IntraAlpha
Create free account Start free

Bill Com Holdings Inc BILL

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-16T01:04:09.310Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002539993Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:08.697564+00:00

Share price$46.92
1D+4.2%
AH$43.96$44.76$45.56$46.35$47.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBILL
Sold putSold callAH

Bill Com Holdings Inc options

Live interpolated BILL call and put midpoint premiums by absolute delta.Bill Com Holdings Inc$0.58$3.68$6.78$9.88$12.98$34.64$40.50$46.37$52.24$58.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BILL spot · $46.92BILL PRICE$0.92$1.08$1.40$1.84$2.28$2.79$3.33$3.93$4.59$5.22$5.79$6.45$7.30$1.45$1.69$2.03$2.52$3.09$3.72$4.50$5.43$6.21$6.90$9.34$10.70$12.09
PutsExpensive1.45×
CallsExpensive1.28×
SkewBearish+7.50 pp
Implied moveBearish±$7.83
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.4661.3%22.3%39.6576.6%18.6%
25Δ53.5453.2%16.4%41.5769.6%15.0%
30Δ52.1353.3%14.1%43.2264.2%12.2%
35Δ51.1956.5%13.0%44.4664.1%10.6%
40Δ50.2559.7%12.0%45.6864.4%9.2%
45Δ49.1761.7%10.7%46.8965.0%8.0%
50Δ48.0363.2%9.5%48.1766.2%6.9%
55Δ46.8664.6%8.2%49.5368.0%6.0%
60Δ45.6565.8%7.1%50.7967.0%5.0%
65Δ44.4665.4%5.9%51.9964.6%3.9%
70Δ43.3163.1%4.7%54.6473.5%3.5%
75Δ42.1361.1%3.5%56.4072.5%2.6%
80Δ40.8859.8%2.7%58.1870.4%1.8%

20Δ

Calls
Pseudo strike
56.46
IV
61.3%
B/E move
22.3%
Puts
Pseudo strike
39.65
IV
76.6%
B/E move
18.6%

25Δ

Calls
Pseudo strike
53.54
IV
53.2%
B/E move
16.4%
Puts
Pseudo strike
41.57
IV
69.6%
B/E move
15.0%

30Δ

Calls
Pseudo strike
52.13
IV
53.3%
B/E move
14.1%
Puts
Pseudo strike
43.22
IV
64.2%
B/E move
12.2%

35Δ

Calls
Pseudo strike
51.19
IV
56.5%
B/E move
13.0%
Puts
Pseudo strike
44.46
IV
64.1%
B/E move
10.6%

40Δ

Calls
Pseudo strike
50.25
IV
59.7%
B/E move
12.0%
Puts
Pseudo strike
45.68
IV
64.4%
B/E move
9.2%

45Δ

Calls
Pseudo strike
49.17
IV
61.7%
B/E move
10.7%
Puts
Pseudo strike
46.89
IV
65.0%
B/E move
8.0%

50Δ

Calls
Pseudo strike
48.03
IV
63.2%
B/E move
9.5%
Puts
Pseudo strike
48.17
IV
66.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
46.86
IV
64.6%
B/E move
8.2%
Puts
Pseudo strike
49.53
IV
68.0%
B/E move
6.0%

60Δ

Calls
Pseudo strike
45.65
IV
65.8%
B/E move
7.1%
Puts
Pseudo strike
50.79
IV
67.0%
B/E move
5.0%

65Δ

Calls
Pseudo strike
44.46
IV
65.4%
B/E move
5.9%
Puts
Pseudo strike
51.99
IV
64.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
43.31
IV
63.1%
B/E move
4.7%
Puts
Pseudo strike
54.64
IV
73.5%
B/E move
3.5%

75Δ

Calls
Pseudo strike
42.13
IV
61.1%
B/E move
3.5%
Puts
Pseudo strike
56.40
IV
72.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
40.88
IV
59.8%
B/E move
2.7%
Puts
Pseudo strike
58.18
IV
70.4%
B/E move
1.8%