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Builders FirstSource, Inc. BLDR

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Market datapartial · fetched 2026-10-22T22:07:17.756Z

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 · 2026-10-22T21:30:10.956277434Z

FundamentalsAlpha Vantage · unavailable

Share price$57.70
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.$0.62$4.18$7.74$11.30$14.87$44.37$50.69$57.02$63.34$69.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLDR spot · $57.70BLDR PRICE$1.00$1.32$1.67$2.04$2.49$2.96$3.46$3.97$4.72$5.46$6.18$6.89$7.83$1.32$1.72$2.24$2.82$3.51$4.23$5.02$5.76$6.37$7.32$9.43$11.42$13.84
PutsExpensive1.21×
CallsFair1.04×
SkewBearish+8.41 pp
Implied moveBearish±$8.48
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.6358.2%18.9%50.3166.2%15.1%
25Δ65.6658.4%16.1%52.0364.3%12.8%
30Δ63.9958.2%13.8%53.4864.7%11.2%
35Δ62.4758.0%11.8%54.8266.0%9.9%
40Δ61.2058.5%10.4%56.1867.0%8.7%
45Δ59.9358.9%9.0%57.5567.9%7.6%
50Δ58.7058.5%7.7%58.9667.8%6.5%
55Δ57.4758.2%6.5%60.3266.9%5.4%
60Δ56.2259.5%5.6%61.5463.9%4.4%
65Δ54.9860.8%4.8%63.0263.1%3.5%
70Δ53.7559.6%3.9%65.3969.1%3.0%
75Δ52.5158.3%3.0%67.7670.7%2.4%
80Δ51.1856.9%2.3%70.5573.7%1.7%

20Δ

Calls
Pseudo strike
67.63
IV
58.2%
B/E move
18.9%
Puts
Pseudo strike
50.31
IV
66.2%
B/E move
15.1%

25Δ

Calls
Pseudo strike
65.66
IV
58.4%
B/E move
16.1%
Puts
Pseudo strike
52.03
IV
64.3%
B/E move
12.8%

30Δ

Calls
Pseudo strike
63.99
IV
58.2%
B/E move
13.8%
Puts
Pseudo strike
53.48
IV
64.7%
B/E move
11.2%

35Δ

Calls
Pseudo strike
62.47
IV
58.0%
B/E move
11.8%
Puts
Pseudo strike
54.82
IV
66.0%
B/E move
9.9%

40Δ

Calls
Pseudo strike
61.20
IV
58.5%
B/E move
10.4%
Puts
Pseudo strike
56.18
IV
67.0%
B/E move
8.7%

45Δ

Calls
Pseudo strike
59.93
IV
58.9%
B/E move
9.0%
Puts
Pseudo strike
57.55
IV
67.9%
B/E move
7.6%

50Δ

Calls
Pseudo strike
58.70
IV
58.5%
B/E move
7.7%
Puts
Pseudo strike
58.96
IV
67.8%
B/E move
6.5%

55Δ

Calls
Pseudo strike
57.47
IV
58.2%
B/E move
6.5%
Puts
Pseudo strike
60.32
IV
66.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
56.22
IV
59.5%
B/E move
5.6%
Puts
Pseudo strike
61.54
IV
63.9%
B/E move
4.4%

65Δ

Calls
Pseudo strike
54.98
IV
60.8%
B/E move
4.8%
Puts
Pseudo strike
63.02
IV
63.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
53.75
IV
59.6%
B/E move
3.9%
Puts
Pseudo strike
65.39
IV
69.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
52.51
IV
58.3%
B/E move
3.0%
Puts
Pseudo strike
67.76
IV
70.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
51.18
IV
56.9%
B/E move
2.3%
Puts
Pseudo strike
70.55
IV
73.7%
B/E move
1.7%

Options history

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