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Bioventus Inc. Class A Common Stock BVS

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-11T14:51:37.645Z

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 · 2026-11-11T14:51:32.76434283Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:51:36.415698+00:00

Share price$11.17
1D-2.9%
$11.05$11.17$11.29$11.40$11.525:30 AM6:30 AM9:00 AM1:00 PMBVS
Sold putSold call

Bioventus Inc. Class A Common Stock options

Live interpolated BVS call and put midpoint premiums by absolute delta.Bioventus Inc. Class A Common Stock$0.62$0.82$1.03$1.23$1.43$7.31$9.07$10.83$12.60$14.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BVS spot · $11.16BVS PRICE$0.82$1.06$1.07$1.10$1.12$1.17$1.21$1.25$1.29$1.33$1.37$0.64$0.85$1.06$1.14$1.17$1.19$1.22$1.24$1.27$1.29$1.32$1.34$1.37
PutsFair1.02×
Calls——
Skew——
Implied moveBearish±$2.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.62240.7%28.5%
25Δ21.05399.5%95.9%9.22243.4%25.1%
30Δ20.08426.0%89.3%9.81246.1%21.6%
35Δ15.98336.9%52.8%10.16235.3%19.3%
40Δ13.97277.0%34.9%10.39218.4%17.4%
45Δ12.50228.4%22.0%10.62201.5%15.6%
50Δ12.13209.1%19.1%10.85184.6%13.7%
55Δ11.76189.8%16.1%11.08167.7%11.9%
60Δ11.39170.6%13.2%11.31150.8%10.1%
65Δ11.02151.3%10.2%11.54133.9%8.2%
70Δ10.65132.0%7.3%11.77117.1%6.4%
75Δ10.28112.7%4.3%12.00100.2%4.6%
80Δ12.2383.3%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.62
IV
240.7%
B/E move
28.5%

25Δ

Calls
Pseudo strike
21.05
IV
399.5%
B/E move
95.9%
Puts
Pseudo strike
9.22
IV
243.4%
B/E move
25.1%

30Δ

Calls
Pseudo strike
20.08
IV
426.0%
B/E move
89.3%
Puts
Pseudo strike
9.81
IV
246.1%
B/E move
21.6%

35Δ

Calls
Pseudo strike
15.98
IV
336.9%
B/E move
52.8%
Puts
Pseudo strike
10.16
IV
235.3%
B/E move
19.3%

40Δ

Calls
Pseudo strike
13.97
IV
277.0%
B/E move
34.9%
Puts
Pseudo strike
10.39
IV
218.4%
B/E move
17.4%

45Δ

Calls
Pseudo strike
12.50
IV
228.4%
B/E move
22.0%
Puts
Pseudo strike
10.62
IV
201.5%
B/E move
15.6%

50Δ

Calls
Pseudo strike
12.13
IV
209.1%
B/E move
19.1%
Puts
Pseudo strike
10.85
IV
184.6%
B/E move
13.7%

55Δ

Calls
Pseudo strike
11.76
IV
189.8%
B/E move
16.1%
Puts
Pseudo strike
11.08
IV
167.7%
B/E move
11.9%

60Δ

Calls
Pseudo strike
11.39
IV
170.6%
B/E move
13.2%
Puts
Pseudo strike
11.31
IV
150.8%
B/E move
10.1%

65Δ

Calls
Pseudo strike
11.02
IV
151.3%
B/E move
10.2%
Puts
Pseudo strike
11.54
IV
133.9%
B/E move
8.2%

70Δ

Calls
Pseudo strike
10.65
IV
132.0%
B/E move
7.3%
Puts
Pseudo strike
11.77
IV
117.1%
B/E move
6.4%

75Δ

Calls
Pseudo strike
10.28
IV
112.7%
B/E move
4.3%
Puts
Pseudo strike
12.00
IV
100.2%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.23
IV
83.3%
B/E move
2.7%

Options history

IV · four-Friday blend69.17%
Daily close
BVS57.2%74.3%91.4%2026-08-18: 89.00%2026-08-21: 62.56%2026-08-24: 59.58%2026-09-10: 73.23%2026-09-18: 62.02%2026-09-24: 73.57%2026-10-08: 83.20%2026-10-16: 74.80%2026-10-19: 70.94%2026-10-20: 70.81%2026-10-21: 66.21%2026-10-22: 75.19%2026-10-23: 80.41%2026-10-26: 68.19%2026-10-27: 78.51%2026-10-28: 70.13%2026-10-29: 69.17%Aug 18Oct 19Oct 29
17 observations2026-08-18 — 2026-10-29
Table
DateIV (%)
89.00%
62.56%
59.58%
73.23%
62.02%
73.57%
83.20%
74.80%
70.94%
70.81%
66.21%
75.19%
80.41%
68.19%
78.51%
70.13%
69.17%