IntraAlpha
Create free account Start free

BrightSpring Health Services, Inc. Common Stock BTSG

i

Market datapartial · fetched 2026-10-22T08:03:32.402Z

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 · 2026-10-21T23:23:47.579705968Z

FundamentalsAlpha Vantage · unavailable

Share price$62.52
1D-0.5%
AH$62.28$62.58$62.88$63.17$63.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTSG
Sold putSold callAH

BrightSpring Health Services, Inc. Common Stock options

Live interpolated BTSG call and put midpoint premiums by absolute delta.BrightSpring Health Services, Inc. Common Stock$0.86$3.87$6.87$9.88$12.88$50.00$56.36$62.72$69.08$75.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTSG spot · $62.52BTSG PRICE$1.24$1.27$1.72$2.18$2.63$3.11$3.68$4.25$4.83$5.56$7.04$8.53$10.44$1.18$1.62$2.05$2.48$3.23$4.03$4.83$5.62$6.39$7.15$7.92$8.94$12.02
PutsExpensive1.42×
CallsExpensive1.35×
SkewBullish-2.27 pp
Implied moveBearish±$8.50
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.6071.4%24.5%55.7353.7%12.8%
25Δ69.8851.4%13.8%57.0853.9%11.3%
30Δ68.6252.8%12.5%58.4454.2%9.8%
35Δ67.3554.2%11.2%59.7954.5%8.3%
40Δ66.0955.6%9.9%61.1156.0%7.4%
45Δ64.8256.8%8.7%62.4257.7%6.6%
50Δ63.5656.4%7.6%63.7359.4%5.8%
55Δ62.3056.0%6.5%65.0461.0%5.0%
60Δ61.0455.6%5.4%66.3259.0%4.1%
65Δ59.6956.1%4.4%67.5957.0%3.3%
70Δ57.8861.2%3.8%68.8755.0%2.5%
75Δ56.0666.3%3.3%70.3654.0%1.8%
80Δ53.8072.1%2.8%73.6860.6%1.4%

20Δ

Calls
Pseudo strike
76.60
IV
71.4%
B/E move
24.5%
Puts
Pseudo strike
55.73
IV
53.7%
B/E move
12.8%

25Δ

Calls
Pseudo strike
69.88
IV
51.4%
B/E move
13.8%
Puts
Pseudo strike
57.08
IV
53.9%
B/E move
11.3%

30Δ

Calls
Pseudo strike
68.62
IV
52.8%
B/E move
12.5%
Puts
Pseudo strike
58.44
IV
54.2%
B/E move
9.8%

35Δ

Calls
Pseudo strike
67.35
IV
54.2%
B/E move
11.2%
Puts
Pseudo strike
59.79
IV
54.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
66.09
IV
55.6%
B/E move
9.9%
Puts
Pseudo strike
61.11
IV
56.0%
B/E move
7.4%

45Δ

Calls
Pseudo strike
64.82
IV
56.8%
B/E move
8.7%
Puts
Pseudo strike
62.42
IV
57.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
63.56
IV
56.4%
B/E move
7.6%
Puts
Pseudo strike
63.73
IV
59.4%
B/E move
5.8%

55Δ

Calls
Pseudo strike
62.30
IV
56.0%
B/E move
6.5%
Puts
Pseudo strike
65.04
IV
61.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
61.04
IV
55.6%
B/E move
5.4%
Puts
Pseudo strike
66.32
IV
59.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
59.69
IV
56.1%
B/E move
4.4%
Puts
Pseudo strike
67.59
IV
57.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
57.88
IV
61.2%
B/E move
3.8%
Puts
Pseudo strike
68.87
IV
55.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
56.06
IV
66.3%
B/E move
3.3%
Puts
Pseudo strike
70.36
IV
54.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
53.80
IV
72.1%
B/E move
2.8%
Puts
Pseudo strike
73.68
IV
60.6%
B/E move
1.4%

Options history

No recorded observations