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BioNTech SE BNTX

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T01:01:36.925Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:40:33.641588134Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:36.585379+00:00

Share price$90.21
1D+1.6%
AH$88.39$88.97$89.56$90.14$90.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNTX
Sold putSold callAH

BioNTech SE options

Live interpolated BNTX call and put midpoint premiums by absolute delta.BioNTech SE$0.26$1.29$2.31$3.34$4.37$84.99$87.12$89.25$91.38$93.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNTX spot · $90.21BNTX PRICE$0.37$0.43$0.51$0.60$0.68$0.76$0.85$0.95$1.35$1.75$2.15$2.55$2.95$1.08$1.13$1.17$1.22$1.28$1.33$1.49$1.70$1.91$2.12$2.33$2.54$4.07
PutsExpensive5.20×
CallsExpensive1.78×
SkewBearish+45.64 pp
Implied moveBearish±$2.33
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8488.4%4.4%82.94224.6%9.3%
25Δ92.3670.0%2.9%85.10183.8%6.9%
30Δ91.9665.5%2.5%87.25143.1%4.6%
35Δ91.5660.9%2.2%88.18121.8%3.6%
40Δ91.1756.4%1.8%88.95103.0%2.8%
45Δ90.7751.9%1.5%89.7284.2%2.0%
50Δ90.3847.4%1.1%90.2675.8%1.6%
55Δ89.9843.3%0.8%90.6773.2%1.4%
60Δ89.5147.8%0.7%91.0770.6%1.2%
65Δ89.0352.4%0.6%91.4868.1%0.9%
70Δ88.5656.9%0.6%91.8865.5%0.7%
75Δ88.0961.5%0.5%92.2962.9%0.5%
80Δ87.6266.0%0.4%93.8785.1%0.5%

20Δ

Calls
Pseudo strike
93.84
IV
88.4%
B/E move
4.4%
Puts
Pseudo strike
82.94
IV
224.6%
B/E move
9.3%

25Δ

Calls
Pseudo strike
92.36
IV
70.0%
B/E move
2.9%
Puts
Pseudo strike
85.10
IV
183.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
91.96
IV
65.5%
B/E move
2.5%
Puts
Pseudo strike
87.25
IV
143.1%
B/E move
4.6%

35Δ

Calls
Pseudo strike
91.56
IV
60.9%
B/E move
2.2%
Puts
Pseudo strike
88.18
IV
121.8%
B/E move
3.6%

40Δ

Calls
Pseudo strike
91.17
IV
56.4%
B/E move
1.8%
Puts
Pseudo strike
88.95
IV
103.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
90.77
IV
51.9%
B/E move
1.5%
Puts
Pseudo strike
89.72
IV
84.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
90.38
IV
47.4%
B/E move
1.1%
Puts
Pseudo strike
90.26
IV
75.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
89.98
IV
43.3%
B/E move
0.8%
Puts
Pseudo strike
90.67
IV
73.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
89.51
IV
47.8%
B/E move
0.7%
Puts
Pseudo strike
91.07
IV
70.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
89.03
IV
52.4%
B/E move
0.6%
Puts
Pseudo strike
91.48
IV
68.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
88.56
IV
56.9%
B/E move
0.6%
Puts
Pseudo strike
91.88
IV
65.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
88.09
IV
61.5%
B/E move
0.5%
Puts
Pseudo strike
92.29
IV
62.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
87.62
IV
66.0%
B/E move
0.4%
Puts
Pseudo strike
93.87
IV
85.1%
B/E move
0.5%