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BioMarin Pharmaceutical Inc. Common Stock BMRN

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Market dataready · fetched 2026-11-13T02:09:56.584Z

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 · 2026-11-12T21:00:03.807260001Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:09:56.145814+00:00

Share price$56.70
1D-2.8%
AH$56.07$56.73$57.40$58.07$58.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMRN
Sold putSold callAH

BioMarin Pharmaceutical Inc. Common Stock options

Live interpolated BMRN call and put midpoint premiums by absolute delta.BioMarin Pharmaceutical Inc. Common Stock$0.39$2.12$3.86$5.59$7.33$50.92$53.55$56.17$58.80$61.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BMRN spot · $56.70BMRN PRICE$0.58$0.76$0.94$1.13$1.36$1.81$2.26$2.71$3.17$3.67$4.16$4.66$0.93$1.18$0.62$0.81$1.00$1.19$1.39$1.58$2.15$3.32$4.49$5.66$6.83
PutsCheap0.84×
Calls——
Skew——
Implied moveBullish±$3.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.9793.1%11.7%
25Δ59.2941.6%5.6%52.3988.3%9.7%
30Δ58.8243.3%5.1%55.3334.3%3.5%
35Δ58.3545.0%4.6%55.7235.0%3.2%
40Δ57.8846.7%4.1%56.1035.7%2.8%
45Δ57.3948.9%3.6%56.4936.4%2.5%
50Δ56.7853.0%3.3%56.8837.1%2.1%
55Δ56.1757.1%3.0%57.2637.8%1.8%
60Δ55.5661.1%2.8%58.0039.4%1.5%
65Δ54.9464.8%2.5%59.2842.3%1.3%
70Δ54.1964.0%2.0%60.5745.3%1.1%
75Δ53.4563.2%1.6%61.8548.2%0.9%
80Δ52.7162.3%1.2%63.1451.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.97
IV
93.1%
B/E move
11.7%

25Δ

Calls
Pseudo strike
59.29
IV
41.6%
B/E move
5.6%
Puts
Pseudo strike
52.39
IV
88.3%
B/E move
9.7%

30Δ

Calls
Pseudo strike
58.82
IV
43.3%
B/E move
5.1%
Puts
Pseudo strike
55.33
IV
34.3%
B/E move
3.5%

35Δ

Calls
Pseudo strike
58.35
IV
45.0%
B/E move
4.6%
Puts
Pseudo strike
55.72
IV
35.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
57.88
IV
46.7%
B/E move
4.1%
Puts
Pseudo strike
56.10
IV
35.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
57.39
IV
48.9%
B/E move
3.6%
Puts
Pseudo strike
56.49
IV
36.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
56.78
IV
53.0%
B/E move
3.3%
Puts
Pseudo strike
56.88
IV
37.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
56.17
IV
57.1%
B/E move
3.0%
Puts
Pseudo strike
57.26
IV
37.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
55.56
IV
61.1%
B/E move
2.8%
Puts
Pseudo strike
58.00
IV
39.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
54.94
IV
64.8%
B/E move
2.5%
Puts
Pseudo strike
59.28
IV
42.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
54.19
IV
64.0%
B/E move
2.0%
Puts
Pseudo strike
60.57
IV
45.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
53.45
IV
63.2%
B/E move
1.6%
Puts
Pseudo strike
61.85
IV
48.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
52.71
IV
62.3%
B/E move
1.2%
Puts
Pseudo strike
63.14
IV
51.1%
B/E move
0.7%

Options history

IV · four-Friday blend41.51%
Daily EOD
BMRN34.2%38.1%42.1%2026-10-19: 37.05%2026-10-20: 34.75%2026-10-21: 37.61%2026-10-22: 37.79%2026-10-23: 36.80%2026-10-26: 36.80%2026-10-27: 37.22%2026-10-28: 36.37%2026-10-29: 36.45%2026-10-30: 41.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.05%
34.75%
37.61%
37.79%
36.80%
36.80%
37.22%
36.37%
36.45%
41.51%