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Bausch + Lomb Corporation BLCO

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Market datapartial · fetched 2026-10-22T23:22:03.176Z

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 · 2026-10-22T23:00:00.003168691Z

FundamentalsAlpha Vantage · unavailable

Share price$17.43
1D+1.7%
AH$17.11$17.20$17.29$17.38$17.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLCO
Sold putSold callAH

Bausch + Lomb Corporation options

Live interpolated BLCO call and put midpoint premiums by absolute delta.Bausch + Lomb Corporation$0.28$1.94$3.60$5.26$6.92$11.31$14.39$17.46$20.54$23.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLCO spot · $17.43BLCO PRICE$0.46$0.53$0.54$1.76$1.50$2.44$2.04$1.63$1.23$1.31$1.56$1.80$2.68$2.45$2.45$0.59$0.70$0.81$0.97$1.14$1.30$3.12$4.56$3.97$3.65$6.44
PutsExpensive2.47×
CallsExpensive2.82×
SkewBullish-1.28 pp
Implied moveBullish±$3.17
TiltBearish24.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.1497.5%35.4%12.25287.3%43.8%
25Δ20.8579.9%22.7%13.93231.4%34.1%
30Δ19.7165.5%16.2%16.2457.8%10.2%
35Δ26.06202.8%59.6%16.6355.3%8.6%
40Δ24.19159.6%47.4%17.0253.0%7.0%
45Δ21.97198.7%40.1%17.3552.5%6.1%
50Δ20.44151.3%29.0%17.6752.0%5.1%
55Δ18.92104.0%17.9%17.9951.5%4.2%
60Δ17.3956.6%6.8%19.4994.0%6.1%
65Δ16.7545.9%3.6%20.98112.1%5.8%
70Δ16.4147.6%3.0%20.7191.3%4.0%
75Δ16.0749.2%2.5%20.6575.0%2.5%
80Δ15.1966.2%2.5%23.5295.0%2.0%

20Δ

Calls
Pseudo strike
23.14
IV
97.5%
B/E move
35.4%
Puts
Pseudo strike
12.25
IV
287.3%
B/E move
43.8%

25Δ

Calls
Pseudo strike
20.85
IV
79.9%
B/E move
22.7%
Puts
Pseudo strike
13.93
IV
231.4%
B/E move
34.1%

30Δ

Calls
Pseudo strike
19.71
IV
65.5%
B/E move
16.2%
Puts
Pseudo strike
16.24
IV
57.8%
B/E move
10.2%

35Δ

Calls
Pseudo strike
26.06
IV
202.8%
B/E move
59.6%
Puts
Pseudo strike
16.63
IV
55.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
24.19
IV
159.6%
B/E move
47.4%
Puts
Pseudo strike
17.02
IV
53.0%
B/E move
7.0%

45Δ

Calls
Pseudo strike
21.97
IV
198.7%
B/E move
40.1%
Puts
Pseudo strike
17.35
IV
52.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
20.44
IV
151.3%
B/E move
29.0%
Puts
Pseudo strike
17.67
IV
52.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
18.92
IV
104.0%
B/E move
17.9%
Puts
Pseudo strike
17.99
IV
51.5%
B/E move
4.2%

60Δ

Calls
Pseudo strike
17.39
IV
56.6%
B/E move
6.8%
Puts
Pseudo strike
19.49
IV
94.0%
B/E move
6.1%

65Δ

Calls
Pseudo strike
16.75
IV
45.9%
B/E move
3.6%
Puts
Pseudo strike
20.98
IV
112.1%
B/E move
5.8%

70Δ

Calls
Pseudo strike
16.41
IV
47.6%
B/E move
3.0%
Puts
Pseudo strike
20.71
IV
91.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
16.07
IV
49.2%
B/E move
2.5%
Puts
Pseudo strike
20.65
IV
75.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
15.19
IV
66.2%
B/E move
2.5%
Puts
Pseudo strike
23.52
IV
95.0%
B/E move
2.0%

Options history

BLCO48.0048.6349.252026-10-20: 48.09%2026-10-21: 49.17%Oct 20Oct 21
Table
DateIV
48.09%
49.17%