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Blue Bird Corporation Common Stock BLBD

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Market dataready · fetched 2026-11-12T16:23:13.129Z

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 · 2026-11-12T16:21:27.608245702Z

FundamentalsSEC EDGAR · ready · as of 2026-06-27 · fetched 2026-11-12T16:23:12.563983+00:00

Share price$57.87
1D+2.2%
$56.51$56.94$57.37$57.80$58.235:30 AM6:30 AM9:00 AM1:00 PMBLBD
Sold putSold call

Blue Bird Corporation Common Stock options

Live interpolated BLBD call and put midpoint premiums by absolute delta.Blue Bird Corporation Common Stock$0.40$2.08$3.75$5.42$7.10$50.40$54.02$57.64$61.26$64.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BLBD spot · $57.87BLBD PRICE$0.58$0.74$0.90$1.07$1.37$1.67$1.97$2.27$2.57$2.87$3.17$3.47$0.61$0.73$1.21$1.69$2.17$2.65$3.12$3.60$4.10$4.73$5.36$5.99$6.61
PutsExpensive1.17×
Calls——
Skew——
Implied moveBearish±$5.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4663.0%10.7%53.3064.1%8.9%
25Δ62.2860.3%8.9%55.0154.8%6.2%
30Δ61.1157.6%7.2%55.7458.7%5.8%
35Δ59.9655.0%5.5%56.4762.7%5.3%
40Δ59.3654.6%5.0%57.2066.6%4.9%
45Δ58.7654.2%4.4%57.9370.5%4.5%
50Δ58.1653.7%3.9%58.6674.4%4.0%
55Δ57.5653.3%3.4%59.3978.3%3.6%
60Δ56.9652.9%2.9%60.1581.2%3.1%
65Δ56.3652.4%2.4%61.0678.6%2.7%
70Δ55.7652.0%1.8%61.9775.9%2.2%
75Δ55.1651.6%1.3%62.8873.3%1.7%
80Δ63.7970.7%1.2%

20Δ

Calls
Pseudo strike
63.46
IV
63.0%
B/E move
10.7%
Puts
Pseudo strike
53.30
IV
64.1%
B/E move
8.9%

25Δ

Calls
Pseudo strike
62.28
IV
60.3%
B/E move
8.9%
Puts
Pseudo strike
55.01
IV
54.8%
B/E move
6.2%

30Δ

Calls
Pseudo strike
61.11
IV
57.6%
B/E move
7.2%
Puts
Pseudo strike
55.74
IV
58.7%
B/E move
5.8%

35Δ

Calls
Pseudo strike
59.96
IV
55.0%
B/E move
5.5%
Puts
Pseudo strike
56.47
IV
62.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
59.36
IV
54.6%
B/E move
5.0%
Puts
Pseudo strike
57.20
IV
66.6%
B/E move
4.9%

45Δ

Calls
Pseudo strike
58.76
IV
54.2%
B/E move
4.4%
Puts
Pseudo strike
57.93
IV
70.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
58.16
IV
53.7%
B/E move
3.9%
Puts
Pseudo strike
58.66
IV
74.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
57.56
IV
53.3%
B/E move
3.4%
Puts
Pseudo strike
59.39
IV
78.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
56.96
IV
52.9%
B/E move
2.9%
Puts
Pseudo strike
60.15
IV
81.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
56.36
IV
52.4%
B/E move
2.4%
Puts
Pseudo strike
61.06
IV
78.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
55.76
IV
52.0%
B/E move
1.8%
Puts
Pseudo strike
61.97
IV
75.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
55.16
IV
51.6%
B/E move
1.3%
Puts
Pseudo strike
62.88
IV
73.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.79
IV
70.7%
B/E move
1.2%

Options history

IV · four-Friday blend49.84%
Daily close
BLBD37.3%44.0%50.8%2026-08-14: 38.23%2026-08-21: 42.23%2026-08-24: 43.69%2026-08-25: 42.16%2026-08-26: 42.21%2026-08-27: 42.62%2026-08-28: 43.85%2026-08-31: 43.63%2026-09-01: 43.01%2026-09-02: 42.68%2026-09-03: 43.09%2026-09-04: 41.03%2026-09-08: 45.81%2026-09-09: 45.14%2026-09-18: 43.71%2026-09-21: 44.69%2026-09-22: 45.67%2026-09-23: 43.92%2026-09-24: 44.34%2026-09-25: 45.38%2026-09-28: 47.33%2026-09-29: 45.20%2026-09-30: 45.27%2026-10-01: 45.90%2026-10-02: 46.12%2026-10-05: 47.17%2026-10-06: 47.62%2026-10-07: 46.49%2026-10-08: 48.15%2026-10-09: 47.56%2026-10-16: 46.72%2026-10-19: 46.40%2026-10-20: 48.55%2026-10-21: 45.64%2026-10-22: 47.96%2026-10-23: 46.45%2026-10-26: 49.76%2026-10-27: 47.19%2026-10-28: 48.57%2026-10-29: 48.55%2026-10-30: 49.84%Aug 14Sep 28Oct 30
41 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
38.23%
42.23%
43.69%
42.16%
42.21%
42.62%
43.85%
43.63%
43.01%
42.68%
43.09%
41.03%
45.81%
45.14%
43.71%
44.69%
45.67%
43.92%
44.34%
45.38%
47.33%
45.20%
45.27%
45.90%
46.12%
47.17%
47.62%
46.49%
48.15%
47.56%
46.72%
46.40%
48.55%
45.64%
47.96%
46.45%
49.76%
47.19%
48.57%
48.55%
49.84%