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Boston Scientific Corp. BSX

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-07T02:14:09.261Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:56:20.066299095Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T02:14:08.734435+00:00

Share price$42.80
1D-2.7%
AH$42.64$43.01$43.37$43.74$44.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBSX
Sold putSold callAH

Boston Scientific Corp. options

Live interpolated BSX call and put midpoint premiums by absolute delta.Boston Scientific Corp.$0.16$1.10$2.04$2.98$3.92$38.61$40.82$43.03$45.24$47.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSX spot · $42.80BSX PRICE$0.27$0.36$0.46$0.55$0.64$0.79$0.96$1.15$1.41$1.70$2.05$3.01$3.65$0.26$0.36$0.48$0.64$0.74$0.86$1.05$1.18$1.29$1.56$2.01$2.36$2.61
PutsCheap0.73×
CallsCheap0.81×
SkewBullish-5.26 pp
Implied moveBearish±$2.01
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.0541.9%5.9%41.0338.0%4.7%
25Δ44.6041.3%5.0%41.3638.9%4.2%
30Δ44.2241.6%4.4%41.6540.9%3.8%
35Δ43.8640.9%3.8%41.9343.6%3.5%
40Δ43.4838.7%3.1%42.2642.4%3.0%
45Δ43.2040.3%2.8%42.6041.1%2.5%
50Δ42.9041.9%2.5%42.9142.4%2.2%
55Δ42.5843.2%2.2%43.2041.3%1.8%
60Δ42.2245.7%1.9%43.4939.1%1.4%
65Δ41.8348.3%1.7%43.8440.4%1.2%
70Δ41.3850.8%1.5%44.3545.1%1.1%
75Δ40.4366.2%1.5%44.8045.7%0.8%
80Δ39.6669.9%1.2%45.1543.4%0.6%

20Δ

Calls
Pseudo strike
45.05
IV
41.9%
B/E move
5.9%
Puts
Pseudo strike
41.03
IV
38.0%
B/E move
4.7%

25Δ

Calls
Pseudo strike
44.60
IV
41.3%
B/E move
5.0%
Puts
Pseudo strike
41.36
IV
38.9%
B/E move
4.2%

30Δ

Calls
Pseudo strike
44.22
IV
41.6%
B/E move
4.4%
Puts
Pseudo strike
41.65
IV
40.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
43.86
IV
40.9%
B/E move
3.8%
Puts
Pseudo strike
41.93
IV
43.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
43.48
IV
38.7%
B/E move
3.1%
Puts
Pseudo strike
42.26
IV
42.4%
B/E move
3.0%

45Δ

Calls
Pseudo strike
43.20
IV
40.3%
B/E move
2.8%
Puts
Pseudo strike
42.60
IV
41.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
42.90
IV
41.9%
B/E move
2.5%
Puts
Pseudo strike
42.91
IV
42.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
42.58
IV
43.2%
B/E move
2.2%
Puts
Pseudo strike
43.20
IV
41.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
42.22
IV
45.7%
B/E move
1.9%
Puts
Pseudo strike
43.49
IV
39.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
41.83
IV
48.3%
B/E move
1.7%
Puts
Pseudo strike
43.84
IV
40.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
41.38
IV
50.8%
B/E move
1.5%
Puts
Pseudo strike
44.35
IV
45.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
40.43
IV
66.2%
B/E move
1.5%
Puts
Pseudo strike
44.80
IV
45.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
39.66
IV
69.9%
B/E move
1.2%
Puts
Pseudo strike
45.15
IV
43.4%
B/E move
0.6%

Options history

IV · four-Friday blend42.63%
Daily close
BSX30.2%53.8%77.4%2026-08-10: 37.47%2026-08-11: 37.62%2026-08-12: 37.59%2026-08-13: 35.85%2026-08-14: 34.24%2026-08-17: 33.93%2026-08-18: 35.73%2026-08-19: 36.66%2026-08-20: 38.67%2026-08-21: 35.98%2026-08-24: 39.28%2026-08-25: 37.72%2026-08-26: 40.37%2026-08-27: 37.98%2026-08-28: 36.38%2026-08-31: 46.01%2026-09-01: 40.71%2026-09-02: 39.87%2026-09-03: 49.88%2026-09-04: 42.84%2026-09-08: 45.59%2026-09-09: 41.13%2026-09-10: 37.81%2026-09-11: 33.82%2026-09-14: 37.72%2026-09-15: 40.38%2026-09-16: 38.29%2026-09-17: 38.28%2026-09-18: 34.89%2026-09-21: 38.98%2026-09-22: 37.53%2026-09-23: 38.19%2026-09-24: 37.52%2026-09-25: 33.44%2026-09-28: 37.47%2026-09-29: 37.07%2026-09-30: 36.99%2026-10-01: 38.57%2026-10-02: 36.73%2026-10-05: 39.25%2026-10-06: 39.51%2026-10-07: 39.14%2026-10-08: 42.17%2026-10-09: 42.90%2026-10-12: 44.57%2026-10-13: 46.27%2026-10-14: 47.95%2026-10-15: 50.29%2026-10-16: 49.97%2026-10-19: 53.40%2026-10-20: 55.91%2026-10-21: 56.93%2026-10-22: 65.26%2026-10-23: 62.74%2026-10-26: 70.29%2026-10-27: 74.17%2026-10-28: 52.89%2026-10-29: 47.43%2026-10-30: 42.63%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
37.47%
37.62%
37.59%
35.85%
34.24%
33.93%
35.73%
36.66%
38.67%
35.98%
39.28%
37.72%
40.37%
37.98%
36.38%
46.01%
40.71%
39.87%
49.88%
42.84%
45.59%
41.13%
37.81%
33.82%
37.72%
40.38%
38.29%
38.28%
34.89%
38.98%
37.53%
38.19%
37.52%
33.44%
37.47%
37.07%
36.99%
38.57%
36.73%
39.25%
39.51%
39.14%
42.17%
42.90%
44.57%
46.27%
47.95%
50.29%
49.97%
53.40%
55.91%
56.93%
65.26%
62.74%
70.29%
74.17%
52.89%
47.43%
42.63%