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Bristol-Myers Squibb Company BMY

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:03:50.170Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:28.152346556Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:49.872888+00:00

Share price$60.57
1D+0.5%
AH$59.95$60.55$61.16$61.76$62.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMY
Sold putSold callAH

Bristol-Myers Squibb Company options

Live interpolated BMY call and put midpoint premiums by absolute delta.Bristol-Myers Squibb Company$0.09$0.59$1.08$1.57$2.06$58.39$59.48$60.57$61.67$62.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $60.57OPTION PRICELive BMY spot · $60.57BMY PRICE$0.15$0.20$0.25$0.29$0.37$0.46$0.55$0.64$0.73$0.82$1.07$1.44$1.92$0.79$0.32$0.20$0.28$0.36$0.43$0.51$0.58$0.66$0.74$0.81$0.89$0.96
PutsExpensive1.39×
CallsCheap0.78×
SkewBearish+12.22 pp
Implied moveBullish±$1.06
TiltBullish8.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6737.6%2.1%54.43244.9%11.4%
25Δ61.4738.1%1.8%58.5784.8%3.8%
30Δ61.2838.6%1.6%60.0930.4%1.1%
35Δ61.0839.1%1.3%60.2231.5%1.0%
40Δ60.9039.5%1.2%60.3632.5%0.9%
45Δ60.7440.0%1.0%60.5033.5%0.8%
50Δ60.5740.4%0.9%60.6334.5%0.7%
55Δ60.4140.8%0.8%60.7735.5%0.6%
60Δ60.2441.3%0.7%60.9036.6%0.5%
65Δ60.0741.7%0.5%61.0437.6%0.4%
70Δ59.7846.2%0.5%61.1738.6%0.3%
75Δ59.3854.0%0.4%61.3139.6%0.2%
80Δ58.8964.9%0.4%61.4540.7%0.1%

20Δ

Calls
Pseudo strike
61.67
IV
37.6%
B/E move
2.1%
Puts
Pseudo strike
54.43
IV
244.9%
B/E move
11.4%

25Δ

Calls
Pseudo strike
61.47
IV
38.1%
B/E move
1.8%
Puts
Pseudo strike
58.57
IV
84.8%
B/E move
3.8%

30Δ

Calls
Pseudo strike
61.28
IV
38.6%
B/E move
1.6%
Puts
Pseudo strike
60.09
IV
30.4%
B/E move
1.1%

35Δ

Calls
Pseudo strike
61.08
IV
39.1%
B/E move
1.3%
Puts
Pseudo strike
60.22
IV
31.5%
B/E move
1.0%

40Δ

Calls
Pseudo strike
60.90
IV
39.5%
B/E move
1.2%
Puts
Pseudo strike
60.36
IV
32.5%
B/E move
0.9%

45Δ

Calls
Pseudo strike
60.74
IV
40.0%
B/E move
1.0%
Puts
Pseudo strike
60.50
IV
33.5%
B/E move
0.8%

50Δ

Calls
Pseudo strike
60.57
IV
40.4%
B/E move
0.9%
Puts
Pseudo strike
60.63
IV
34.5%
B/E move
0.7%

55Δ

Calls
Pseudo strike
60.41
IV
40.8%
B/E move
0.8%
Puts
Pseudo strike
60.77
IV
35.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
60.24
IV
41.3%
B/E move
0.7%
Puts
Pseudo strike
60.90
IV
36.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
60.07
IV
41.7%
B/E move
0.5%
Puts
Pseudo strike
61.04
IV
37.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
59.78
IV
46.2%
B/E move
0.5%
Puts
Pseudo strike
61.17
IV
38.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
59.38
IV
54.0%
B/E move
0.4%
Puts
Pseudo strike
61.31
IV
39.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
58.89
IV
64.9%
B/E move
0.4%
Puts
Pseudo strike
61.45
IV
40.7%
B/E move
0.1%