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BHP Group Limited BHP

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-23T15:44:54.134Z

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 · 2026-10-23T15:44:48.031574187Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T15:44:51.929380+00:00

Share price$78.05
1D+0.5%
$76.99$77.32$77.64$77.97$78.305:30 AM6:30 AM9:00 AM1:00 PMBHP
Sold putSold call

BHP Group Limited options

Live interpolated BHP call and put midpoint premiums by absolute delta.BHP Group Limited$0.54$2.66$4.78$6.91$9.03$65.95$72.05$78.15$84.26$90.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BHP spot · $78.05BHP PRICE$0.77$1.03$1.30$1.63$1.96$2.35$2.80$3.25$3.83$4.45$5.12$5.95$6.82$0.92$1.22$1.53$1.88$2.24$2.64$3.16$3.67$4.27$4.93$5.65$6.93$8.42
PutsCheap0.77×
CallsCheap0.90×
SkewBearish+0.62 pp
Implied moveBearish±$5.96
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.9333.1%9.8%72.2936.2%8.6%
25Δ83.7133.1%8.6%73.5435.6%7.3%
30Δ82.5033.2%7.4%74.7235.1%6.2%
35Δ81.5033.2%6.5%75.7534.6%5.3%
40Δ80.5033.3%5.6%76.7434.2%4.6%
45Δ79.5433.5%4.9%77.7133.8%3.8%
50Δ78.6233.8%4.3%78.6533.9%3.3%
55Δ77.7034.2%3.7%79.5834.0%2.7%
60Δ76.7334.6%3.2%80.5634.0%2.3%
65Δ75.7335.0%2.7%81.5733.9%1.8%
70Δ74.7035.4%2.3%82.6233.9%1.4%
75Δ73.5435.6%1.8%84.1435.5%1.1%
80Δ72.3635.8%1.4%85.8737.1%0.8%

20Δ

Calls
Pseudo strike
84.93
IV
33.1%
B/E move
9.8%
Puts
Pseudo strike
72.29
IV
36.2%
B/E move
8.6%

25Δ

Calls
Pseudo strike
83.71
IV
33.1%
B/E move
8.6%
Puts
Pseudo strike
73.54
IV
35.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
82.50
IV
33.2%
B/E move
7.4%
Puts
Pseudo strike
74.72
IV
35.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
81.50
IV
33.2%
B/E move
6.5%
Puts
Pseudo strike
75.75
IV
34.6%
B/E move
5.3%

40Δ

Calls
Pseudo strike
80.50
IV
33.3%
B/E move
5.6%
Puts
Pseudo strike
76.74
IV
34.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
79.54
IV
33.5%
B/E move
4.9%
Puts
Pseudo strike
77.71
IV
33.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
78.62
IV
33.8%
B/E move
4.3%
Puts
Pseudo strike
78.65
IV
33.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
77.70
IV
34.2%
B/E move
3.7%
Puts
Pseudo strike
79.58
IV
34.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
76.73
IV
34.6%
B/E move
3.2%
Puts
Pseudo strike
80.56
IV
34.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
75.73
IV
35.0%
B/E move
2.7%
Puts
Pseudo strike
81.57
IV
33.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
74.70
IV
35.4%
B/E move
2.3%
Puts
Pseudo strike
82.62
IV
33.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
73.54
IV
35.6%
B/E move
1.8%
Puts
Pseudo strike
84.14
IV
35.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
72.36
IV
35.8%
B/E move
1.4%
Puts
Pseudo strike
85.87
IV
37.1%
B/E move
0.8%

Options history

BHP32.4132.8733.332026-10-20: 32.48%2026-10-21: 32.48%2026-10-22: 33.27%Oct 20Oct 22
Table
DateIV
32.48%
32.48%
33.27%