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BillionToOne, Inc. Class A Common Stock BLLN

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-13T02:53:31.743Z

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 · 2026-11-12T21:00:03.451820322Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:53:31.407667+00:00

Share price$110.79
1D+0.6%
AH$107$108$109$110$1115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLLN
Sold putSold callAH

BillionToOne, Inc. Class A Common Stock options

Live interpolated BLLN call and put midpoint premiums by absolute delta.BillionToOne, Inc. Class A Common Stock$1.41$4.96$8.51$12.06$15.61$88.46$98.23$108.00$117.77$127.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLLN spot · $110.79BLLN PRICE$1.79$2.15$2.53$2.98$3.44$4.02$4.60$5.19$6.17$7.17$8.16$9.43$10.74$2.08$2.76$3.47$4.10$4.60$5.11$6.21$7.31$8.63$10.53$12.26$13.42$14.59
PutsCheap0.80×
CallsFair1.02×
SkewBearish+12.11 pp
Implied moveBearish±$10.81
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.51106.1%17.6%98.49103.7%13.0%
25Δ123.8795.7%13.7%101.08103.7%11.3%
30Δ119.6186.4%10.2%103.53101.9%9.7%
35Δ117.2982.4%8.6%105.8498.2%8.2%
40Δ114.9778.4%6.9%107.9391.5%6.7%
45Δ113.3276.6%5.9%110.0184.9%5.3%
50Δ111.6874.7%5.0%111.8585.8%4.6%
55Δ110.0372.9%4.0%113.6886.7%4.0%
60Δ108.4373.6%3.4%115.6888.3%3.4%
65Δ106.8374.4%2.9%118.1192.0%2.9%
70Δ105.2275.3%2.3%120.4093.6%2.4%
75Δ103.4374.6%1.9%122.1988.5%1.8%
80Δ101.6173.7%1.4%123.9883.3%1.3%

20Δ

Calls
Pseudo strike
128.51
IV
106.1%
B/E move
17.6%
Puts
Pseudo strike
98.49
IV
103.7%
B/E move
13.0%

25Δ

Calls
Pseudo strike
123.87
IV
95.7%
B/E move
13.7%
Puts
Pseudo strike
101.08
IV
103.7%
B/E move
11.3%

30Δ

Calls
Pseudo strike
119.61
IV
86.4%
B/E move
10.2%
Puts
Pseudo strike
103.53
IV
101.9%
B/E move
9.7%

35Δ

Calls
Pseudo strike
117.29
IV
82.4%
B/E move
8.6%
Puts
Pseudo strike
105.84
IV
98.2%
B/E move
8.2%

40Δ

Calls
Pseudo strike
114.97
IV
78.4%
B/E move
6.9%
Puts
Pseudo strike
107.93
IV
91.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
113.32
IV
76.6%
B/E move
5.9%
Puts
Pseudo strike
110.01
IV
84.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
111.68
IV
74.7%
B/E move
5.0%
Puts
Pseudo strike
111.85
IV
85.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
110.03
IV
72.9%
B/E move
4.0%
Puts
Pseudo strike
113.68
IV
86.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
108.43
IV
73.6%
B/E move
3.4%
Puts
Pseudo strike
115.68
IV
88.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
106.83
IV
74.4%
B/E move
2.9%
Puts
Pseudo strike
118.11
IV
92.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
105.22
IV
75.3%
B/E move
2.3%
Puts
Pseudo strike
120.40
IV
93.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
103.43
IV
74.6%
B/E move
1.9%
Puts
Pseudo strike
122.19
IV
88.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
101.61
IV
73.7%
B/E move
1.4%
Puts
Pseudo strike
123.98
IV
83.3%
B/E move
1.3%

Options history

IV · four-Friday blend73.43%
Daily close
BLLN60.9%68.7%76.6%2026-08-14: 62.01%2026-08-17: 62.03%2026-08-19: 67.61%2026-08-20: 65.08%2026-08-21: 63.95%2026-08-24: 66.24%2026-08-25: 64.70%2026-08-26: 65.85%2026-08-27: 65.47%2026-08-28: 62.53%2026-08-31: 65.36%2026-09-01: 65.60%2026-09-02: 65.20%2026-09-03: 63.97%2026-09-04: 64.74%2026-09-08: 67.71%2026-09-09: 65.77%2026-09-10: 65.11%2026-09-11: 64.91%2026-09-14: 68.98%2026-09-15: 69.06%2026-09-16: 70.60%2026-09-17: 68.30%2026-09-18: 64.68%2026-09-21: 64.60%2026-09-22: 63.96%2026-09-23: 63.73%2026-09-24: 64.76%2026-09-25: 65.18%2026-09-28: 66.15%2026-09-29: 66.30%2026-09-30: 65.62%2026-10-01: 65.73%2026-10-02: 65.29%2026-10-05: 65.77%2026-10-06: 65.13%2026-10-07: 67.06%2026-10-08: 65.02%2026-10-09: 67.26%2026-10-12: 70.32%2026-10-13: 75.49%2026-10-14: 71.60%2026-10-16: 68.82%2026-10-19: 69.40%2026-10-20: 67.89%2026-10-21: 68.19%2026-10-22: 69.30%2026-10-23: 71.55%2026-10-26: 72.78%2026-10-27: 72.31%2026-10-28: 71.93%2026-10-29: 71.72%2026-10-30: 73.43%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
62.01%
62.03%
67.61%
65.08%
63.95%
66.24%
64.70%
65.85%
65.47%
62.53%
65.36%
65.60%
65.20%
63.97%
64.74%
67.71%
65.77%
65.11%
64.91%
68.98%
69.06%
70.60%
68.30%
64.68%
64.60%
63.96%
63.73%
64.76%
65.18%
66.15%
66.30%
65.62%
65.73%
65.29%
65.77%
65.13%
67.06%
65.02%
67.26%
70.32%
75.49%
71.60%
68.82%
69.40%
67.89%
68.19%
69.30%
71.55%
72.78%
72.31%
71.93%
71.72%
73.43%