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Bio-Rad Laboratories, Inc.Class A BIO

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T03:21:36.036Z

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: 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 · 2026-11-12T00:00:00.002685134Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:21:35.616573+00:00

Share price$386.00
1D-0.5%
AH$384$386$387$388$3895:30 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$2.76$8.73$14.70$20.67$26.64$348.60$366.34$384.08$401.82$419.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIO spot · $386.00BIO PRICE$3.52$4.77$5.26$6.12$7.39$8.66$9.95$11.25$12.54$14.81$17.62$20.43$24.92$3.40$4.56$5.18$5.41$6.13$7.16$8.19$9.23$10.97$13.03$15.09$17.25$19.77
PutsCheap0.71×
CallsExpensive1.15×
SkewBullish-8.56 pp
Implied moveBullish±$18.14
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ415.8553.0%8.6%363.6747.8%6.7%
25Δ410.9854.7%7.7%368.1248.1%5.8%
30Δ403.4247.8%5.9%372.9444.2%4.7%
35Δ397.8944.0%4.7%378.0337.3%3.5%
40Δ394.2943.9%4.1%381.5634.1%2.7%
45Δ390.6843.7%3.5%384.1133.3%2.3%
50Δ387.4442.6%3.0%386.6532.4%2.0%
55Δ384.2841.3%2.5%389.2031.6%1.6%
60Δ381.1140.0%2.0%391.9831.7%1.3%
65Δ377.5540.4%1.6%394.8632.2%1.1%
70Δ373.7641.8%1.4%397.7532.7%0.9%
75Δ369.9743.1%1.1%400.7132.9%0.7%
80Δ364.5944.9%0.9%403.9431.8%0.5%

20Δ

Calls
Pseudo strike
415.85
IV
53.0%
B/E move
8.6%
Puts
Pseudo strike
363.67
IV
47.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
410.98
IV
54.7%
B/E move
7.7%
Puts
Pseudo strike
368.12
IV
48.1%
B/E move
5.8%

30Δ

Calls
Pseudo strike
403.42
IV
47.8%
B/E move
5.9%
Puts
Pseudo strike
372.94
IV
44.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
397.89
IV
44.0%
B/E move
4.7%
Puts
Pseudo strike
378.03
IV
37.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
394.29
IV
43.9%
B/E move
4.1%
Puts
Pseudo strike
381.56
IV
34.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
390.68
IV
43.7%
B/E move
3.5%
Puts
Pseudo strike
384.11
IV
33.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
387.44
IV
42.6%
B/E move
3.0%
Puts
Pseudo strike
386.65
IV
32.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
384.28
IV
41.3%
B/E move
2.5%
Puts
Pseudo strike
389.20
IV
31.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
381.11
IV
40.0%
B/E move
2.0%
Puts
Pseudo strike
391.98
IV
31.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
377.55
IV
40.4%
B/E move
1.6%
Puts
Pseudo strike
394.86
IV
32.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
373.76
IV
41.8%
B/E move
1.4%
Puts
Pseudo strike
397.75
IV
32.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
369.97
IV
43.1%
B/E move
1.1%
Puts
Pseudo strike
400.71
IV
32.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
364.59
IV
44.9%
B/E move
0.9%
Puts
Pseudo strike
403.94
IV
31.8%
B/E move
0.5%

Options history

IV · four-Friday blend43.45%
Daily close
BIO30.4%39.1%47.8%2026-08-13: 32.64%2026-08-14: 32.18%2026-08-17: 34.65%2026-08-19: 39.99%2026-08-20: 42.18%2026-08-21: 32.02%2026-08-24: 32.52%2026-08-25: 32.38%2026-08-26: 31.98%2026-08-27: 31.56%2026-08-28: 32.19%2026-08-31: 31.96%2026-09-01: 31.84%2026-09-02: 31.99%2026-09-03: 31.64%2026-09-04: 31.83%2026-09-08: 33.70%2026-09-09: 33.50%2026-09-10: 33.57%2026-09-11: 33.21%2026-09-14: 34.40%2026-09-15: 36.81%2026-09-16: 36.00%2026-09-17: 40.43%2026-09-18: 34.49%2026-09-21: 34.50%2026-09-22: 34.58%2026-09-23: 34.80%2026-09-24: 34.65%2026-09-25: 36.09%2026-09-28: 36.85%2026-09-29: 36.79%2026-09-30: 36.45%2026-10-01: 37.57%2026-10-02: 36.98%2026-10-05: 36.26%2026-10-06: 38.25%2026-10-07: 38.48%2026-10-08: 38.95%2026-10-09: 39.27%2026-10-12: 41.57%2026-10-13: 42.74%2026-10-14: 41.63%2026-10-15: 46.61%2026-10-16: 40.87%2026-10-19: 41.29%2026-10-20: 41.58%2026-10-21: 40.72%2026-10-22: 41.35%2026-10-23: 41.39%2026-10-26: 42.34%2026-10-27: 42.14%2026-10-28: 41.29%2026-10-29: 41.54%2026-10-30: 43.45%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.64%
32.18%
34.65%
39.99%
42.18%
32.02%
32.52%
32.38%
31.98%
31.56%
32.19%
31.96%
31.84%
31.99%
31.64%
31.83%
33.70%
33.50%
33.57%
33.21%
34.40%
36.81%
36.00%
40.43%
34.49%
34.50%
34.58%
34.80%
34.65%
36.09%
36.85%
36.79%
36.45%
37.57%
36.98%
36.26%
38.25%
38.48%
38.95%
39.27%
41.57%
42.74%
41.63%
46.61%
40.87%
41.29%
41.58%
40.72%
41.35%
41.39%
42.34%
42.14%
41.29%
41.54%
43.45%