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Brookdale Senior Living, Inc. BKD

i

Market dataready · fetched 2026-11-12T16:24:22.040Z

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 · 2026-11-12T16:24:16.697902596Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:24:21.415800+00:00

Share price$9.20
1D-0.4%
$8.90$8.99$9.08$9.17$9.255:30 AM6:30 AM9:00 AM1:00 PMBKD
Sold putSold call

Brookdale Senior Living, Inc. options

Live interpolated BKD call and put midpoint premiums by absolute delta.Brookdale Senior Living, Inc.$0.30$0.48$0.66$0.85$1.03$6.58$7.88$9.18$10.48$11.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKD spot · $9.20BKD PRICE$0.32$0.38$0.38$0.38$0.39$0.41$0.43$0.45$0.47$0.59$0.72$0.85$0.98$0.38$0.38$0.38$0.38$0.38$0.43$0.49$0.55$0.61$0.67$0.73$0.80$0.86
PutsCheap0.65×
CallsCheap0.90×
SkewBullish-14.67 pp
Implied moveBearish±$0.92
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.28238.6%47.9%7.36214.2%24.0%
25Δ12.00212.1%34.5%8.03162.4%16.7%
30Δ10.82163.6%21.8%8.34138.1%13.3%
35Δ10.13129.4%14.3%8.65113.8%10.0%
40Δ9.84113.8%11.2%8.9689.5%6.6%
45Δ9.64102.7%9.3%9.1183.7%5.6%
50Δ9.4391.7%7.3%9.2380.4%4.9%
55Δ9.2380.6%5.3%9.3577.1%4.3%
60Δ9.0369.5%3.3%9.4773.8%3.6%
65Δ8.8669.0%2.7%9.6070.5%3.0%
70Δ8.6970.3%2.3%9.7267.2%2.3%
75Δ8.5271.6%1.9%9.8463.9%1.6%
80Δ8.3572.8%1.5%9.9660.6%1.0%

20Δ

Calls
Pseudo strike
13.28
IV
238.6%
B/E move
47.9%
Puts
Pseudo strike
7.36
IV
214.2%
B/E move
24.0%

25Δ

Calls
Pseudo strike
12.00
IV
212.1%
B/E move
34.5%
Puts
Pseudo strike
8.03
IV
162.4%
B/E move
16.7%

30Δ

Calls
Pseudo strike
10.82
IV
163.6%
B/E move
21.8%
Puts
Pseudo strike
8.34
IV
138.1%
B/E move
13.3%

35Δ

Calls
Pseudo strike
10.13
IV
129.4%
B/E move
14.3%
Puts
Pseudo strike
8.65
IV
113.8%
B/E move
10.0%

40Δ

Calls
Pseudo strike
9.84
IV
113.8%
B/E move
11.2%
Puts
Pseudo strike
8.96
IV
89.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
9.64
IV
102.7%
B/E move
9.3%
Puts
Pseudo strike
9.11
IV
83.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
9.43
IV
91.7%
B/E move
7.3%
Puts
Pseudo strike
9.23
IV
80.4%
B/E move
4.9%

55Δ

Calls
Pseudo strike
9.23
IV
80.6%
B/E move
5.3%
Puts
Pseudo strike
9.35
IV
77.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
9.03
IV
69.5%
B/E move
3.3%
Puts
Pseudo strike
9.47
IV
73.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
8.86
IV
69.0%
B/E move
2.7%
Puts
Pseudo strike
9.60
IV
70.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
8.69
IV
70.3%
B/E move
2.3%
Puts
Pseudo strike
9.72
IV
67.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
8.52
IV
71.6%
B/E move
1.9%
Puts
Pseudo strike
9.84
IV
63.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
8.35
IV
72.8%
B/E move
1.5%
Puts
Pseudo strike
9.96
IV
60.6%
B/E move
1.0%

Options history

IV · four-Friday blend57.65%
Daily EOD
BKD55.2%62.1%69.0%2026-10-19: 56.16%2026-10-20: 63.17%2026-10-21: 68.04%2026-10-22: 62.26%2026-10-23: 64.02%2026-10-26: 67.47%2026-10-27: 63.75%2026-10-28: 56.41%2026-10-29: 57.08%2026-10-30: 57.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.16%
63.17%
68.04%
62.26%
64.02%
67.47%
63.75%
56.41%
57.08%
57.65%