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Bristol-Myers Squibb Company BMY

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:35:19.981Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:22:32.268952323Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:19.207510+00:00

Share price$61.32
1D+1.8%
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$0.00$1.15$2.31$3.46$4.62$58.34$59.74$61.14$62.54$63.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $61.32OPTION PRICELive BMY spot · $61.32BMY PRICE$0.07$0.08$0.09$0.10$0.11$0.11$0.12$0.13$0.14$0.15$0.16$0.17$0.18$0.19$0.30$0.41$0.53$0.64$0.78$0.99$1.20$1.42$1.74$2.56$4.28$2.58
PutsExpensive2.02×
CallsCheap-0.40×
SkewBearish+103.01 pp
Implied moveBearish±$1.12
TiltBearish83.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.7618.0%0.8%60.0648.5%2.4%
25Δ61.3110.6%0.1%60.2652.7%2.2%
30Δ60.863.3%0.6%60.4656.9%2.1%
35Δ60.41-4.1%1.3%60.6661.0%1.9%
40Δ59.97-11.4%2.0%60.8765.2%1.8%
45Δ59.52-18.8%2.7%61.1069.2%1.6%
50Δ59.07-26.1%3.5%61.4172.7%1.5%
55Δ58.63-33.5%4.2%61.7276.3%1.3%
60Δ58.18-40.9%4.9%62.0479.9%1.2%
65Δ57.73-48.2%5.6%62.4584.5%1.0%
70Δ57.28-55.6%6.3%63.28103.8%1.0%
75Δ56.84-62.9%7.0%64.90152.1%1.1%
80Δ56.39-70.3%7.8%63.6676.4%0.4%

20Δ

Calls
Pseudo strike
61.76
IV
18.0%
B/E move
0.8%
Puts
Pseudo strike
60.06
IV
48.5%
B/E move
2.4%

25Δ

Calls
Pseudo strike
61.31
IV
10.6%
B/E move
0.1%
Puts
Pseudo strike
60.26
IV
52.7%
B/E move
2.2%

30Δ

Calls
Pseudo strike
60.86
IV
3.3%
B/E move
0.6%
Puts
Pseudo strike
60.46
IV
56.9%
B/E move
2.1%

35Δ

Calls
Pseudo strike
60.41
IV
-4.1%
B/E move
1.3%
Puts
Pseudo strike
60.66
IV
61.0%
B/E move
1.9%

40Δ

Calls
Pseudo strike
59.97
IV
-11.4%
B/E move
2.0%
Puts
Pseudo strike
60.87
IV
65.2%
B/E move
1.8%

45Δ

Calls
Pseudo strike
59.52
IV
-18.8%
B/E move
2.7%
Puts
Pseudo strike
61.10
IV
69.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
59.07
IV
-26.1%
B/E move
3.5%
Puts
Pseudo strike
61.41
IV
72.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
58.63
IV
-33.5%
B/E move
4.2%
Puts
Pseudo strike
61.72
IV
76.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
58.18
IV
-40.9%
B/E move
4.9%
Puts
Pseudo strike
62.04
IV
79.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
57.73
IV
-48.2%
B/E move
5.6%
Puts
Pseudo strike
62.45
IV
84.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
57.28
IV
-55.6%
B/E move
6.3%
Puts
Pseudo strike
63.28
IV
103.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
56.84
IV
-62.9%
B/E move
7.0%
Puts
Pseudo strike
64.90
IV
152.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
56.39
IV
-70.3%
B/E move
7.8%
Puts
Pseudo strike
63.66
IV
76.4%
B/E move
0.4%