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Badger Meter, Inc. BMI

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-11T14:36:43.943Z

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 · 2026-11-11T14:35:57.635739728Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:36:43.441632+00:00

Share price$157.00
1D+0.2%
$156.59$156.71$156.83$156.95$157.075:30 AM6:30 AM9:00 AM1:00 PMBMI
Sold putSold call

Badger Meter, Inc. options

Live interpolated BMI call and put midpoint premiums by absolute delta.Badger Meter, Inc.$1.04$3.35$5.65$7.96$10.27$141.57$149.90$158.22$166.55$174.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMI spot · $157.00BMI PRICE$1.29$1.68$2.00$2.29$2.59$2.93$3.26$3.60$3.93$4.87$6.39$7.91$9.60$1.48$1.95$2.32$2.63$2.94$3.37$3.81$4.24$4.67$5.46$6.63$7.79$9.01
PutsCheap0.81×
CallsCheap0.66×
SkewBearish+0.78 pp
Implied moveBearish±$7.07
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ168.1947.4%8.0%148.1945.5%6.5%
25Δ165.7846.4%6.7%149.5848.9%6.0%
30Δ163.6744.0%5.5%151.2747.5%5.1%
35Δ161.7241.0%4.5%153.1143.9%4.2%
40Δ159.8738.1%3.5%154.9440.3%3.2%
45Δ158.7936.3%3.0%156.0838.7%2.7%
50Δ157.7034.4%2.5%157.1937.1%2.3%
55Δ156.6232.5%2.1%158.3135.5%1.9%
60Δ155.5430.7%1.6%159.4233.9%1.4%
65Δ154.1431.8%1.3%160.7133.5%1.1%
70Δ152.4335.9%1.2%162.1834.5%0.9%
75Δ150.7240.0%1.0%163.6635.5%0.7%
80Δ148.7542.2%0.9%165.1836.3%0.5%

20Δ

Calls
Pseudo strike
168.19
IV
47.4%
B/E move
8.0%
Puts
Pseudo strike
148.19
IV
45.5%
B/E move
6.5%

25Δ

Calls
Pseudo strike
165.78
IV
46.4%
B/E move
6.7%
Puts
Pseudo strike
149.58
IV
48.9%
B/E move
6.0%

30Δ

Calls
Pseudo strike
163.67
IV
44.0%
B/E move
5.5%
Puts
Pseudo strike
151.27
IV
47.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
161.72
IV
41.0%
B/E move
4.5%
Puts
Pseudo strike
153.11
IV
43.9%
B/E move
4.2%

40Δ

Calls
Pseudo strike
159.87
IV
38.1%
B/E move
3.5%
Puts
Pseudo strike
154.94
IV
40.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
158.79
IV
36.3%
B/E move
3.0%
Puts
Pseudo strike
156.08
IV
38.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
157.70
IV
34.4%
B/E move
2.5%
Puts
Pseudo strike
157.19
IV
37.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
156.62
IV
32.5%
B/E move
2.1%
Puts
Pseudo strike
158.31
IV
35.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
155.54
IV
30.7%
B/E move
1.6%
Puts
Pseudo strike
159.42
IV
33.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
154.14
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
160.71
IV
33.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
152.43
IV
35.9%
B/E move
1.2%
Puts
Pseudo strike
162.18
IV
34.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
150.72
IV
40.0%
B/E move
1.0%
Puts
Pseudo strike
163.66
IV
35.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
148.75
IV
42.2%
B/E move
0.9%
Puts
Pseudo strike
165.18
IV
36.3%
B/E move
0.5%

Options history

IV · four-Friday blend35.49%
Daily close
BMI32.4%40.0%47.7%2026-08-13: 39.46%2026-08-14: 41.06%2026-08-17: 42.70%2026-08-18: 42.96%2026-08-19: 40.53%2026-08-21: 40.24%2026-08-24: 39.95%2026-08-25: 39.35%2026-08-26: 38.93%2026-08-27: 38.94%2026-08-28: 38.28%2026-08-31: 39.25%2026-09-01: 40.21%2026-09-02: 40.27%2026-09-03: 39.71%2026-09-04: 40.02%2026-09-08: 40.96%2026-09-09: 41.58%2026-09-10: 41.31%2026-09-11: 39.93%2026-09-14: 43.83%2026-09-15: 43.58%2026-09-16: 44.66%2026-09-18: 41.52%2026-09-21: 41.93%2026-09-22: 41.61%2026-09-23: 41.99%2026-09-24: 41.80%2026-09-25: 41.53%2026-09-28: 42.62%2026-09-29: 42.15%2026-09-30: 43.03%2026-10-01: 41.51%2026-10-02: 41.76%2026-10-05: 41.42%2026-10-06: 40.27%2026-10-07: 42.28%2026-10-08: 40.41%2026-10-09: 41.10%2026-10-12: 41.71%2026-10-13: 43.37%2026-10-14: 46.60%2026-10-16: 43.79%2026-10-19: 44.89%2026-10-20: 43.79%2026-10-21: 42.67%2026-10-22: 34.31%2026-10-23: 34.23%2026-10-26: 33.46%2026-10-27: 34.27%2026-10-28: 35.84%2026-10-29: 34.76%2026-10-30: 35.49%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.46%
41.06%
42.70%
42.96%
40.53%
40.24%
39.95%
39.35%
38.93%
38.94%
38.28%
39.25%
40.21%
40.27%
39.71%
40.02%
40.96%
41.58%
41.31%
39.93%
43.83%
43.58%
44.66%
41.52%
41.93%
41.61%
41.99%
41.80%
41.53%
42.62%
42.15%
43.03%
41.51%
41.76%
41.42%
40.27%
42.28%
40.41%
41.10%
41.71%
43.37%
46.60%
43.79%
44.89%
43.79%
42.67%
34.31%
34.23%
33.46%
34.27%
35.84%
34.76%
35.49%