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Bioventus Inc. Class A Common Stock BVS

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Market datapartial · fetched 2026-10-22T05:16:15.071Z

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 · 2026-10-21T21:27:53.988027969Z

FundamentalsAlpha Vantage · unavailable

Share price$14.00
1D+2.9%
AH$13.81$13.93$14.06$14.18$14.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBVS
Sold putSold callAH

Bioventus Inc. Class A Common Stock options

Live interpolated BVS call and put midpoint premiums by absolute delta.Bioventus Inc. Class A Common Stock$0.36$1.38$2.40$3.42$4.44$9.70$12.26$14.81$17.36$19.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BVS spot · $14.00BVS PRICE$0.47$0.69$1.04$0.99$0.93$1.02$1.34$1.67$1.99$2.32$2.67$3.41$4.15$0.60$0.51$0.70$0.92$1.14$1.36$1.59$1.81$2.14$2.53$2.92$3.31$3.70
PutsExpensive1.84×
CallsExpensive2.70×
SkewBullish-40.52 pp
Implied moveBearish±$2.93
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.74127.1%51.4%11.02123.3%25.6%
25Δ19.91139.8%47.2%12.3977.4%15.1%
30Δ23.08191.7%72.3%12.8775.0%13.1%
35Δ20.01149.8%50.0%13.2776.5%11.8%
40Δ16.94107.9%27.7%13.6778.0%10.5%
45Δ14.8384.0%13.2%14.0779.4%9.2%
50Δ14.3690.9%12.1%14.4780.9%7.9%
55Δ13.8997.8%11.1%14.8782.4%6.7%
60Δ13.41104.8%10.1%15.3682.4%5.6%
65Δ12.94111.7%9.0%15.8881.8%4.7%
70Δ12.45119.1%8.0%16.3981.2%3.8%
75Δ11.56133.3%6.9%16.9180.5%2.8%
80Δ10.67147.6%5.8%17.4379.9%1.9%

20Δ

Calls
Pseudo strike
20.74
IV
127.1%
B/E move
51.4%
Puts
Pseudo strike
11.02
IV
123.3%
B/E move
25.6%

25Δ

Calls
Pseudo strike
19.91
IV
139.8%
B/E move
47.2%
Puts
Pseudo strike
12.39
IV
77.4%
B/E move
15.1%

30Δ

Calls
Pseudo strike
23.08
IV
191.7%
B/E move
72.3%
Puts
Pseudo strike
12.87
IV
75.0%
B/E move
13.1%

35Δ

Calls
Pseudo strike
20.01
IV
149.8%
B/E move
50.0%
Puts
Pseudo strike
13.27
IV
76.5%
B/E move
11.8%

40Δ

Calls
Pseudo strike
16.94
IV
107.9%
B/E move
27.7%
Puts
Pseudo strike
13.67
IV
78.0%
B/E move
10.5%

45Δ

Calls
Pseudo strike
14.83
IV
84.0%
B/E move
13.2%
Puts
Pseudo strike
14.07
IV
79.4%
B/E move
9.2%

50Δ

Calls
Pseudo strike
14.36
IV
90.9%
B/E move
12.1%
Puts
Pseudo strike
14.47
IV
80.9%
B/E move
7.9%

55Δ

Calls
Pseudo strike
13.89
IV
97.8%
B/E move
11.1%
Puts
Pseudo strike
14.87
IV
82.4%
B/E move
6.7%

60Δ

Calls
Pseudo strike
13.41
IV
104.8%
B/E move
10.1%
Puts
Pseudo strike
15.36
IV
82.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
12.94
IV
111.7%
B/E move
9.0%
Puts
Pseudo strike
15.88
IV
81.8%
B/E move
4.7%

70Δ

Calls
Pseudo strike
12.45
IV
119.1%
B/E move
8.0%
Puts
Pseudo strike
16.39
IV
81.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
11.56
IV
133.3%
B/E move
6.9%
Puts
Pseudo strike
16.91
IV
80.5%
B/E move
2.8%

80Δ

Calls
Pseudo strike
10.67
IV
147.6%
B/E move
5.8%
Puts
Pseudo strike
17.43
IV
79.9%
B/E move
1.9%

Options history

No recorded observations