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Bristol-Myers Squibb Co. BMY

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
i

Market dataready · fetched 2026-11-07T03:48:45.320Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:16:40.322162234Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T03:48:44.830453+00:00

Share price$62.35
1D+0.9%
AH$61.42$61.83$62.24$62.65$63.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMY
Sold putSold callAH

Bristol-Myers Squibb Co. options

Live interpolated BMY call and put midpoint premiums by absolute delta.Bristol-Myers Squibb Co.$0.17$1.28$2.39$3.50$4.61$58.04$60.16$62.29$64.41$66.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMY spot · $62.35BMY PRICE$0.29$0.40$0.51$0.64$0.77$0.92$1.08$1.24$1.41$1.58$1.75$2.06$2.46$0.39$0.51$0.64$0.79$0.97$1.16$1.36$1.56$1.90$2.30$2.64$2.97$4.29
PutsFair0.95×
CallsCheap0.78×
SkewBearish+8.55 pp
Implied moveBearish±$2.44
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.6729.7%4.2%59.7438.3%4.8%
25Δ64.3030.8%3.8%60.2538.6%4.2%
30Δ63.9231.7%3.3%60.7837.6%3.5%
35Δ63.5431.8%2.9%61.2437.5%3.1%
40Δ63.1731.9%2.6%61.6537.9%2.7%
45Δ62.8131.9%2.2%62.0738.2%2.3%
50Δ62.4631.8%1.9%62.4837.8%2.0%
55Δ62.1131.7%1.6%62.8937.4%1.6%
60Δ61.7831.0%1.4%63.3738.8%1.4%
65Δ61.4630.1%1.1%63.8941.0%1.2%
70Δ61.1429.1%0.9%64.3840.7%1.0%
75Δ60.7329.4%0.7%64.8639.8%0.7%
80Δ60.2330.6%0.6%66.2249.0%0.7%

20Δ

Calls
Pseudo strike
64.67
IV
29.7%
B/E move
4.2%
Puts
Pseudo strike
59.74
IV
38.3%
B/E move
4.8%

25Δ

Calls
Pseudo strike
64.30
IV
30.8%
B/E move
3.8%
Puts
Pseudo strike
60.25
IV
38.6%
B/E move
4.2%

30Δ

Calls
Pseudo strike
63.92
IV
31.7%
B/E move
3.3%
Puts
Pseudo strike
60.78
IV
37.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
63.54
IV
31.8%
B/E move
2.9%
Puts
Pseudo strike
61.24
IV
37.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
63.17
IV
31.9%
B/E move
2.6%
Puts
Pseudo strike
61.65
IV
37.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
62.81
IV
31.9%
B/E move
2.2%
Puts
Pseudo strike
62.07
IV
38.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
62.46
IV
31.8%
B/E move
1.9%
Puts
Pseudo strike
62.48
IV
37.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
62.11
IV
31.7%
B/E move
1.6%
Puts
Pseudo strike
62.89
IV
37.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
61.78
IV
31.0%
B/E move
1.4%
Puts
Pseudo strike
63.37
IV
38.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
61.46
IV
30.1%
B/E move
1.1%
Puts
Pseudo strike
63.89
IV
41.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
61.14
IV
29.1%
B/E move
0.9%
Puts
Pseudo strike
64.38
IV
40.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
60.73
IV
29.4%
B/E move
0.7%
Puts
Pseudo strike
64.86
IV
39.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
60.23
IV
30.6%
B/E move
0.6%
Puts
Pseudo strike
66.22
IV
49.0%
B/E move
0.7%

Options history

IV · four-Friday blend32.17%
Daily close
BMY21.3%35.4%49.5%2026-08-10: 27.29%2026-08-11: 27.02%2026-08-12: 26.23%2026-08-13: 26.33%2026-08-14: 25.43%2026-08-17: 26.36%2026-08-18: 28.24%2026-08-19: 28.99%2026-08-21: 26.50%2026-08-24: 27.69%2026-08-25: 27.75%2026-08-26: 27.30%2026-08-27: 26.29%2026-08-28: 23.28%2026-08-31: 24.88%2026-09-01: 24.48%2026-09-02: 24.77%2026-09-03: 24.90%2026-09-04: 23.24%2026-09-08: 26.60%2026-09-09: 27.50%2026-09-10: 26.95%2026-09-11: 24.92%2026-09-14: 26.63%2026-09-15: 26.52%2026-09-16: 28.55%2026-09-17: 25.71%2026-09-18: 25.28%2026-09-21: 26.49%2026-09-22: 27.90%2026-09-23: 27.40%2026-09-24: 29.42%2026-09-25: 27.94%2026-09-28: 29.21%2026-09-29: 34.88%2026-09-30: 30.57%2026-10-02: 31.05%2026-10-05: 32.42%2026-10-06: 31.31%2026-10-07: 31.68%2026-10-08: 45.60%2026-10-09: 33.10%2026-10-12: 34.65%2026-10-13: 34.38%2026-10-14: 34.88%2026-10-15: 35.55%2026-10-16: 34.09%2026-10-19: 36.89%2026-10-20: 38.27%2026-10-21: 37.70%2026-10-22: 41.31%2026-10-23: 40.85%2026-10-26: 43.87%2026-10-27: 46.41%2026-10-28: 47.57%2026-10-29: 35.38%2026-10-30: 32.17%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.29%
27.02%
26.23%
26.33%
25.43%
26.36%
28.24%
28.99%
26.50%
27.69%
27.75%
27.30%
26.29%
23.28%
24.88%
24.48%
24.77%
24.90%
23.24%
26.60%
27.50%
26.95%
24.92%
26.63%
26.52%
28.55%
25.71%
25.28%
26.49%
27.90%
27.40%
29.42%
27.94%
29.21%
34.88%
30.57%
31.05%
32.42%
31.31%
31.68%
45.60%
33.10%
34.65%
34.38%
34.88%
35.55%
34.09%
36.89%
38.27%
37.70%
41.31%
40.85%
43.87%
46.41%
47.57%
35.38%
32.17%