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Bruker Corporation BRKR

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-23T06:09:06.819Z

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 · 2026-10-22T20:34:43.017196745Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:09:06.308459+00:00

Share price$57.31
1D-3.2%
AH$55$57$58$59$615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRKR
Sold putSold callAH

Bruker Corporation options

Live interpolated BRKR call and put midpoint premiums by absolute delta.Bruker Corporation$0.81$4.17$7.54$10.90$14.27$43.00$49.93$56.86$63.79$70.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRKR spot · $57.31BRKR PRICE$1.17$1.63$1.85$2.16$2.78$3.39$3.86$4.36$4.93$5.59$6.42$7.38$8.48$1.39$1.79$2.34$3.13$3.83$4.42$5.39$6.45$7.42$8.39$9.35$11.43$13.30
PutsExpensive1.06×
CallsExpensive1.05×
SkewBearish+5.64 pp
Implied moveBearish±$9.25
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.0970.6%22.6%49.6271.2%15.9%
25Δ67.7175.8%21.0%51.4468.5%13.4%
30Δ64.5267.2%15.8%53.0268.6%11.6%
35Δ62.4763.5%12.8%54.3273.3%10.7%
40Δ61.2566.9%11.7%55.7074.7%9.5%
45Δ60.0370.3%10.7%57.1872.3%7.9%
50Δ58.5668.2%8.9%58.7473.8%6.9%
55Δ57.1466.1%7.3%60.3375.6%6.0%
60Δ55.8464.6%6.0%61.8974.6%5.0%
65Δ54.5363.7%4.9%63.4272.9%4.0%
70Δ53.1963.9%4.0%64.9270.6%3.0%
75Δ51.7664.2%3.2%67.3673.7%2.4%
80Δ50.2364.6%2.5%69.6373.2%1.7%

20Δ

Calls
Pseudo strike
69.09
IV
70.6%
B/E move
22.6%
Puts
Pseudo strike
49.62
IV
71.2%
B/E move
15.9%

25Δ

Calls
Pseudo strike
67.71
IV
75.8%
B/E move
21.0%
Puts
Pseudo strike
51.44
IV
68.5%
B/E move
13.4%

30Δ

Calls
Pseudo strike
64.52
IV
67.2%
B/E move
15.8%
Puts
Pseudo strike
53.02
IV
68.6%
B/E move
11.6%

35Δ

Calls
Pseudo strike
62.47
IV
63.5%
B/E move
12.8%
Puts
Pseudo strike
54.32
IV
73.3%
B/E move
10.7%

40Δ

Calls
Pseudo strike
61.25
IV
66.9%
B/E move
11.7%
Puts
Pseudo strike
55.70
IV
74.7%
B/E move
9.5%

45Δ

Calls
Pseudo strike
60.03
IV
70.3%
B/E move
10.7%
Puts
Pseudo strike
57.18
IV
72.3%
B/E move
7.9%

50Δ

Calls
Pseudo strike
58.56
IV
68.2%
B/E move
8.9%
Puts
Pseudo strike
58.74
IV
73.8%
B/E move
6.9%

55Δ

Calls
Pseudo strike
57.14
IV
66.1%
B/E move
7.3%
Puts
Pseudo strike
60.33
IV
75.6%
B/E move
6.0%

60Δ

Calls
Pseudo strike
55.84
IV
64.6%
B/E move
6.0%
Puts
Pseudo strike
61.89
IV
74.6%
B/E move
5.0%

65Δ

Calls
Pseudo strike
54.53
IV
63.7%
B/E move
4.9%
Puts
Pseudo strike
63.42
IV
72.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
53.19
IV
63.9%
B/E move
4.0%
Puts
Pseudo strike
64.92
IV
70.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
51.76
IV
64.2%
B/E move
3.2%
Puts
Pseudo strike
67.36
IV
73.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
50.23
IV
64.6%
B/E move
2.5%
Puts
Pseudo strike
69.63
IV
73.2%
B/E move
1.7%

Options history

BRKR59.5459.8360.122026-10-20: 59.60%2026-10-21: 60.06%Oct 20Oct 21
Table
DateIV
59.60%
60.06%