IntraAlpha
Create free account Start free

Boston Scientific Corp BSX

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-15T20:35:58.098Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:08.0644899Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:57.587678+00:00

Share price$44.00
1D+0.9%
AH$43.42$43.65$43.89$44.12$44.355:30 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$0.08$0.50$0.93$1.35$1.78$42.41$43.42$44.42$45.43$46.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $44.00OPTION PRICELive BSX spot · $44.00BSX PRICE$0.19$0.87$0.51$0.27$0.35$0.43$0.51$0.62$0.74$0.87$1.10$1.36$1.65$0.13$0.17$0.21$0.26$0.32$0.38$0.44$0.53$0.63$0.73$0.97$1.26$1.55
PutsExpensive1.27×
CallsExpensive1.60×
SkewBullish-39.46 pp
Implied moveBullish±$0.95
TiltBullish11.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5373.8%3.9%43.1047.5%2.3%
25Δ50.88320.8%17.6%43.2747.4%2.0%
30Δ47.21164.7%8.5%43.4547.3%1.7%
35Δ44.4649.9%1.7%43.6047.1%1.5%
40Δ44.3252.1%1.5%43.7446.9%1.3%
45Δ44.1754.3%1.4%43.8846.7%1.1%
50Δ44.0256.5%1.2%44.0246.7%1.0%
55Δ43.8558.3%1.1%44.1747.7%0.8%
60Δ43.6760.0%0.9%44.3248.7%0.7%
65Δ43.4862.0%0.8%44.4749.7%0.6%
70Δ43.2067.7%0.7%44.7554.6%0.5%
75Δ42.9173.1%0.6%45.0760.8%0.4%
80Δ42.5577.6%0.5%45.3966.9%0.4%

20Δ

Calls
Pseudo strike
45.53
IV
73.8%
B/E move
3.9%
Puts
Pseudo strike
43.10
IV
47.5%
B/E move
2.3%

25Δ

Calls
Pseudo strike
50.88
IV
320.8%
B/E move
17.6%
Puts
Pseudo strike
43.27
IV
47.4%
B/E move
2.0%

30Δ

Calls
Pseudo strike
47.21
IV
164.7%
B/E move
8.5%
Puts
Pseudo strike
43.45
IV
47.3%
B/E move
1.7%

35Δ

Calls
Pseudo strike
44.46
IV
49.9%
B/E move
1.7%
Puts
Pseudo strike
43.60
IV
47.1%
B/E move
1.5%

40Δ

Calls
Pseudo strike
44.32
IV
52.1%
B/E move
1.5%
Puts
Pseudo strike
43.74
IV
46.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
44.17
IV
54.3%
B/E move
1.4%
Puts
Pseudo strike
43.88
IV
46.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
44.02
IV
56.5%
B/E move
1.2%
Puts
Pseudo strike
44.02
IV
46.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
43.85
IV
58.3%
B/E move
1.1%
Puts
Pseudo strike
44.17
IV
47.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
43.67
IV
60.0%
B/E move
0.9%
Puts
Pseudo strike
44.32
IV
48.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
43.48
IV
62.0%
B/E move
0.8%
Puts
Pseudo strike
44.47
IV
49.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
43.20
IV
67.7%
B/E move
0.7%
Puts
Pseudo strike
44.75
IV
54.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
42.91
IV
73.1%
B/E move
0.6%
Puts
Pseudo strike
45.07
IV
60.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
42.55
IV
77.6%
B/E move
0.5%
Puts
Pseudo strike
45.39
IV
66.9%
B/E move
0.4%