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Biogen Inc BIIB

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-16T00:17:57.772Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:12.098726+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$2.10$10.05$18.01$25.97$33.93$199.16$217.47$235.77$254.08$272.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIIB spot · $235.35BIIB PRICE$2.96$3.96$5.18$6.42$7.92$9.42$11.18$13.20$15.23$17.83$20.52$23.97$28.23$3.53$4.74$6.14$7.62$9.15$10.86$12.58$14.65$17.14$19.63$23.03$26.56$31.64
PutsExpensive1.10×
CallsFair1.05×
SkewBullish-1.14 pp
Implied moveBearish±$23.76
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ263.4738.1%13.2%214.4139.1%10.4%
25Δ257.5437.2%11.1%218.7239.9%9.1%
30Δ253.6138.3%10.0%222.7840.2%8.0%
35Δ249.6939.3%8.8%226.7340.2%6.9%
40Δ245.8439.7%7.8%230.6340.2%5.9%
45Δ241.9940.1%6.8%234.3239.7%5.1%
50Δ238.1540.6%5.9%238.0139.1%4.2%
55Δ234.3341.1%5.2%241.8038.9%3.5%
60Δ230.5141.6%4.4%245.6838.9%2.9%
65Δ226.3642.0%3.8%249.5739.0%2.3%
70Δ222.1642.4%3.1%254.1539.1%1.8%
75Δ217.3543.2%2.5%258.8239.2%1.3%
80Δ211.8944.5%2.0%264.9039.8%0.9%

20Δ

Calls
Pseudo strike
263.47
IV
38.1%
B/E move
13.2%
Puts
Pseudo strike
214.41
IV
39.1%
B/E move
10.4%

25Δ

Calls
Pseudo strike
257.54
IV
37.2%
B/E move
11.1%
Puts
Pseudo strike
218.72
IV
39.9%
B/E move
9.1%

30Δ

Calls
Pseudo strike
253.61
IV
38.3%
B/E move
10.0%
Puts
Pseudo strike
222.78
IV
40.2%
B/E move
8.0%

35Δ

Calls
Pseudo strike
249.69
IV
39.3%
B/E move
8.8%
Puts
Pseudo strike
226.73
IV
40.2%
B/E move
6.9%

40Δ

Calls
Pseudo strike
245.84
IV
39.7%
B/E move
7.8%
Puts
Pseudo strike
230.63
IV
40.2%
B/E move
5.9%

45Δ

Calls
Pseudo strike
241.99
IV
40.1%
B/E move
6.8%
Puts
Pseudo strike
234.32
IV
39.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
238.15
IV
40.6%
B/E move
5.9%
Puts
Pseudo strike
238.01
IV
39.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
234.33
IV
41.1%
B/E move
5.2%
Puts
Pseudo strike
241.80
IV
38.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
230.51
IV
41.6%
B/E move
4.4%
Puts
Pseudo strike
245.68
IV
38.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
226.36
IV
42.0%
B/E move
3.8%
Puts
Pseudo strike
249.57
IV
39.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
222.16
IV
42.4%
B/E move
3.1%
Puts
Pseudo strike
254.15
IV
39.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
217.35
IV
43.2%
B/E move
2.5%
Puts
Pseudo strike
258.82
IV
39.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
211.89
IV
44.5%
B/E move
2.0%
Puts
Pseudo strike
264.90
IV
39.8%
B/E move
0.9%