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BrightSpring Health Services, Inc. Common Stock BTSG

i

Market dataready · fetched 2026-11-11T14:14:32.369Z

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: 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 · 2026-11-11T14:01:13.12570881Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:14:32.005152+00:00

Share price$73.36
1D+0.3%
$73.08$73.16$73.24$73.32$73.405:30 AM6:30 AM9:00 AM1:00 PMBTSG
Sold putSold call

BrightSpring Health Services, Inc. Common Stock options

Live interpolated BTSG call and put midpoint premiums by absolute delta.BrightSpring Health Services, Inc. Common Stock$0.20$3.71$7.21$10.72$14.23$62.30$67.49$72.68$77.88$83.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BTSG spot · $73.36BTSG PRICE$0.58$0.67$0.77$0.87$1.23$1.58$1.94$2.30$2.66$3.02$3.38$3.74$1.04$1.38$1.73$2.16$2.64$3.12$3.61$4.09$5.29$6.55$7.81$10.15$13.22
PutsExpensive1.14×
Calls——
Skew——
Implied moveBearish±$5.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.9948.2%8.5%67.2168.6%9.8%
25Δ77.6743.2%6.8%68.3970.6%8.7%
30Δ76.3538.2%5.1%69.5872.5%7.5%
35Δ75.0333.1%3.5%70.6872.9%6.6%
40Δ74.4433.8%3.1%71.7472.3%5.8%
45Δ73.8734.6%2.8%72.8071.8%5.0%
50Δ73.2935.4%2.6%73.8671.3%4.2%
55Δ72.7236.1%2.3%74.9270.7%3.4%
60Δ72.1436.9%2.0%76.4375.0%3.0%
65Δ71.5737.7%1.7%77.9879.7%2.6%
70Δ71.0038.5%1.4%79.5384.3%2.2%
75Δ70.4239.3%1.1%82.1292.7%1.9%
80Δ85.43104.0%1.6%

20Δ

Calls
Pseudo strike
78.99
IV
48.2%
B/E move
8.5%
Puts
Pseudo strike
67.21
IV
68.6%
B/E move
9.8%

25Δ

Calls
Pseudo strike
77.67
IV
43.2%
B/E move
6.8%
Puts
Pseudo strike
68.39
IV
70.6%
B/E move
8.7%

30Δ

Calls
Pseudo strike
76.35
IV
38.2%
B/E move
5.1%
Puts
Pseudo strike
69.58
IV
72.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
75.03
IV
33.1%
B/E move
3.5%
Puts
Pseudo strike
70.68
IV
72.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
74.44
IV
33.8%
B/E move
3.1%
Puts
Pseudo strike
71.74
IV
72.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
73.87
IV
34.6%
B/E move
2.8%
Puts
Pseudo strike
72.80
IV
71.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
73.29
IV
35.4%
B/E move
2.6%
Puts
Pseudo strike
73.86
IV
71.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
72.72
IV
36.1%
B/E move
2.3%
Puts
Pseudo strike
74.92
IV
70.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
72.14
IV
36.9%
B/E move
2.0%
Puts
Pseudo strike
76.43
IV
75.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
71.57
IV
37.7%
B/E move
1.7%
Puts
Pseudo strike
77.98
IV
79.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
71.00
IV
38.5%
B/E move
1.4%
Puts
Pseudo strike
79.53
IV
84.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
70.42
IV
39.3%
B/E move
1.1%
Puts
Pseudo strike
82.12
IV
92.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.43
IV
104.0%
B/E move
1.6%

Options history

IV · four-Friday blend44.04%
Daily close
BTSG42.3%50.8%59.2%2026-08-13: 48.98%2026-08-17: 45.06%2026-08-18: 50.66%2026-08-19: 57.81%2026-08-21: 44.36%2026-08-24: 47.14%2026-08-25: 46.10%2026-08-26: 45.83%2026-08-27: 45.03%2026-08-28: 45.06%2026-08-31: 47.83%2026-09-01: 46.50%2026-09-02: 43.46%2026-09-03: 44.66%2026-09-04: 44.63%2026-09-08: 45.73%2026-09-09: 46.44%2026-09-10: 50.50%2026-09-11: 47.92%2026-09-15: 52.81%2026-09-16: 58.07%2026-09-18: 48.55%2026-09-21: 46.24%2026-09-22: 47.32%2026-09-23: 47.38%2026-09-24: 48.85%2026-09-25: 45.98%2026-09-28: 46.49%2026-09-29: 47.38%2026-09-30: 47.42%2026-10-01: 45.19%2026-10-02: 46.14%2026-10-06: 47.78%2026-10-07: 47.33%2026-10-09: 49.78%2026-10-16: 50.04%2026-10-19: 49.32%2026-10-20: 48.66%2026-10-21: 49.04%2026-10-22: 50.20%2026-10-23: 51.29%2026-10-26: 50.61%2026-10-27: 49.30%2026-10-28: 52.63%2026-10-29: 52.00%2026-10-30: 44.04%Aug 13Sep 21Oct 30
46 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
48.98%
45.06%
50.66%
57.81%
44.36%
47.14%
46.10%
45.83%
45.03%
45.06%
47.83%
46.50%
43.46%
44.66%
44.63%
45.73%
46.44%
50.50%
47.92%
52.81%
58.07%
48.55%
46.24%
47.32%
47.38%
48.85%
45.98%
46.49%
47.38%
47.42%
45.19%
46.14%
47.78%
47.33%
49.78%
50.04%
49.32%
48.66%
49.04%
50.20%
51.29%
50.61%
49.30%
52.63%
52.00%
44.04%