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Badger Meter, Inc. BMI

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Market datapartial · fetched 2026-10-22T10:48:36.823Z

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 · 2026-10-21T23:00:00.003453Z

FundamentalsAlpha Vantage · unavailable

Share price$131.86
1D+1.9%
AH$128$129$130$131$1335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMI
Sold putSold callAH

Badger Meter, Inc. options

Live interpolated BMI call and put midpoint premiums by absolute delta.Badger Meter, Inc.$1.62$6.31$11.00$15.68$20.37$108.40$120.14$131.88$143.62$155.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMI spot · $131.86BMI PRICE$2.13$2.42$3.12$3.88$4.79$5.74$6.88$8.14$9.56$11.16$12.73$14.27$16.90$2.61$3.15$3.98$4.91$5.92$6.99$8.11$9.32$10.68$12.33$14.97$17.11$19.02
PutsExpensive1.17×
CallsExpensive1.42×
SkewNeutral-0.12 pp
Implied moveBearish±$14.99
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ153.8556.0%18.3%116.6058.5%13.6%
25Δ145.8946.6%12.5%120.9952.3%10.6%
30Δ142.9946.6%10.8%123.7851.8%9.2%
35Δ140.5447.4%9.5%126.3851.3%7.9%
40Δ138.2048.2%8.4%128.8351.0%6.8%
45Δ135.8849.0%7.4%131.2250.5%5.8%
50Δ133.5550.0%6.5%133.5549.7%4.9%
55Δ131.2251.2%5.7%135.8848.9%4.0%
60Δ128.7752.3%4.9%138.1948.2%3.3%
65Δ126.2053.3%4.2%140.7148.1%2.6%
70Δ123.6553.1%3.4%143.9850.2%2.2%
75Δ121.1151.9%2.7%146.8249.5%1.6%
80Δ117.7153.4%2.1%149.4747.6%1.1%

20Δ

Calls
Pseudo strike
153.85
IV
56.0%
B/E move
18.3%
Puts
Pseudo strike
116.60
IV
58.5%
B/E move
13.6%

25Δ

Calls
Pseudo strike
145.89
IV
46.6%
B/E move
12.5%
Puts
Pseudo strike
120.99
IV
52.3%
B/E move
10.6%

30Δ

Calls
Pseudo strike
142.99
IV
46.6%
B/E move
10.8%
Puts
Pseudo strike
123.78
IV
51.8%
B/E move
9.2%

35Δ

Calls
Pseudo strike
140.54
IV
47.4%
B/E move
9.5%
Puts
Pseudo strike
126.38
IV
51.3%
B/E move
7.9%

40Δ

Calls
Pseudo strike
138.20
IV
48.2%
B/E move
8.4%
Puts
Pseudo strike
128.83
IV
51.0%
B/E move
6.8%

45Δ

Calls
Pseudo strike
135.88
IV
49.0%
B/E move
7.4%
Puts
Pseudo strike
131.22
IV
50.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
133.55
IV
50.0%
B/E move
6.5%
Puts
Pseudo strike
133.55
IV
49.7%
B/E move
4.9%

55Δ

Calls
Pseudo strike
131.22
IV
51.2%
B/E move
5.7%
Puts
Pseudo strike
135.88
IV
48.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
128.77
IV
52.3%
B/E move
4.9%
Puts
Pseudo strike
138.19
IV
48.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
126.20
IV
53.3%
B/E move
4.2%
Puts
Pseudo strike
140.71
IV
48.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
123.65
IV
53.1%
B/E move
3.4%
Puts
Pseudo strike
143.98
IV
50.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
121.11
IV
51.9%
B/E move
2.7%
Puts
Pseudo strike
146.82
IV
49.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
117.71
IV
53.4%
B/E move
2.1%
Puts
Pseudo strike
149.47
IV
47.6%
B/E move
1.1%

Options history

No recorded observations