IntraAlpha
Create free account Start free

BioNTech SE BNTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-16T00:19:55.901Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:40.790253+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$1.12$5.55$9.97$14.40$18.82$71.82$81.12$90.43$99.74$109.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNTX spot · $90.21BNTX PRICE$1.62$2.20$2.83$3.41$4.05$4.75$5.43$6.16$7.39$8.06$8.90$11.13$12.92$1.60$2.17$2.71$3.74$4.79$5.77$6.91$8.14$9.44$10.86$12.63$14.87$17.55
PutsFair1.03×
CallsExpensive1.22×
SkewBullish-1.58 pp
Implied moveBearish±$12.34
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.2654.5%19.6%80.9346.4%12.1%
25Δ103.6355.9%17.3%82.7847.6%10.7%
30Δ101.1557.0%15.3%84.7746.5%9.0%
35Δ98.4956.2%13.0%86.3750.2%8.4%
40Δ96.0855.2%11.0%88.0253.5%7.7%
45Δ93.9254.4%9.4%89.9454.0%6.7%
50Δ91.8553.1%7.8%91.9154.5%5.8%
55Δ89.9051.8%6.5%93.9454.8%4.9%
60Δ87.9954.0%5.7%96.0054.6%4.0%
65Δ86.3051.3%4.6%98.1454.2%3.2%
70Δ84.5049.0%3.5%100.5454.3%2.6%
75Δ81.9054.1%3.1%103.3454.7%1.9%
80Δ79.4854.6%2.4%106.5555.3%1.3%

20Δ

Calls
Pseudo strike
106.26
IV
54.5%
B/E move
19.6%
Puts
Pseudo strike
80.93
IV
46.4%
B/E move
12.1%

25Δ

Calls
Pseudo strike
103.63
IV
55.9%
B/E move
17.3%
Puts
Pseudo strike
82.78
IV
47.6%
B/E move
10.7%

30Δ

Calls
Pseudo strike
101.15
IV
57.0%
B/E move
15.3%
Puts
Pseudo strike
84.77
IV
46.5%
B/E move
9.0%

35Δ

Calls
Pseudo strike
98.49
IV
56.2%
B/E move
13.0%
Puts
Pseudo strike
86.37
IV
50.2%
B/E move
8.4%

40Δ

Calls
Pseudo strike
96.08
IV
55.2%
B/E move
11.0%
Puts
Pseudo strike
88.02
IV
53.5%
B/E move
7.7%

45Δ

Calls
Pseudo strike
93.92
IV
54.4%
B/E move
9.4%
Puts
Pseudo strike
89.94
IV
54.0%
B/E move
6.7%

50Δ

Calls
Pseudo strike
91.85
IV
53.1%
B/E move
7.8%
Puts
Pseudo strike
91.91
IV
54.5%
B/E move
5.8%

55Δ

Calls
Pseudo strike
89.90
IV
51.8%
B/E move
6.5%
Puts
Pseudo strike
93.94
IV
54.8%
B/E move
4.9%

60Δ

Calls
Pseudo strike
87.99
IV
54.0%
B/E move
5.7%
Puts
Pseudo strike
96.00
IV
54.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
86.30
IV
51.3%
B/E move
4.6%
Puts
Pseudo strike
98.14
IV
54.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
84.50
IV
49.0%
B/E move
3.5%
Puts
Pseudo strike
100.54
IV
54.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
81.90
IV
54.1%
B/E move
3.1%
Puts
Pseudo strike
103.34
IV
54.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
79.48
IV
54.6%
B/E move
2.4%
Puts
Pseudo strike
106.55
IV
55.3%
B/E move
1.3%