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Bio-Rad Laboratories, Inc.Class A BIO

i

Market datapartial · fetched 2026-10-22T23:23:38.564Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.00262458Z

FundamentalsAlpha Vantage · unavailable

Share price$363.50
1D+1.0%
AH$359$362$364$366$3685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIO
Sold putSold callAH

Bio-Rad Laboratories, Inc.Class A options

Live interpolated BIO call and put midpoint premiums by absolute delta.Bio-Rad Laboratories, Inc.Class A$3.75$17.66$31.57$45.48$59.39$301.05$332.02$362.98$393.94$424.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIO spot · $363.50BIO PRICE$5.26$6.64$8.54$10.70$13.10$15.58$18.20$21.07$24.62$28.47$32.48$37.67$44.13$6.71$8.51$10.62$12.83$15.63$18.52$21.39$24.87$28.79$33.97$39.66$46.97$55.38
PutsExpensive1.30×
CallsExpensive1.31×
SkewBearish+1.02 pp
Implied moveBearish±$39.59
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ413.8149.1%15.3%324.0154.5%12.7%
25Δ401.7246.3%12.3%333.9551.5%10.5%
30Δ394.1346.6%10.8%341.8350.3%8.9%
35Δ387.3447.3%9.5%348.9749.1%7.5%
40Δ380.9548.3%8.4%355.4549.0%6.5%
45Δ374.4648.3%7.3%361.7548.8%5.6%
50Δ368.0448.2%6.3%367.9347.9%4.7%
55Δ361.8048.1%5.3%374.2047.5%3.9%
60Δ355.4348.6%4.6%380.6147.4%3.2%
65Δ348.9949.2%3.8%387.8648.1%2.6%
70Δ342.4148.9%3.1%395.5448.5%2.1%
75Δ335.0049.4%2.5%404.6749.4%1.6%
80Δ326.5950.5%2.0%414.7949.9%1.1%

20Δ

Calls
Pseudo strike
413.81
IV
49.1%
B/E move
15.3%
Puts
Pseudo strike
324.01
IV
54.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
401.72
IV
46.3%
B/E move
12.3%
Puts
Pseudo strike
333.95
IV
51.5%
B/E move
10.5%

30Δ

Calls
Pseudo strike
394.13
IV
46.6%
B/E move
10.8%
Puts
Pseudo strike
341.83
IV
50.3%
B/E move
8.9%

35Δ

Calls
Pseudo strike
387.34
IV
47.3%
B/E move
9.5%
Puts
Pseudo strike
348.97
IV
49.1%
B/E move
7.5%

40Δ

Calls
Pseudo strike
380.95
IV
48.3%
B/E move
8.4%
Puts
Pseudo strike
355.45
IV
49.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
374.46
IV
48.3%
B/E move
7.3%
Puts
Pseudo strike
361.75
IV
48.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
368.04
IV
48.2%
B/E move
6.3%
Puts
Pseudo strike
367.93
IV
47.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
361.80
IV
48.1%
B/E move
5.3%
Puts
Pseudo strike
374.20
IV
47.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
355.43
IV
48.6%
B/E move
4.6%
Puts
Pseudo strike
380.61
IV
47.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
348.99
IV
49.2%
B/E move
3.8%
Puts
Pseudo strike
387.86
IV
48.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
342.41
IV
48.9%
B/E move
3.1%
Puts
Pseudo strike
395.54
IV
48.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
335.00
IV
49.4%
B/E move
2.5%
Puts
Pseudo strike
404.67
IV
49.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
326.59
IV
50.5%
B/E move
2.0%
Puts
Pseudo strike
414.79
IV
49.9%
B/E move
1.1%

Options history

BIO40.6741.1441.622026-10-20: 41.55%2026-10-21: 40.73%Oct 20Oct 21
Table
DateIV
41.55%
40.73%