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BioMarin Pharmaceutical Inc. Common Stock BMRN

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Market datapartial · fetched 2026-10-23T16:42:25.738Z

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 · 2026-10-23T16:42:10.241448976Z

FundamentalsAlpha Vantage · unavailable

Share price$55.64
1D-1.2%
$55.13$55.55$55.97$56.39$56.815:30 AM6:30 AM9:00 AM1:00 PMBMRN
Sold putSold call

BioMarin Pharmaceutical Inc. Common Stock options

Live interpolated BMRN call and put midpoint premiums by absolute delta.BioMarin Pharmaceutical Inc. Common Stock$0.52$1.88$3.23$4.59$5.94$47.91$51.78$55.66$59.54$63.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMRN spot · $55.63BMRN PRICE$0.67$0.90$1.12$1.33$1.53$2.00$2.50$3.00$3.43$3.81$4.20$4.71$5.35$0.75$0.97$1.24$1.54$1.85$2.07$2.21$2.35$2.49$2.69$3.45$4.21$5.55
PutsCheap0.86×
CallsExpensive1.05×
SkewBullish-6.17 pp
Implied moveBullish±$4.71
TiltBullish4.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6039.3%11.9%50.9840.6%9.7%
25Δ60.6240.5%10.6%52.0839.6%8.1%
30Δ59.6340.6%9.2%53.0039.2%7.0%
35Δ58.6138.8%7.7%53.8039.1%6.1%
40Δ57.5837.0%6.3%54.5939.0%5.2%
45Δ56.8139.3%5.7%55.2837.6%4.4%
50Δ56.0641.9%5.3%55.8534.7%3.6%
55Δ55.3144.5%4.8%56.4131.8%2.8%
60Δ54.5344.6%4.2%56.9829.0%2.1%
65Δ53.7342.9%3.4%57.5726.5%1.3%
70Δ52.9241.2%2.7%58.4728.3%1.1%
75Δ52.0839.9%2.1%59.3630.1%0.9%
80Δ51.1738.9%1.6%60.8333.8%0.6%

20Δ

Calls
Pseudo strike
61.60
IV
39.3%
B/E move
11.9%
Puts
Pseudo strike
50.98
IV
40.6%
B/E move
9.7%

25Δ

Calls
Pseudo strike
60.62
IV
40.5%
B/E move
10.6%
Puts
Pseudo strike
52.08
IV
39.6%
B/E move
8.1%

30Δ

Calls
Pseudo strike
59.63
IV
40.6%
B/E move
9.2%
Puts
Pseudo strike
53.00
IV
39.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
58.61
IV
38.8%
B/E move
7.7%
Puts
Pseudo strike
53.80
IV
39.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
57.58
IV
37.0%
B/E move
6.3%
Puts
Pseudo strike
54.59
IV
39.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
56.81
IV
39.3%
B/E move
5.7%
Puts
Pseudo strike
55.28
IV
37.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
56.06
IV
41.9%
B/E move
5.3%
Puts
Pseudo strike
55.85
IV
34.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
55.31
IV
44.5%
B/E move
4.8%
Puts
Pseudo strike
56.41
IV
31.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
54.53
IV
44.6%
B/E move
4.2%
Puts
Pseudo strike
56.98
IV
29.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
53.73
IV
42.9%
B/E move
3.4%
Puts
Pseudo strike
57.57
IV
26.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
52.92
IV
41.2%
B/E move
2.7%
Puts
Pseudo strike
58.47
IV
28.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
52.08
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
59.36
IV
30.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
51.17
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
60.83
IV
33.8%
B/E move
0.6%

Options history

BMRN34.5136.2738.032026-10-20: 34.75%2026-10-21: 37.61%2026-10-22: 37.79%Oct 20Oct 22
Table
DateIV
34.75%
37.61%
37.79%