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BHP Group Limited American Depositary Shares (Each representing two Ordinary Shares) BHP

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Market datapartial · fetched 2026-10-22T23:51:18.348Z

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 · 2026-10-22T23:14:54.900633763Z

FundamentalsAlpha Vantage · unavailable

Share price$77.98
1D-1.1%
AH$77.43$77.75$78.07$78.39$78.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBHP
Sold putSold callAH

BHP Group Limited American Depositary Shares (Each representing two Ordinary Shares) options

Live interpolated BHP call and put midpoint premiums by absolute delta.BHP Group Limited American Depositary Shares (Each representing two Ordinary Shares)$0.53$2.84$5.16$7.48$9.80$65.82$71.96$78.10$84.24$90.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BHP spot · $77.98BHP PRICE$0.78$1.04$1.30$1.63$1.96$2.32$2.71$3.11$3.64$4.22$4.83$5.66$6.50$0.97$1.29$1.63$2.01$2.43$2.87$3.41$3.96$4.61$5.33$6.16$7.22$9.13
PutsCheap0.82×
CallsCheap0.87×
SkewBearish+3.86 pp
Implied moveBearish±$6.13
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.9833.1%10.0%71.9037.5%9.0%
25Δ83.6932.8%8.7%73.2636.9%7.7%
30Δ82.4232.5%7.4%74.4736.5%6.6%
35Δ81.4332.6%6.5%75.5736.3%5.7%
40Δ80.4332.7%5.7%76.6036.2%4.9%
45Δ79.4832.6%4.9%77.6336.1%4.1%
50Δ78.5732.4%4.2%78.6436.0%3.5%
55Δ77.6632.1%3.6%79.6436.0%2.9%
60Δ76.7332.3%3.1%80.7035.9%2.4%
65Δ75.7932.5%2.6%81.7935.9%2.0%
70Δ74.8332.7%2.1%82.9736.0%1.5%
75Δ73.7033.1%1.8%84.3236.4%1.1%
80Δ72.5733.5%1.4%86.4739.3%0.8%

20Δ

Calls
Pseudo strike
84.98
IV
33.1%
B/E move
10.0%
Puts
Pseudo strike
71.90
IV
37.5%
B/E move
9.0%

25Δ

Calls
Pseudo strike
83.69
IV
32.8%
B/E move
8.7%
Puts
Pseudo strike
73.26
IV
36.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
82.42
IV
32.5%
B/E move
7.4%
Puts
Pseudo strike
74.47
IV
36.5%
B/E move
6.6%

35Δ

Calls
Pseudo strike
81.43
IV
32.6%
B/E move
6.5%
Puts
Pseudo strike
75.57
IV
36.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
80.43
IV
32.7%
B/E move
5.7%
Puts
Pseudo strike
76.60
IV
36.2%
B/E move
4.9%

45Δ

Calls
Pseudo strike
79.48
IV
32.6%
B/E move
4.9%
Puts
Pseudo strike
77.63
IV
36.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
78.57
IV
32.4%
B/E move
4.2%
Puts
Pseudo strike
78.64
IV
36.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
77.66
IV
32.1%
B/E move
3.6%
Puts
Pseudo strike
79.64
IV
36.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
76.73
IV
32.3%
B/E move
3.1%
Puts
Pseudo strike
80.70
IV
35.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
75.79
IV
32.5%
B/E move
2.6%
Puts
Pseudo strike
81.79
IV
35.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
74.83
IV
32.7%
B/E move
2.1%
Puts
Pseudo strike
82.97
IV
36.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
73.70
IV
33.1%
B/E move
1.8%
Puts
Pseudo strike
84.32
IV
36.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
72.57
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
86.47
IV
39.3%
B/E move
0.8%

Options history

BHP32.4432.4832.522026-10-20: 32.48%2026-10-21: 32.48%Oct 20Oct 21
Table
DateIV
32.48%
32.48%