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BNB Standard Corporation Common Stock BNC

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Market datapartial · fetched 2026-10-22T09:18:22.641Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T09:09:14.7889067Z

FundamentalsAlpha Vantage · unavailable

Share price$5.27
1D
Price history unavailable.

BNB Standard Corporation Common Stock options

Live interpolated BNC call and put midpoint premiums by absolute delta.BNB Standard Corporation Common Stock$0.28$1.13$1.99$2.84$3.70$1.56$4.07$6.58$9.10$11.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNC spot · $5.27BNC PRICE$0.37$0.38$0.51$0.64$0.77$0.90$1.04$1.17$1.30$1.68$2.07$2.46$0.68$0.91$1.14$1.37$1.60$1.83$2.06$2.29$3.45
PutsCheap0.69×
CallsCheap0.56×
SkewBullish-52.96 pp
Implied moveBearish±$2.05
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ9.91158.5%95.1%
30Δ7.30109.4%45.8%
35Δ6.97114.3%42.0%
40Δ6.65119.2%38.3%5.2183.7%14.1%
45Δ6.32124.0%34.5%5.5285.0%12.6%
50Δ5.99128.9%30.8%5.8286.4%11.2%
55Δ5.66133.8%27.1%6.1387.7%9.7%
60Δ5.33138.7%23.3%6.4489.1%8.3%
65Δ5.00143.5%19.6%6.7490.4%6.8%
70Δ4.50163.9%17.3%7.0591.8%5.4%
75Δ3.99184.6%14.9%7.3693.2%3.9%
80Δ3.48205.2%12.6%8.57109.1%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.91
IV
158.5%
B/E move
95.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.30
IV
109.4%
B/E move
45.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.97
IV
114.3%
B/E move
42.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.65
IV
119.2%
B/E move
38.3%
Puts
Pseudo strike
5.21
IV
83.7%
B/E move
14.1%

45Δ

Calls
Pseudo strike
6.32
IV
124.0%
B/E move
34.5%
Puts
Pseudo strike
5.52
IV
85.0%
B/E move
12.6%

50Δ

Calls
Pseudo strike
5.99
IV
128.9%
B/E move
30.8%
Puts
Pseudo strike
5.82
IV
86.4%
B/E move
11.2%

55Δ

Calls
Pseudo strike
5.66
IV
133.8%
B/E move
27.1%
Puts
Pseudo strike
6.13
IV
87.7%
B/E move
9.7%

60Δ

Calls
Pseudo strike
5.33
IV
138.7%
B/E move
23.3%
Puts
Pseudo strike
6.44
IV
89.1%
B/E move
8.3%

65Δ

Calls
Pseudo strike
5.00
IV
143.5%
B/E move
19.6%
Puts
Pseudo strike
6.74
IV
90.4%
B/E move
6.8%

70Δ

Calls
Pseudo strike
4.50
IV
163.9%
B/E move
17.3%
Puts
Pseudo strike
7.05
IV
91.8%
B/E move
5.4%

75Δ

Calls
Pseudo strike
3.99
IV
184.6%
B/E move
14.9%
Puts
Pseudo strike
7.36
IV
93.2%
B/E move
3.9%

80Δ

Calls
Pseudo strike
3.48
IV
205.2%
B/E move
12.6%
Puts
Pseudo strike
8.57
IV
109.1%
B/E move
2.8%

Options history

No recorded observations