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BNB Standard Corporation Common Stock BNC

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Market datapartial · fetched 2026-10-22T21:13:39.340Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:50:30.167558804Z

FundamentalsAlpha Vantage · unavailable

Share price$5.16
1D-3.1%
AH$5.12$5.19$5.26$5.32$5.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNC
Sold putSold callAH

BNB Standard Corporation Common Stock options

Live interpolated BNC call and put midpoint premiums by absolute delta.BNB Standard Corporation Common Stock$0.09$1.24$2.39$3.54$4.69$2.59$4.09$5.58$7.08$8.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNC spot · $5.16BNC PRICE$0.21$0.38$0.51$0.56$0.60$0.65$0.70$0.75$0.79$1.09$1.44$1.79$2.13$0.57$1.04$1.52$1.99$2.47$2.94$3.41$3.89$4.36
PutsExpensive1.73×
CallsExpensive2.36×
SkewBullish-58.05 pp
Implied moveBearish±$2.22
TiltBearish31.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.19152.0%62.7%
25Δ10.15236.4%104.2%
30Δ11.68277.7%136.2%
35Δ10.60252.9%116.1%
40Δ9.51228.1%96.0%5.05107.8%13.2%
45Δ8.43203.3%75.9%5.59115.1%12.0%
50Δ7.34178.5%55.8%6.12122.3%10.8%
55Δ6.26153.7%35.8%6.66129.6%9.6%
60Δ5.18128.9%15.7%7.19136.8%8.4%
65Δ4.65144.8%11.3%7.73144.0%7.2%
70Δ4.24168.5%10.0%8.26151.3%6.0%
75Δ3.83192.2%8.8%8.80158.5%4.8%
80Δ3.41215.9%7.5%9.33165.8%3.6%

20Δ

Calls
Pseudo strike
8.19
IV
152.0%
B/E move
62.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.15
IV
236.4%
B/E move
104.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.68
IV
277.7%
B/E move
136.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.60
IV
252.9%
B/E move
116.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.51
IV
228.1%
B/E move
96.0%
Puts
Pseudo strike
5.05
IV
107.8%
B/E move
13.2%

45Δ

Calls
Pseudo strike
8.43
IV
203.3%
B/E move
75.9%
Puts
Pseudo strike
5.59
IV
115.1%
B/E move
12.0%

50Δ

Calls
Pseudo strike
7.34
IV
178.5%
B/E move
55.8%
Puts
Pseudo strike
6.12
IV
122.3%
B/E move
10.8%

55Δ

Calls
Pseudo strike
6.26
IV
153.7%
B/E move
35.8%
Puts
Pseudo strike
6.66
IV
129.6%
B/E move
9.6%

60Δ

Calls
Pseudo strike
5.18
IV
128.9%
B/E move
15.7%
Puts
Pseudo strike
7.19
IV
136.8%
B/E move
8.4%

65Δ

Calls
Pseudo strike
4.65
IV
144.8%
B/E move
11.3%
Puts
Pseudo strike
7.73
IV
144.0%
B/E move
7.2%

70Δ

Calls
Pseudo strike
4.24
IV
168.5%
B/E move
10.0%
Puts
Pseudo strike
8.26
IV
151.3%
B/E move
6.0%

75Δ

Calls
Pseudo strike
3.83
IV
192.2%
B/E move
8.8%
Puts
Pseudo strike
8.80
IV
158.5%
B/E move
4.8%

80Δ

Calls
Pseudo strike
3.41
IV
215.9%
B/E move
7.5%
Puts
Pseudo strike
9.33
IV
165.8%
B/E move
3.6%

Options history

No recorded observations