IntraAlpha
Create free account Start free

Biogen Inc BIIB

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
i

Market dataready · fetched 2026-10-16T21:50:26.697Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:00:08.454932273Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:50:25.906191+00:00

Share price$232.65
1D-1.4%
AH$232$233$235$236$2375:30 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$1.10$4.05$7.00$9.95$12.90$217.47$225.19$232.91$240.63$248.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIIB spot · $232.65BIIB PRICE$1.42$1.79$2.13$2.56$3.32$4.08$4.83$6.00$7.37$8.27$9.31$10.51$12.05$1.80$2.16$2.51$2.96$3.51$4.23$5.03$5.93$6.58$7.17$8.34$9.61$11.04
PutsFair1.01×
CallsFair1.05×
SkewBullish-1.63 pp
Implied moveBalanced±$9.86
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ244.5240.6%5.7%220.5148.4%6.0%
25Δ241.7338.4%4.7%223.8943.6%4.7%
30Δ239.2435.5%3.7%226.4839.8%3.7%
35Δ237.4334.6%3.2%228.4637.7%3.1%
40Δ236.1036.7%2.9%230.1237.0%2.6%
45Δ234.7238.5%2.6%231.6337.3%2.3%
50Δ233.1638.7%2.3%233.1537.7%1.9%
55Δ231.4641.2%2.1%234.7138.1%1.7%
60Δ229.6744.2%1.9%236.0936.6%1.3%
65Δ227.9543.1%1.5%237.4334.6%1.0%
70Δ226.1942.1%1.2%239.0834.7%0.8%
75Δ224.3641.3%1.0%240.8034.7%0.6%
80Δ222.2941.1%0.7%242.6634.5%0.4%

20Δ

Calls
Pseudo strike
244.52
IV
40.6%
B/E move
5.7%
Puts
Pseudo strike
220.51
IV
48.4%
B/E move
6.0%

25Δ

Calls
Pseudo strike
241.73
IV
38.4%
B/E move
4.7%
Puts
Pseudo strike
223.89
IV
43.6%
B/E move
4.7%

30Δ

Calls
Pseudo strike
239.24
IV
35.5%
B/E move
3.7%
Puts
Pseudo strike
226.48
IV
39.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
237.43
IV
34.6%
B/E move
3.2%
Puts
Pseudo strike
228.46
IV
37.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
236.10
IV
36.7%
B/E move
2.9%
Puts
Pseudo strike
230.12
IV
37.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
234.72
IV
38.5%
B/E move
2.6%
Puts
Pseudo strike
231.63
IV
37.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
233.16
IV
38.7%
B/E move
2.3%
Puts
Pseudo strike
233.15
IV
37.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
231.46
IV
41.2%
B/E move
2.1%
Puts
Pseudo strike
234.71
IV
38.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
229.67
IV
44.2%
B/E move
1.9%
Puts
Pseudo strike
236.09
IV
36.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
227.95
IV
43.1%
B/E move
1.5%
Puts
Pseudo strike
237.43
IV
34.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
226.19
IV
42.1%
B/E move
1.2%
Puts
Pseudo strike
239.08
IV
34.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
224.36
IV
41.3%
B/E move
1.0%
Puts
Pseudo strike
240.80
IV
34.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
222.29
IV
41.1%
B/E move
0.7%
Puts
Pseudo strike
242.66
IV
34.5%
B/E move
0.4%