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Bio-Rad Laboratories, Inc.Class A BIO

i

Market datapartial · fetched 2026-10-23T04:47:40.281Z

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$3.76$17.63$31.49$45.36$59.23$300.26$331.65$363.03$394.41$425.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIO spot · $363.50BIO PRICE$5.26$6.64$8.55$10.71$13.10$15.59$18.21$21.09$24.65$28.50$32.52$37.73$44.21$6.70$8.50$10.61$12.82$15.61$18.50$21.36$24.84$28.73$33.90$39.57$46.82$55.23
PutsExpensive1.32×
CallsExpensive1.33×
SkewBearish+0.92 pp
Implied moveBearish±$39.58
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ413.7750.0%15.3%323.9955.4%12.7%
25Δ401.7047.1%12.3%333.9352.4%10.5%
30Δ394.1147.4%10.8%341.8051.2%8.9%
35Δ387.3148.2%9.5%348.9450.0%7.5%
40Δ380.9249.2%8.4%355.4149.9%6.5%
45Δ374.4349.2%7.3%361.7149.6%5.6%
50Δ368.0149.1%6.3%367.8848.7%4.7%
55Δ361.7649.0%5.3%374.1548.2%3.9%
60Δ355.3949.5%4.5%380.5348.2%3.2%
65Δ348.9350.1%3.8%387.7648.9%2.7%
70Δ342.3549.8%3.1%395.4349.2%2.1%
75Δ334.9250.4%2.5%404.5050.2%1.6%
80Δ326.4951.5%2.0%414.6050.7%1.1%

20Δ

Calls
Pseudo strike
413.77
IV
50.0%
B/E move
15.3%
Puts
Pseudo strike
323.99
IV
55.4%
B/E move
12.7%

25Δ

Calls
Pseudo strike
401.70
IV
47.1%
B/E move
12.3%
Puts
Pseudo strike
333.93
IV
52.4%
B/E move
10.5%

30Δ

Calls
Pseudo strike
394.11
IV
47.4%
B/E move
10.8%
Puts
Pseudo strike
341.80
IV
51.2%
B/E move
8.9%

35Δ

Calls
Pseudo strike
387.31
IV
48.2%
B/E move
9.5%
Puts
Pseudo strike
348.94
IV
50.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
380.92
IV
49.2%
B/E move
8.4%
Puts
Pseudo strike
355.41
IV
49.9%
B/E move
6.5%

45Δ

Calls
Pseudo strike
374.43
IV
49.2%
B/E move
7.3%
Puts
Pseudo strike
361.71
IV
49.6%
B/E move
5.6%

50Δ

Calls
Pseudo strike
368.01
IV
49.1%
B/E move
6.3%
Puts
Pseudo strike
367.88
IV
48.7%
B/E move
4.7%

55Δ

Calls
Pseudo strike
361.76
IV
49.0%
B/E move
5.3%
Puts
Pseudo strike
374.15
IV
48.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
355.39
IV
49.5%
B/E move
4.5%
Puts
Pseudo strike
380.53
IV
48.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
348.93
IV
50.1%
B/E move
3.8%
Puts
Pseudo strike
387.76
IV
48.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
342.35
IV
49.8%
B/E move
3.1%
Puts
Pseudo strike
395.43
IV
49.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
334.92
IV
50.4%
B/E move
2.5%
Puts
Pseudo strike
404.50
IV
50.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
326.49
IV
51.5%
B/E move
2.0%
Puts
Pseudo strike
414.60
IV
50.7%
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%