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Biomarin Pharmaceutical Inc BMRN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T02:00:05.345Z

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 · 2026-10-22T21:02:03.082384672Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:56:31.123027+00:00

Share price$56.63
1D+1.6%
AH$54.87$55.40$55.93$56.46$56.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMRN
Sold putSold callAH

Biomarin Pharmaceutical Inc options

Live interpolated BMRN call and put midpoint premiums by absolute delta.Biomarin Pharmaceutical Inc$0.67$2.68$4.70$6.72$8.73$47.11$51.74$56.37$61.00$65.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMRN spot · $56.63BMRN PRICE$1.10$0.89$1.12$1.41$1.77$2.14$2.63$3.39$4.14$4.53$4.77$5.02$5.61$1.03$1.44$1.84$2.23$2.57$2.81$3.05$3.37$3.73$4.09$7.25$7.70$8.15
PutsExpensive1.23×
CallsExpensive1.19×
SkewBearish+3.26 pp
Implied moveBearish±$5.68
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.1968.0%22.4%51.0749.3%11.6%
25Δ61.5838.6%10.3%51.9553.4%10.8%
30Δ60.5638.6%8.9%52.9455.5%9.8%
35Δ59.6439.2%7.8%54.1454.1%8.3%
40Δ58.8340.3%7.0%55.2852.0%6.9%
45Δ58.0341.5%6.2%56.2448.2%5.7%
50Δ57.1843.8%5.6%57.2044.4%4.4%
55Δ56.2248.2%5.3%58.0241.9%3.5%
60Δ55.2652.7%4.9%58.7639.9%2.8%
65Δ54.4450.7%4.1%59.5138.0%2.1%
70Δ53.6846.3%3.2%62.5056.2%2.4%
75Δ52.9241.9%2.3%63.3151.8%1.8%
80Δ51.9339.9%1.6%64.1147.5%1.2%

20Δ

Calls
Pseudo strike
68.19
IV
68.0%
B/E move
22.4%
Puts
Pseudo strike
51.07
IV
49.3%
B/E move
11.6%

25Δ

Calls
Pseudo strike
61.58
IV
38.6%
B/E move
10.3%
Puts
Pseudo strike
51.95
IV
53.4%
B/E move
10.8%

30Δ

Calls
Pseudo strike
60.56
IV
38.6%
B/E move
8.9%
Puts
Pseudo strike
52.94
IV
55.5%
B/E move
9.8%

35Δ

Calls
Pseudo strike
59.64
IV
39.2%
B/E move
7.8%
Puts
Pseudo strike
54.14
IV
54.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
58.83
IV
40.3%
B/E move
7.0%
Puts
Pseudo strike
55.28
IV
52.0%
B/E move
6.9%

45Δ

Calls
Pseudo strike
58.03
IV
41.5%
B/E move
6.2%
Puts
Pseudo strike
56.24
IV
48.2%
B/E move
5.7%

50Δ

Calls
Pseudo strike
57.18
IV
43.8%
B/E move
5.6%
Puts
Pseudo strike
57.20
IV
44.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
56.22
IV
48.2%
B/E move
5.3%
Puts
Pseudo strike
58.02
IV
41.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
55.26
IV
52.7%
B/E move
4.9%
Puts
Pseudo strike
58.76
IV
39.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
54.44
IV
50.7%
B/E move
4.1%
Puts
Pseudo strike
59.51
IV
38.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
53.68
IV
46.3%
B/E move
3.2%
Puts
Pseudo strike
62.50
IV
56.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
52.92
IV
41.9%
B/E move
2.3%
Puts
Pseudo strike
63.31
IV
51.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
51.93
IV
39.9%
B/E move
1.6%
Puts
Pseudo strike
64.11
IV
47.5%
B/E move
1.2%

Options history

BMRN34.5336.1837.842026-10-20: 34.75%2026-10-21: 37.61%Oct 20Oct 21
Table
DateIV
34.75%
37.61%