BILL Holdings, Inc. BILL
i
Market dataready · fetched 2026-11-07T01:14:38.397Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-07T00:00:00.002311794Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:14:37.948960+00:00
BILL Holdings, Inc. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 63.44 | 147.5% | 23.1% | |||
| 25Δ | 49.97 | 55.0% | 5.8% | |||
| 30Δ | 54.46 | 48.4% | 5.1% | 50.59 | 52.7% | 4.9% |
| 35Δ | 53.94 | 48.4% | 4.5% | 51.15 | 52.1% | 4.2% |
| 40Δ | 53.49 | 49.6% | 4.0% | 51.62 | 54.7% | 3.8% |
| 45Δ | 53.05 | 50.9% | 3.5% | 52.08 | 56.2% | 3.4% |
| 50Δ | 52.57 | 53.2% | 3.2% | 52.55 | 52.6% | 2.8% |
| 55Δ | 52.09 | 55.6% | 2.8% | 53.02 | 49.0% | 2.1% |
| 60Δ | 51.62 | 54.2% | 2.3% | 53.33 | 45.1% | 1.7% |
| 65Δ | 51.15 | 52.0% | 1.9% | 53.64 | 41.2% | 1.3% |
| 70Δ | 53.95 | 37.3% | 0.9% | |||
| 75Δ | 49.54 | 65.5% | 1.5% | 54.29 | 35.4% | 0.7% |
| 80Δ | 47.99 | 81.7% | 1.4% | 54.64 | 33.8% | 0.5% |
20Δ
- Pseudo strike
- 63.44
- IV
- 147.5%
- B/E move
- 23.1%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 49.97
- IV
- 55.0%
- B/E move
- 5.8%
30Δ
- Pseudo strike
- 54.46
- IV
- 48.4%
- B/E move
- 5.1%
- Pseudo strike
- 50.59
- IV
- 52.7%
- B/E move
- 4.9%
35Δ
- Pseudo strike
- 53.94
- IV
- 48.4%
- B/E move
- 4.5%
- Pseudo strike
- 51.15
- IV
- 52.1%
- B/E move
- 4.2%
40Δ
- Pseudo strike
- 53.49
- IV
- 49.6%
- B/E move
- 4.0%
- Pseudo strike
- 51.62
- IV
- 54.7%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 53.05
- IV
- 50.9%
- B/E move
- 3.5%
- Pseudo strike
- 52.08
- IV
- 56.2%
- B/E move
- 3.4%
50Δ
- Pseudo strike
- 52.57
- IV
- 53.2%
- B/E move
- 3.2%
- Pseudo strike
- 52.55
- IV
- 52.6%
- B/E move
- 2.8%
55Δ
- Pseudo strike
- 52.09
- IV
- 55.6%
- B/E move
- 2.8%
- Pseudo strike
- 53.02
- IV
- 49.0%
- B/E move
- 2.1%
60Δ
- Pseudo strike
- 51.62
- IV
- 54.2%
- B/E move
- 2.3%
- Pseudo strike
- 53.33
- IV
- 45.1%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 51.15
- IV
- 52.0%
- B/E move
- 1.9%
- Pseudo strike
- 53.64
- IV
- 41.2%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 53.95
- IV
- 37.3%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 49.54
- IV
- 65.5%
- B/E move
- 1.5%
- Pseudo strike
- 54.29
- IV
- 35.4%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 47.99
- IV
- 81.7%
- B/E move
- 1.4%
- Pseudo strike
- 54.64
- IV
- 33.8%
- B/E move
- 0.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 87.89% | |
| 88.78% | |
| 89.55% | |
| 101.45% | |
| 93.93% | |
| 108.04% | |
| 111.86% | |
| 140.46% | |
| 71.76% | |
| 53.31% | |
| 53.79% | |
| 58.22% | |
| 57.93% | |
| 65.66% | |
| 51.48% | |
| 57.07% | |
| 51.81% | |
| 58.90% | |
| 58.71% | |
| 50.95% | |
| 60.51% | |
| 58.07% | |
| 51.83% | |
| 55.65% | |
| 59.21% | |
| 52.59% | |
| 63.01% | |
| 54.25% | |
| 48.16% | |
| 54.28% | |
| 47.50% | |
| 61.36% | |
| 50.71% | |
| 47.91% | |
| 60.43% | |
| 58.83% | |
| 58.49% | |
| 62.58% | |
| 49.92% | |
| 56.75% | |
| 56.39% | |
| 52.90% | |
| 56.97% | |
| 47.90% | |
| 53.19% | |
| 52.57% | |
| 62.88% | |
| 67.39% | |
| 63.09% | |
| 65.58% | |
| 66.17% | |
| 66.14% | |
| 66.59% | |
| 61.98% | |
| 59.96% | |
| 67.42% | |
| 70.23% | |
| 76.31% | |
| 63.92% |
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