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Biohaven Ltd. BHVN

i

Market datapartial · fetched 2026-11-13T19:12:10.672Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T19:12:08.073730517Z

FundamentalsAlpha Vantage · unavailable

Share price$13.78
1D-2.3%
$13.35$13.56$13.77$13.97$14.185:30 AM6:30 AM9:00 AM1:00 PMBHVN
Sold putSold call

Biohaven Ltd. options

Live interpolated BHVN call and put midpoint premiums by absolute delta.Biohaven Ltd.$0.15$0.66$1.17$1.69$2.20$11.87$12.91$13.95$14.99$16.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BHVN spot · $13.78BHVN PRICE$0.21$0.22$0.29$0.35$0.42$0.48$0.66$0.89$1.12$1.36$1.59$1.82$2.05$0.21$0.27$0.34$0.44$0.53$0.63$0.72$0.86$1.04$1.23$1.42
Puts——
CallsExpensive1.21×
Skew——
Implied moveBearish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.78104.2%16.0%12.4887.6%10.9%
25Δ15.0183.7%10.6%12.7687.3%9.3%
30Δ14.7782.3%9.3%13.0387.0%7.9%
35Δ14.5481.1%8.1%13.2586.8%7.0%
40Δ14.3080.0%6.9%13.4686.7%6.2%
45Δ14.0778.8%5.6%13.6786.6%5.3%
50Δ13.7983.7%4.9%13.8886.5%4.5%
55Δ13.5091.3%4.5%14.1187.2%3.8%
60Δ13.2198.8%4.0%14.3788.9%3.3%
65Δ12.91106.3%3.6%14.6390.7%2.7%
70Δ12.62113.9%3.1%14.8992.5%2.2%
75Δ12.33121.4%2.7%
80Δ12.03129.0%2.2%

20Δ

Calls
Pseudo strike
15.78
IV
104.2%
B/E move
16.0%
Puts
Pseudo strike
12.48
IV
87.6%
B/E move
10.9%

25Δ

Calls
Pseudo strike
15.01
IV
83.7%
B/E move
10.6%
Puts
Pseudo strike
12.76
IV
87.3%
B/E move
9.3%

30Δ

Calls
Pseudo strike
14.77
IV
82.3%
B/E move
9.3%
Puts
Pseudo strike
13.03
IV
87.0%
B/E move
7.9%

35Δ

Calls
Pseudo strike
14.54
IV
81.1%
B/E move
8.1%
Puts
Pseudo strike
13.25
IV
86.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
14.30
IV
80.0%
B/E move
6.9%
Puts
Pseudo strike
13.46
IV
86.7%
B/E move
6.2%

45Δ

Calls
Pseudo strike
14.07
IV
78.8%
B/E move
5.6%
Puts
Pseudo strike
13.67
IV
86.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
13.79
IV
83.7%
B/E move
4.9%
Puts
Pseudo strike
13.88
IV
86.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
13.50
IV
91.3%
B/E move
4.5%
Puts
Pseudo strike
14.11
IV
87.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
13.21
IV
98.8%
B/E move
4.0%
Puts
Pseudo strike
14.37
IV
88.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
12.91
IV
106.3%
B/E move
3.6%
Puts
Pseudo strike
14.63
IV
90.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
12.62
IV
113.9%
B/E move
3.1%
Puts
Pseudo strike
14.89
IV
92.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
12.33
IV
121.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.03
IV
129.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend88.53%
Daily EOD
BHVN76.7%86.5%96.2%2026-10-19: 92.70%2026-10-20: 94.86%2026-10-21: 92.79%2026-10-22: 91.10%2026-10-23: 90.83%2026-10-26: 93.07%2026-10-27: 92.91%2026-10-28: 78.05%2026-10-29: 92.72%2026-10-30: 88.53%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
92.70%
94.86%
92.79%
91.10%
90.83%
93.07%
92.91%
78.05%
92.72%
88.53%