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BHP Group Limited BHP

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-23T00:45:35.784Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T00:45:35.083644+00:00

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 options

Live interpolated BHP call and put midpoint premiums by absolute delta.BHP Group Limited$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%