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Biogen Inc BIIB

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:04:05.133Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:07.476263972Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:04.249409+00:00

Share price$235.35
1D-0.2%
AH$235$236$238$240$2415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIIB
Sold putSold callAH

Biogen Inc options

Live interpolated BIIB call and put midpoint premiums by absolute delta.Biogen Inc$0.52$2.49$4.46$6.43$8.40$227.65$231.96$236.27$240.58$244.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $235.35OPTION PRICELive BIIB spot · $235.35BIIB PRICE$0.88$1.24$1.60$1.85$2.10$2.44$2.77$3.33$4.16$5.00$5.78$6.56$7.83$0.73$1.07$1.41$1.70$1.83$1.95$2.27$2.70$3.12$3.58$4.26$4.94$5.82
PutsFair1.00×
CallsExpensive1.49×
SkewBullish-15.16 pp
Implied moveBullish±$5.04
TiltBullish12.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ242.3264.6%3.3%230.4548.9%2.4%
25Δ241.1967.0%3.0%231.1852.6%2.2%
30Δ240.0769.5%2.7%231.9256.2%2.1%
35Δ238.7365.3%2.2%232.7058.0%1.8%
40Δ237.4261.0%1.8%233.6752.2%1.5%
45Δ236.4759.1%1.5%234.6546.5%1.1%
50Δ235.5257.2%1.2%235.4644.7%0.9%
55Δ234.5258.2%1.1%236.1845.0%0.8%
60Δ233.4462.8%1.0%236.9045.4%0.7%
65Δ232.3666.8%0.9%237.6445.8%0.5%
70Δ231.2166.6%0.7%238.5546.4%0.5%
75Δ230.0666.4%0.5%239.4547.0%0.4%
80Δ228.5068.0%0.4%240.5446.8%0.3%

20Δ

Calls
Pseudo strike
242.32
IV
64.6%
B/E move
3.3%
Puts
Pseudo strike
230.45
IV
48.9%
B/E move
2.4%

25Δ

Calls
Pseudo strike
241.19
IV
67.0%
B/E move
3.0%
Puts
Pseudo strike
231.18
IV
52.6%
B/E move
2.2%

30Δ

Calls
Pseudo strike
240.07
IV
69.5%
B/E move
2.7%
Puts
Pseudo strike
231.92
IV
56.2%
B/E move
2.1%

35Δ

Calls
Pseudo strike
238.73
IV
65.3%
B/E move
2.2%
Puts
Pseudo strike
232.70
IV
58.0%
B/E move
1.8%

40Δ

Calls
Pseudo strike
237.42
IV
61.0%
B/E move
1.8%
Puts
Pseudo strike
233.67
IV
52.2%
B/E move
1.5%

45Δ

Calls
Pseudo strike
236.47
IV
59.1%
B/E move
1.5%
Puts
Pseudo strike
234.65
IV
46.5%
B/E move
1.1%

50Δ

Calls
Pseudo strike
235.52
IV
57.2%
B/E move
1.2%
Puts
Pseudo strike
235.46
IV
44.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
234.52
IV
58.2%
B/E move
1.1%
Puts
Pseudo strike
236.18
IV
45.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
233.44
IV
62.8%
B/E move
1.0%
Puts
Pseudo strike
236.90
IV
45.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
232.36
IV
66.8%
B/E move
0.9%
Puts
Pseudo strike
237.64
IV
45.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
231.21
IV
66.6%
B/E move
0.7%
Puts
Pseudo strike
238.55
IV
46.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
230.06
IV
66.4%
B/E move
0.5%
Puts
Pseudo strike
239.45
IV
47.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
228.50
IV
68.0%
B/E move
0.4%
Puts
Pseudo strike
240.54
IV
46.8%
B/E move
0.3%