IntraAlpha
Create free account Start free

BillionToOne, Inc. Class A Common Stock BLLN

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-10-22T21:28:33.220Z

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 · 2026-10-22T20:19:30.111346875Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:28:31.335716+00:00

Share price$105.50
1D+1.0%
AH$102$103$104$105$1065:30 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$1.54$8.31$15.08$21.85$28.63$76.78$90.85$104.93$119.00$133.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLLN spot · $105.50BLLN PRICE$2.27$2.87$3.69$4.69$5.69$6.71$7.69$8.65$10.38$12.20$14.02$16.12$18.59$3.30$4.21$5.14$6.25$7.56$8.88$10.06$11.69$14.49$17.02$19.77$22.95$26.67
PutsExpensive1.12×
CallsExpensive1.13×
SkewBearish+3.87 pp
Implied moveBearish±$17.75
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.5675.6%25.0%88.6387.2%19.1%
25Δ123.5870.8%19.9%92.6684.0%16.2%
30Δ120.2372.2%17.5%96.4079.9%13.5%
35Δ117.2574.0%15.6%99.5778.5%11.5%
40Δ114.2675.3%13.7%102.5277.7%10.0%
45Δ111.1774.9%11.7%105.4176.8%8.5%
50Δ108.2073.3%9.9%108.0873.8%7.1%
55Δ105.3170.9%8.0%111.0072.9%5.9%
60Δ102.5073.5%7.0%114.5577.2%5.2%
65Δ99.6876.4%6.0%118.0277.7%4.3%
70Δ96.6976.5%4.9%121.6977.8%3.4%
75Δ93.5277.0%3.9%125.7377.8%2.6%
80Δ90.0878.1%3.0%130.2577.4%1.8%

20Δ

Calls
Pseudo strike
129.56
IV
75.6%
B/E move
25.0%
Puts
Pseudo strike
88.63
IV
87.2%
B/E move
19.1%

25Δ

Calls
Pseudo strike
123.58
IV
70.8%
B/E move
19.9%
Puts
Pseudo strike
92.66
IV
84.0%
B/E move
16.2%

30Δ

Calls
Pseudo strike
120.23
IV
72.2%
B/E move
17.5%
Puts
Pseudo strike
96.40
IV
79.9%
B/E move
13.5%

35Δ

Calls
Pseudo strike
117.25
IV
74.0%
B/E move
15.6%
Puts
Pseudo strike
99.57
IV
78.5%
B/E move
11.5%

40Δ

Calls
Pseudo strike
114.26
IV
75.3%
B/E move
13.7%
Puts
Pseudo strike
102.52
IV
77.7%
B/E move
10.0%

45Δ

Calls
Pseudo strike
111.17
IV
74.9%
B/E move
11.7%
Puts
Pseudo strike
105.41
IV
76.8%
B/E move
8.5%

50Δ

Calls
Pseudo strike
108.20
IV
73.3%
B/E move
9.9%
Puts
Pseudo strike
108.08
IV
73.8%
B/E move
7.1%

55Δ

Calls
Pseudo strike
105.31
IV
70.9%
B/E move
8.0%
Puts
Pseudo strike
111.00
IV
72.9%
B/E move
5.9%

60Δ

Calls
Pseudo strike
102.50
IV
73.5%
B/E move
7.0%
Puts
Pseudo strike
114.55
IV
77.2%
B/E move
5.2%

65Δ

Calls
Pseudo strike
99.68
IV
76.4%
B/E move
6.0%
Puts
Pseudo strike
118.02
IV
77.7%
B/E move
4.3%

70Δ

Calls
Pseudo strike
96.69
IV
76.5%
B/E move
4.9%
Puts
Pseudo strike
121.69
IV
77.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
93.52
IV
77.0%
B/E move
3.9%
Puts
Pseudo strike
125.73
IV
77.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
90.08
IV
78.1%
B/E move
3.0%
Puts
Pseudo strike
130.25
IV
77.4%
B/E move
1.8%

Options history

BLLN67.7868.0468.292026-10-20: 67.85%2026-10-21: 68.22%Oct 20Oct 21
Table
DateIV
67.85%
68.22%