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Brookdale Senior Living, Inc. BKD

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Market datapartial · fetched 2026-10-23T03:01:31.240Z

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 · 2026-10-22T23:00:00.002401812Z

FundamentalsAlpha Vantage · unavailable

Share price$10.19
1D+1.1%
AH$10.04$10.09$10.14$10.18$10.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBKD
Sold putSold callAH

Brookdale Senior Living, Inc. options

Live interpolated BKD call and put midpoint premiums by absolute delta.Brookdale Senior Living, Inc.$0.22$1.33$2.44$3.55$4.66$7.04$8.69$10.34$11.99$13.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKD spot · $10.19BKD PRICE$0.38$0.37$0.35$0.34$0.42$0.50$0.58$0.66$0.94$1.79$2.64$3.49$4.34$0.38$0.38$0.43$0.48$0.54$0.98$1.58$1.85$1.89$1.93$1.97$2.01$4.04
PutsExpensive1.41×
CallsExpensive1.54×
SkewBullish-10.74 pp
Implied moveBearish±$2.16
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.39140.0%54.8%8.31104.3%22.1%
25Δ12.92100.9%30.4%9.0279.1%15.2%
30Δ11.8775.3%19.9%9.3272.7%12.8%
35Δ10.9753.8%10.9%9.6266.4%10.3%
40Δ10.7653.8%9.7%9.9260.0%7.9%
45Δ10.5653.8%8.5%10.3478.8%8.2%
50Δ10.3653.7%7.3%10.81106.8%9.4%
55Δ10.1553.7%6.1%11.12112.7%9.0%
60Δ9.7863.3%5.2%11.33102.6%7.4%
65Δ8.91101.3%5.0%11.5392.6%5.8%
70Δ8.05139.2%4.9%11.7482.5%4.2%
75Δ7.18177.1%4.7%11.9472.4%2.6%
80Δ6.31215.1%4.5%13.97110.4%2.6%

20Δ

Calls
Pseudo strike
15.39
IV
140.0%
B/E move
54.8%
Puts
Pseudo strike
8.31
IV
104.3%
B/E move
22.1%

25Δ

Calls
Pseudo strike
12.92
IV
100.9%
B/E move
30.4%
Puts
Pseudo strike
9.02
IV
79.1%
B/E move
15.2%

30Δ

Calls
Pseudo strike
11.87
IV
75.3%
B/E move
19.9%
Puts
Pseudo strike
9.32
IV
72.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
10.97
IV
53.8%
B/E move
10.9%
Puts
Pseudo strike
9.62
IV
66.4%
B/E move
10.3%

40Δ

Calls
Pseudo strike
10.76
IV
53.8%
B/E move
9.7%
Puts
Pseudo strike
9.92
IV
60.0%
B/E move
7.9%

45Δ

Calls
Pseudo strike
10.56
IV
53.8%
B/E move
8.5%
Puts
Pseudo strike
10.34
IV
78.8%
B/E move
8.2%

50Δ

Calls
Pseudo strike
10.36
IV
53.7%
B/E move
7.3%
Puts
Pseudo strike
10.81
IV
106.8%
B/E move
9.4%

55Δ

Calls
Pseudo strike
10.15
IV
53.7%
B/E move
6.1%
Puts
Pseudo strike
11.12
IV
112.7%
B/E move
9.0%

60Δ

Calls
Pseudo strike
9.78
IV
63.3%
B/E move
5.2%
Puts
Pseudo strike
11.33
IV
102.6%
B/E move
7.4%

65Δ

Calls
Pseudo strike
8.91
IV
101.3%
B/E move
5.0%
Puts
Pseudo strike
11.53
IV
92.6%
B/E move
5.8%

70Δ

Calls
Pseudo strike
8.05
IV
139.2%
B/E move
4.9%
Puts
Pseudo strike
11.74
IV
82.5%
B/E move
4.2%

75Δ

Calls
Pseudo strike
7.18
IV
177.1%
B/E move
4.7%
Puts
Pseudo strike
11.94
IV
72.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
6.31
IV
215.1%
B/E move
4.5%
Puts
Pseudo strike
13.97
IV
110.4%
B/E move
2.6%

Options history

BKD62.7865.6068.432026-10-20: 63.17%2026-10-21: 68.04%Oct 20Oct 21
Table
DateIV
63.17%
68.04%