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BNB Standard Corporation Common Stock BNC

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-11-11T14:57:02.950Z

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

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 · 2026-11-11T14:56:39.587262039Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:57:02.526780+00:00

Share price$4.59
1D-0.4%
$4.56$4.58$4.60$4.62$4.645:30 AM6:30 AM9:00 AM1:00 PMBNC
Sold putSold call

BNB Standard Corporation Common Stock options

Live interpolated BNC call and put midpoint premiums by absolute delta.BNB Standard Corporation Common Stock$0.06$1.17$2.27$3.38$4.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBNC PRICE$0.38$0.18$0.35$0.51$0.68$0.85$1.01$1.18$1.34$1.51$1.68$0.79$1.92$3.04$4.17
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.42483.1%135.5%
30Δ
35Δ4.99114.5%12.8%
40Δ4.78128.8%11.9%
45Δ4.57143.1%10.9%
50Δ4.36157.4%9.9%
55Δ4.15171.7%9.0%
60Δ3.94186.0%8.0%
65Δ3.73200.3%7.1%5.19128.8%4.0%
70Δ3.52214.6%6.1%6.33182.8%3.7%
75Δ3.31228.9%5.1%7.47236.8%3.5%
80Δ3.10243.2%4.2%8.61290.8%3.2%

20Δ

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

25Δ

Calls
Pseudo strike
10.42
IV
483.1%
B/E move
135.5%
Puts
Pseudo strike
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
4.99
IV
114.5%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.78
IV
128.8%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.57
IV
143.1%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.36
IV
157.4%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.15
IV
171.7%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.94
IV
186.0%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.73
IV
200.3%
B/E move
7.1%
Puts
Pseudo strike
5.19
IV
128.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
3.52
IV
214.6%
B/E move
6.1%
Puts
Pseudo strike
6.33
IV
182.8%
B/E move
3.7%

75Δ

Calls
Pseudo strike
3.31
IV
228.9%
B/E move
5.1%
Puts
Pseudo strike
7.47
IV
236.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
3.10
IV
243.2%
B/E move
4.2%
Puts
Pseudo strike
8.61
IV
290.8%
B/E move
3.2%

Options history

IV · four-Friday blend109.53%
Daily close
BNC93.8%207.7%321.5%2026-08-13: 226.75%2026-08-14: 246.00%2026-08-18: 305.82%2026-09-08: 151.30%2026-09-15: 141.94%2026-09-18: 122.58%2026-09-22: 126.79%2026-09-23: 118.31%2026-09-25: 121.61%2026-09-30: 124.11%2026-10-08: 126.99%2026-10-09: 199.03%2026-10-22: 126.75%2026-10-23: 132.01%2026-10-26: 118.73%2026-10-28: 149.25%2026-10-30: 109.53%Aug 13Sep 25Oct 30
17 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
226.75%
246.00%
305.82%
151.30%
141.94%
122.58%
126.79%
118.31%
121.61%
124.11%
126.99%
199.03%
126.75%
132.01%
118.73%
149.25%
109.53%