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BrightSpring Health Services, Inc. Common Stock BTSG

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Market datapartial · fetched 2026-10-22T20:30:47.074Z

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 · 2026-10-22T20:00:07.358606319Z

FundamentalsAlpha Vantage · unavailable

Share price$60.86
1D-2.8%
AH$59.59$60.40$61.21$62.01$62.825:30 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$0.60$3.58$6.57$9.56$12.55$47.48$53.92$60.35$66.79$73.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTSG spot · $60.86BTSG PRICE$0.92$1.29$1.65$2.02$2.54$3.14$3.75$4.36$5.10$5.97$6.84$7.70$9.73$1.50$1.96$2.41$2.87$3.32$4.01$4.97$5.93$6.89$7.80$8.71$9.61$11.69
PutsExpensive1.40×
CallsExpensive1.18×
SkewBearish+5.94 pp
Implied moveBearish±$8.72
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.3949.3%15.5%52.5669.6%16.1%
25Δ68.0850.7%14.0%54.5168.9%13.6%
30Δ66.7852.0%12.4%56.1566.6%11.7%
35Δ65.4753.4%10.9%57.6863.9%9.9%
40Δ64.2254.9%9.7%59.2161.2%8.2%
45Δ63.0156.5%8.7%60.7060.6%6.9%
50Δ61.8058.2%7.7%62.1662.2%6.0%
55Δ60.5959.8%6.7%63.6163.9%5.2%
60Δ59.2860.8%5.8%65.0665.4%4.4%
65Δ57.8861.3%4.9%66.4663.2%3.6%
70Δ56.4761.7%4.0%67.8661.0%2.8%
75Δ55.0762.2%3.2%69.2558.8%2.0%
80Δ52.7067.6%2.6%71.7160.4%1.4%

20Δ

Calls
Pseudo strike
69.39
IV
49.3%
B/E move
15.5%
Puts
Pseudo strike
52.56
IV
69.6%
B/E move
16.1%

25Δ

Calls
Pseudo strike
68.08
IV
50.7%
B/E move
14.0%
Puts
Pseudo strike
54.51
IV
68.9%
B/E move
13.6%

30Δ

Calls
Pseudo strike
66.78
IV
52.0%
B/E move
12.4%
Puts
Pseudo strike
56.15
IV
66.6%
B/E move
11.7%

35Δ

Calls
Pseudo strike
65.47
IV
53.4%
B/E move
10.9%
Puts
Pseudo strike
57.68
IV
63.9%
B/E move
9.9%

40Δ

Calls
Pseudo strike
64.22
IV
54.9%
B/E move
9.7%
Puts
Pseudo strike
59.21
IV
61.2%
B/E move
8.2%

45Δ

Calls
Pseudo strike
63.01
IV
56.5%
B/E move
8.7%
Puts
Pseudo strike
60.70
IV
60.6%
B/E move
6.9%

50Δ

Calls
Pseudo strike
61.80
IV
58.2%
B/E move
7.7%
Puts
Pseudo strike
62.16
IV
62.2%
B/E move
6.0%

55Δ

Calls
Pseudo strike
60.59
IV
59.8%
B/E move
6.7%
Puts
Pseudo strike
63.61
IV
63.9%
B/E move
5.2%

60Δ

Calls
Pseudo strike
59.28
IV
60.8%
B/E move
5.8%
Puts
Pseudo strike
65.06
IV
65.4%
B/E move
4.4%

65Δ

Calls
Pseudo strike
57.88
IV
61.3%
B/E move
4.9%
Puts
Pseudo strike
66.46
IV
63.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
56.47
IV
61.7%
B/E move
4.0%
Puts
Pseudo strike
67.86
IV
61.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
55.07
IV
62.2%
B/E move
3.2%
Puts
Pseudo strike
69.25
IV
58.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
52.70
IV
67.6%
B/E move
2.6%
Puts
Pseudo strike
71.71
IV
60.4%
B/E move
1.4%

Options history

BTSG47.9548.3348.702026-10-20: 48.65%2026-10-21: 48.01%Oct 20Oct 21
Table
DateIV
48.65%
48.01%