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Builders FirstSource, Inc. BLDR

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Market datapartial · fetched 2026-10-22T22:59:15.217Z

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 · 2026-10-22T22:30:00.002276038Z

FundamentalsAlpha Vantage · unavailable

Share price$57.54
1D+7.9%
AH$53$55$56$57$585:30 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.$0.66$3.93$7.21$10.48$13.75$44.53$50.82$57.11$63.39$69.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLDR spot · $57.54BLDR PRICE$1.01$1.33$1.69$2.06$2.53$3.00$3.51$4.07$4.82$5.58$6.32$7.12$8.10$1.30$1.69$2.20$2.77$3.44$4.14$4.90$5.66$6.25$6.84$8.93$10.88$12.81
PutsExpensive1.18×
CallsExpensive1.06×
SkewBearish+5.34 pp
Implied moveBearish±$8.42
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.5758.9%19.2%50.2365.6%15.0%
25Δ65.5959.1%16.3%51.9363.7%12.7%
30Δ63.9259.1%14.0%53.3863.8%11.1%
35Δ62.3958.9%12.0%54.7065.0%9.8%
40Δ61.1059.5%10.6%56.0365.9%8.6%
45Δ59.8260.0%9.2%57.3866.7%7.5%
50Δ58.5659.8%7.9%58.7566.6%6.4%
55Δ57.3159.8%6.7%60.1166.0%5.4%
60Δ56.0461.3%5.8%61.3063.0%4.3%
65Δ54.7862.4%4.9%62.4859.9%3.3%
70Δ53.5061.4%4.0%64.8166.3%2.9%
75Δ52.1960.4%3.1%67.1167.9%2.3%
80Δ50.7959.5%2.3%69.4269.1%1.6%

20Δ

Calls
Pseudo strike
67.57
IV
58.9%
B/E move
19.2%
Puts
Pseudo strike
50.23
IV
65.6%
B/E move
15.0%

25Δ

Calls
Pseudo strike
65.59
IV
59.1%
B/E move
16.3%
Puts
Pseudo strike
51.93
IV
63.7%
B/E move
12.7%

30Δ

Calls
Pseudo strike
63.92
IV
59.1%
B/E move
14.0%
Puts
Pseudo strike
53.38
IV
63.8%
B/E move
11.1%

35Δ

Calls
Pseudo strike
62.39
IV
58.9%
B/E move
12.0%
Puts
Pseudo strike
54.70
IV
65.0%
B/E move
9.8%

40Δ

Calls
Pseudo strike
61.10
IV
59.5%
B/E move
10.6%
Puts
Pseudo strike
56.03
IV
65.9%
B/E move
8.6%

45Δ

Calls
Pseudo strike
59.82
IV
60.0%
B/E move
9.2%
Puts
Pseudo strike
57.38
IV
66.7%
B/E move
7.5%

50Δ

Calls
Pseudo strike
58.56
IV
59.8%
B/E move
7.9%
Puts
Pseudo strike
58.75
IV
66.6%
B/E move
6.4%

55Δ

Calls
Pseudo strike
57.31
IV
59.8%
B/E move
6.7%
Puts
Pseudo strike
60.11
IV
66.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
56.04
IV
61.3%
B/E move
5.8%
Puts
Pseudo strike
61.30
IV
63.0%
B/E move
4.3%

65Δ

Calls
Pseudo strike
54.78
IV
62.4%
B/E move
4.9%
Puts
Pseudo strike
62.48
IV
59.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
53.50
IV
61.4%
B/E move
4.0%
Puts
Pseudo strike
64.81
IV
66.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
52.19
IV
60.4%
B/E move
3.1%
Puts
Pseudo strike
67.11
IV
67.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
50.79
IV
59.5%
B/E move
2.3%
Puts
Pseudo strike
69.42
IV
69.1%
B/E move
1.6%

Options history

BLDR58.1158.2658.412026-10-20: 58.17%2026-10-21: 58.35%Oct 20Oct 21
Table
DateIV
58.17%
58.35%