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Bausch + Lomb Corporation BLCO

i

Market dataready · fetched 2026-11-12T03:09:34.596Z

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 · 2026-11-12T00:00:00.002667223Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:09:34.200196+00:00

Share price$21.32
1D-1.3%
AH$21.05$21.17$21.30$21.42$21.545:30 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$0.34$0.75$1.15$1.56$1.96$19.29$20.23$21.17$22.11$23.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BLCO spot · $21.32BLCO PRICE$0.68$0.39$0.48$0.58$0.66$0.74$0.83$0.93$1.09$1.25$1.40$1.60$0.68$0.45$0.48$0.52$0.68$0.86$1.04$1.22$1.38$1.53$1.69$1.85
Puts——
Calls——
Skew——
Implied moveBearish±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.72212.4%42.6%17.81162.5%19.6%
25Δ
30Δ22.5861.9%7.7%20.2469.0%7.2%
35Δ22.2962.9%6.8%20.6060.7%5.7%
40Δ22.0063.8%5.9%20.9652.4%4.1%
45Δ21.7461.3%5.1%21.2354.1%3.6%
50Δ21.4858.7%4.2%21.4857.1%3.3%
55Δ21.2256.2%3.4%21.7460.1%2.9%
60Δ20.9654.1%2.7%21.9963.0%2.6%
65Δ20.7153.7%2.3%22.2460.8%2.1%
70Δ20.4753.3%1.8%22.4958.5%1.7%
75Δ20.2253.0%1.4%22.7556.2%1.2%
80Δ19.9553.3%1.1%23.0053.8%0.8%

20Δ

Calls
Pseudo strike
29.72
IV
212.4%
B/E move
42.6%
Puts
Pseudo strike
17.81
IV
162.5%
B/E move
19.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
22.58
IV
61.9%
B/E move
7.7%
Puts
Pseudo strike
20.24
IV
69.0%
B/E move
7.2%

35Δ

Calls
Pseudo strike
22.29
IV
62.9%
B/E move
6.8%
Puts
Pseudo strike
20.60
IV
60.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
22.00
IV
63.8%
B/E move
5.9%
Puts
Pseudo strike
20.96
IV
52.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
21.74
IV
61.3%
B/E move
5.1%
Puts
Pseudo strike
21.23
IV
54.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
21.48
IV
58.7%
B/E move
4.2%
Puts
Pseudo strike
21.48
IV
57.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
21.22
IV
56.2%
B/E move
3.4%
Puts
Pseudo strike
21.74
IV
60.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
20.96
IV
54.1%
B/E move
2.7%
Puts
Pseudo strike
21.99
IV
63.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
20.71
IV
53.7%
B/E move
2.3%
Puts
Pseudo strike
22.24
IV
60.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
20.47
IV
53.3%
B/E move
1.8%
Puts
Pseudo strike
22.49
IV
58.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
20.22
IV
53.0%
B/E move
1.4%
Puts
Pseudo strike
22.75
IV
56.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
19.95
IV
53.3%
B/E move
1.1%
Puts
Pseudo strike
23.00
IV
53.8%
B/E move
0.8%

Options history

IV · four-Friday blend42.23%
Daily close
BLCO27.1%105.9%184.8%2026-08-13: 62.66%2026-08-14: 70.42%2026-08-17: 56.77%2026-08-18: 59.87%2026-08-19: 62.51%2026-08-20: 130.16%2026-08-21: 77.08%2026-08-24: 67.09%2026-08-25: 48.15%2026-08-26: 53.57%2026-08-27: 44.67%2026-08-28: 64.78%2026-08-31: 47.98%2026-09-01: 45.14%2026-09-02: 41.93%2026-09-03: 66.11%2026-09-04: 64.19%2026-09-08: 58.24%2026-09-09: 44.08%2026-09-10: 108.26%2026-09-11: 83.05%2026-09-14: 48.10%2026-09-16: 173.96%2026-09-17: 84.19%2026-09-18: 51.12%2026-09-21: 39.64%2026-09-22: 46.29%2026-09-23: 45.11%2026-09-24: 38.44%2026-09-25: 41.53%2026-09-28: 68.92%2026-09-29: 43.61%2026-09-30: 37.93%2026-10-01: 47.16%2026-10-02: 43.00%2026-10-05: 43.15%2026-10-06: 51.90%2026-10-07: 86.79%2026-10-08: 49.55%2026-10-09: 50.72%2026-10-12: 54.63%2026-10-13: 59.95%2026-10-14: 68.87%2026-10-15: 83.28%2026-10-16: 60.97%2026-10-19: 46.30%2026-10-20: 46.37%2026-10-21: 48.88%2026-10-22: 56.33%2026-10-23: 54.76%2026-10-26: 45.78%2026-10-27: 62.36%2026-10-28: 60.25%2026-10-29: 42.23%Aug 13Sep 22Oct 29
54 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
62.66%
70.42%
56.77%
59.87%
62.51%
130.16%
77.08%
67.09%
48.15%
53.57%
44.67%
64.78%
47.98%
45.14%
41.93%
66.11%
64.19%
58.24%
44.08%
108.26%
83.05%
48.10%
173.96%
84.19%
51.12%
39.64%
46.29%
45.11%
38.44%
41.53%
68.92%
43.61%
37.93%
47.16%
43.00%
43.15%
51.90%
86.79%
49.55%
50.72%
54.63%
59.95%
68.87%
83.28%
60.97%
46.30%
46.37%
48.88%
56.33%
54.76%
45.78%
62.36%
60.25%
42.23%