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Bristol-Myers Squibb Company BMY

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-16T01:04:21.335Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:40:33.654671846Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:20.955567+00:00

Share price$60.80
1D+0.8%
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$0.49$2.08$3.68$5.28$6.87$51.25$55.98$60.71$65.44$70.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMY spot · $60.80BMY PRICE$0.66$0.88$1.12$1.38$1.65$1.97$2.36$2.75$3.17$3.65$4.13$4.69$5.59$0.81$1.06$1.36$1.70$2.05$2.46$2.90$3.35$3.89$4.47$5.06$5.73$6.41
PutsCheap0.85×
CallsCheap0.81×
SkewBearish+2.21 pp
Implied moveBearish±$5.27
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.7931.7%10.9%55.8635.2%9.4%
25Δ65.7332.1%9.6%56.9734.9%8.0%
30Δ64.7332.3%8.3%57.9634.8%6.9%
35Δ63.8432.0%7.3%58.8334.9%6.0%
40Δ62.9531.8%6.2%59.7135.0%5.2%
45Δ62.1131.9%5.4%60.5635.0%4.4%
50Δ61.3432.2%4.8%61.4134.9%3.8%
55Δ60.5632.6%4.1%62.2634.8%3.1%
60Δ59.7732.8%3.5%63.1434.6%2.6%
65Δ58.9732.5%3.0%64.0434.3%2.0%
70Δ58.1632.2%2.5%64.9334.1%1.5%
75Δ57.3032.0%1.9%65.8633.0%1.1%
80Δ56.1732.7%1.6%66.8031.9%0.7%

20Δ

Calls
Pseudo strike
66.79
IV
31.7%
B/E move
10.9%
Puts
Pseudo strike
55.86
IV
35.2%
B/E move
9.4%

25Δ

Calls
Pseudo strike
65.73
IV
32.1%
B/E move
9.6%
Puts
Pseudo strike
56.97
IV
34.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
64.73
IV
32.3%
B/E move
8.3%
Puts
Pseudo strike
57.96
IV
34.8%
B/E move
6.9%

35Δ

Calls
Pseudo strike
63.84
IV
32.0%
B/E move
7.3%
Puts
Pseudo strike
58.83
IV
34.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
62.95
IV
31.8%
B/E move
6.2%
Puts
Pseudo strike
59.71
IV
35.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
62.11
IV
31.9%
B/E move
5.4%
Puts
Pseudo strike
60.56
IV
35.0%
B/E move
4.4%

50Δ

Calls
Pseudo strike
61.34
IV
32.2%
B/E move
4.8%
Puts
Pseudo strike
61.41
IV
34.9%
B/E move
3.8%

55Δ

Calls
Pseudo strike
60.56
IV
32.6%
B/E move
4.1%
Puts
Pseudo strike
62.26
IV
34.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
59.77
IV
32.8%
B/E move
3.5%
Puts
Pseudo strike
63.14
IV
34.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
58.97
IV
32.5%
B/E move
3.0%
Puts
Pseudo strike
64.04
IV
34.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
58.16
IV
32.2%
B/E move
2.5%
Puts
Pseudo strike
64.93
IV
34.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
57.30
IV
32.0%
B/E move
1.9%
Puts
Pseudo strike
65.86
IV
33.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
56.17
IV
32.7%
B/E move
1.6%
Puts
Pseudo strike
66.80
IV
31.9%
B/E move
0.7%