
Puts
Pseudo strike
5.13
IV
781.3%
B/E move
37.3%

30Δ

Calls
Pseudo strike
10.68
IV
800.0%
B/E move
78.8%
Puts
Pseudo strike
5.49
IV
726.9%
B/E move
32.3%

35Δ

Calls
Pseudo strike
9.82
IV
800.0%
B/E move
68.0%
Puts
Pseudo strike
5.86
IV
672.5%
B/E move
27.4%

40Δ

Calls
Pseudo strike
9.07
IV
800.0%
B/E move
56.3%
Puts
Pseudo strike
6.22
IV
618.2%
B/E move
22.4%

45Δ

Calls
Pseudo strike
7.99
IV
612.3%
B/E move
36.0%
Puts
Pseudo strike
6.59
IV
563.8%
B/E move
17.5%

50Δ

Calls
Pseudo strike
7.81
IV
777.9%
B/E move
37.7%
Puts
Pseudo strike
6.96
IV
509.4%
B/E move
12.5%

55Δ

Calls
Pseudo strike
7.31
IV
719.1%
B/E move
31.3%
Puts
Pseudo strike
6.77
IV
164.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
6.81
IV
660.3%
B/E move
24.8%
Puts
Pseudo strike
8.15
IV
609.8%
B/E move
10.6%

65Δ

Calls
Pseudo strike
6.32
IV
601.4%
B/E move
18.3%
Puts
Pseudo strike
9.33
IV
677.2%
B/E move
11.9%

70Δ

Calls
Pseudo strike
5.82
IV
542.6%
B/E move
11.8%
Puts
Pseudo strike
10.52
IV
744.6%
B/E move
13.2%

75Δ

Calls
Pseudo strike
5.56
IV
456.1%
B/E move
6.9%
Puts
Pseudo strike
11.72
IV
800.0%
B/E move
13.1%

80Δ

Calls
Pseudo strike
5.72
IV
321.6%
B/E move
4.5%
Puts
Pseudo strike
12.95
IV
800.0%
B/E move
6.1%

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%