IntraAlpha
Create free account Start free

BILL Holdings, Inc. BILL

i

Market dataready · fetched 2026-11-05T22:11:05.215Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T22:10:38.435524772Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-05T22:10:18.500602+00:00

Share price$50.90
1D-3.6%
AH$48$49$50$51$535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBILL
Sold putSold callAH

BILL Holdings, Inc. options

Live interpolated BILL call and put midpoint premiums by absolute delta.BILL Holdings, Inc.$0.75$2.49$4.22$5.96$7.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBILL PRICE$0.94$1.24$1.37$1.70$1.80$2.05$2.30$2.56$2.91$3.65$4.50$4.58$1.28$1.52$1.69$1.85$3.02$3.74$4.44$4.92$6.16$7.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ56.15259.0%12.2%46.41304.1%11.3%
30Δ55.20267.3%10.9%47.68281.5%9.3%
35Δ53.73237.7%8.3%48.81254.3%7.4%
40Δ52.98246.6%7.4%49.73228.8%5.9%
45Δ51.94211.9%5.6%
50Δ51.21206.0%4.6%
55Δ50.53198.2%3.8%52.03225.2%3.7%
60Δ49.88190.9%3.0%52.96238.7%3.3%
65Δ49.25188.2%2.5%53.91243.9%2.8%
70Δ48.37207.0%2.2%54.70238.8%2.2%
75Δ47.36226.4%1.9%56.13258.0%1.8%
80Δ46.95201.6%1.2%57.39258.4%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
56.15
IV
259.0%
B/E move
12.2%
Puts
Pseudo strike
46.41
IV
304.1%
B/E move
11.3%

30Δ

Calls
Pseudo strike
55.20
IV
267.3%
B/E move
10.9%
Puts
Pseudo strike
47.68
IV
281.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
53.73
IV
237.7%
B/E move
8.3%
Puts
Pseudo strike
48.81
IV
254.3%
B/E move
7.4%

40Δ

Calls
Pseudo strike
52.98
IV
246.6%
B/E move
7.4%
Puts
Pseudo strike
49.73
IV
228.8%
B/E move
5.9%

45Δ

Calls
Pseudo strike
51.94
IV
211.9%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
51.21
IV
206.0%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
50.53
IV
198.2%
B/E move
3.8%
Puts
Pseudo strike
52.03
IV
225.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
49.88
IV
190.9%
B/E move
3.0%
Puts
Pseudo strike
52.96
IV
238.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
49.25
IV
188.2%
B/E move
2.5%
Puts
Pseudo strike
53.91
IV
243.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
48.37
IV
207.0%
B/E move
2.2%
Puts
Pseudo strike
54.70
IV
238.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
47.36
IV
226.4%
B/E move
1.9%
Puts
Pseudo strike
56.13
IV
258.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
46.95
IV
201.6%
B/E move
1.2%
Puts
Pseudo strike
57.39
IV
258.4%
B/E move
1.4%

Options history

IV · four-Friday blend63.92%
Daily close
BILL40.1%94.0%147.9%2026-08-07: 82.23%2026-08-10: 87.89%2026-08-11: 88.78%2026-08-12: 89.55%2026-08-13: 101.45%2026-08-14: 93.93%2026-08-17: 108.04%2026-08-18: 111.86%2026-08-19: 140.46%2026-08-20: 71.76%2026-08-21: 53.31%2026-08-24: 53.79%2026-08-25: 58.22%2026-08-26: 57.93%2026-08-27: 65.66%2026-08-28: 51.48%2026-08-31: 57.07%2026-09-01: 51.81%2026-09-02: 58.90%2026-09-03: 58.71%2026-09-04: 50.95%2026-09-08: 60.51%2026-09-09: 58.07%2026-09-10: 51.83%2026-09-11: 55.65%2026-09-14: 59.21%2026-09-15: 52.59%2026-09-16: 63.01%2026-09-17: 54.25%2026-09-18: 48.16%2026-09-21: 54.28%2026-09-22: 47.50%2026-09-23: 61.36%2026-09-24: 50.71%2026-09-25: 47.91%2026-09-28: 60.43%2026-09-29: 58.83%2026-09-30: 58.49%2026-10-01: 62.58%2026-10-02: 49.92%2026-10-05: 56.75%2026-10-06: 56.39%2026-10-07: 52.90%2026-10-08: 56.97%2026-10-09: 47.90%2026-10-12: 53.19%2026-10-13: 52.57%2026-10-14: 62.88%2026-10-15: 67.39%2026-10-16: 63.09%2026-10-19: 65.58%2026-10-20: 66.17%2026-10-21: 66.14%2026-10-22: 66.59%2026-10-23: 61.98%2026-10-26: 59.96%2026-10-27: 67.42%2026-10-28: 70.23%2026-10-29: 76.31%2026-10-30: 63.92%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
82.23%
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%