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Builders FirstSource, Inc. BLDR

i

Market dataready · fetched 2026-11-12T02:41:31.967Z

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 · 2026-11-12T00:00:00.002499934Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:41:31.548886+00:00

Share price$62.34
1D-0.3%
AH$61.05$61.45$61.85$62.24$62.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLDR
Sold putSold callAH

Builders FirstSource, Inc. options

Live interpolated BLDR call and put midpoint premiums by absolute delta.Builders FirstSource, Inc.$0.38$2.32$4.27$6.22$8.17$53.95$58.49$63.04$67.58$72.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BLDR spot · $62.34BLDR PRICE$0.59$0.81$1.03$1.26$1.53$1.81$2.09$2.46$2.86$3.25$3.66$4.10$4.55$0.71$0.95$1.19$1.48$1.79$2.11$2.47$3.01$3.54$7.61
Puts——
CallsCheap0.83×
Skew——
Implied moveBearish±$4.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.4555.9%9.1%57.7461.8%8.5%
25Δ66.5756.2%8.1%58.6761.1%7.4%
30Δ65.7056.6%7.0%59.5960.5%6.3%
35Δ64.8556.8%6.0%60.4260.0%5.4%
40Δ64.1256.7%5.3%61.1759.6%4.7%
45Δ63.3956.5%4.6%61.9259.2%4.0%
50Δ62.6556.3%3.9%62.6959.1%3.4%
55Δ61.9456.2%3.3%63.4960.3%3.0%
60Δ61.2456.1%2.8%64.3061.5%2.5%
65Δ60.5456.0%2.3%
70Δ59.8455.4%1.9%
75Δ59.1653.0%1.5%68.8583.8%1.8%
80Δ58.4850.7%1.1%

20Δ

Calls
Pseudo strike
67.45
IV
55.9%
B/E move
9.1%
Puts
Pseudo strike
57.74
IV
61.8%
B/E move
8.5%

25Δ

Calls
Pseudo strike
66.57
IV
56.2%
B/E move
8.1%
Puts
Pseudo strike
58.67
IV
61.1%
B/E move
7.4%

30Δ

Calls
Pseudo strike
65.70
IV
56.6%
B/E move
7.0%
Puts
Pseudo strike
59.59
IV
60.5%
B/E move
6.3%

35Δ

Calls
Pseudo strike
64.85
IV
56.8%
B/E move
6.0%
Puts
Pseudo strike
60.42
IV
60.0%
B/E move
5.4%

40Δ

Calls
Pseudo strike
64.12
IV
56.7%
B/E move
5.3%
Puts
Pseudo strike
61.17
IV
59.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
63.39
IV
56.5%
B/E move
4.6%
Puts
Pseudo strike
61.92
IV
59.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
62.65
IV
56.3%
B/E move
3.9%
Puts
Pseudo strike
62.69
IV
59.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
61.94
IV
56.2%
B/E move
3.3%
Puts
Pseudo strike
63.49
IV
60.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
61.24
IV
56.1%
B/E move
2.8%
Puts
Pseudo strike
64.30
IV
61.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
60.54
IV
56.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
59.84
IV
55.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
59.16
IV
53.0%
B/E move
1.5%
Puts
Pseudo strike
68.85
IV
83.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
58.48
IV
50.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.21%
Daily EOD
BLDR50.5%55.3%60.1%2026-10-19: 58.86%2026-10-20: 58.17%2026-10-21: 58.35%2026-10-22: 58.63%2026-10-23: 57.68%2026-10-26: 59.46%2026-10-27: 58.04%2026-10-28: 58.16%2026-10-29: 53.18%2026-10-30: 51.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.86%
58.17%
58.35%
58.63%
57.68%
59.46%
58.04%
58.16%
53.18%
51.21%