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Blue Bird Corp BLBD

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-10-23T05:35:17.530Z

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 · 2026-10-22T22:12:22.775929155Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:35:17.174389+00:00

Share price$57.99
1D-0.2%
AH$55.91$56.25$56.59$56.93$57.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLBD
Sold putSold callAH

Blue Bird Corp options

Live interpolated BLBD call and put midpoint premiums by absolute delta.Blue Bird Corp$0.00$5.55$11.11$16.66$22.21$45.20$50.84$56.49$62.14$67.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLBD spot · $57.99BLBD PRICE$0.59$0.76$0.93$1.11$1.29$1.48$1.67$1.86$2.05$2.24$2.43$2.62$2.81$1.04$1.37$1.71$2.32$3.13$3.93$4.74$5.74$7.07$8.40$10.35$12.89$20.61
PutsExpensive1.61×
CallsCheap0.56×
SkewBearish+39.20 pp
Implied moveBearish±$6.41
TiltBearish58.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.5633.1%10.6%52.0449.7%12.1%
25Δ62.5232.2%9.1%53.2750.3%10.5%
30Δ61.4731.3%7.6%54.4950.9%9.0%
35Δ60.4230.4%6.1%55.7053.1%8.0%
40Δ59.7329.2%5.2%56.8856.6%7.3%
45Δ59.2727.8%4.8%58.0660.1%6.7%
50Δ58.8126.4%4.3%59.2563.6%6.0%
55Δ58.3525.1%3.8%60.6466.6%5.3%
60Δ57.8923.7%3.4%62.3969.0%4.6%
65Δ57.4322.3%2.9%64.1471.4%3.9%
70Δ56.9720.9%2.4%66.4775.1%3.2%
75Δ56.5219.5%2.0%69.3680.2%2.6%
80Δ56.0618.1%1.5%77.21103.3%2.4%

20Δ

Calls
Pseudo strike
63.56
IV
33.1%
B/E move
10.6%
Puts
Pseudo strike
52.04
IV
49.7%
B/E move
12.1%

25Δ

Calls
Pseudo strike
62.52
IV
32.2%
B/E move
9.1%
Puts
Pseudo strike
53.27
IV
50.3%
B/E move
10.5%

30Δ

Calls
Pseudo strike
61.47
IV
31.3%
B/E move
7.6%
Puts
Pseudo strike
54.49
IV
50.9%
B/E move
9.0%

35Δ

Calls
Pseudo strike
60.42
IV
30.4%
B/E move
6.1%
Puts
Pseudo strike
55.70
IV
53.1%
B/E move
8.0%

40Δ

Calls
Pseudo strike
59.73
IV
29.2%
B/E move
5.2%
Puts
Pseudo strike
56.88
IV
56.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
59.27
IV
27.8%
B/E move
4.8%
Puts
Pseudo strike
58.06
IV
60.1%
B/E move
6.7%

50Δ

Calls
Pseudo strike
58.81
IV
26.4%
B/E move
4.3%
Puts
Pseudo strike
59.25
IV
63.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
58.35
IV
25.1%
B/E move
3.8%
Puts
Pseudo strike
60.64
IV
66.6%
B/E move
5.3%

60Δ

Calls
Pseudo strike
57.89
IV
23.7%
B/E move
3.4%
Puts
Pseudo strike
62.39
IV
69.0%
B/E move
4.6%

65Δ

Calls
Pseudo strike
57.43
IV
22.3%
B/E move
2.9%
Puts
Pseudo strike
64.14
IV
71.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
56.97
IV
20.9%
B/E move
2.4%
Puts
Pseudo strike
66.47
IV
75.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
56.52
IV
19.5%
B/E move
2.0%
Puts
Pseudo strike
69.36
IV
80.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
56.06
IV
18.1%
B/E move
1.5%
Puts
Pseudo strike
77.21
IV
103.3%
B/E move
2.4%

Options history

BLBD45.4147.1148.822026-10-20: 48.58%2026-10-21: 45.64%Oct 20Oct 21
Table
DateIV
48.58%
45.64%