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BlueLinx Holdings Inc. BXC

i

Market dataready · fetched 2026-11-12T03:10:31.805Z

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 · 2026-11-12T00:00:00.003410289Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-12T03:10:31.427849+00:00

Share price$63.32
1D+0.1%
AH$61.98$62.70$63.42$64.14$64.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBXC
Sold putSold callAH

BlueLinx Holdings Inc. options

Live interpolated BXC call and put midpoint premiums by absolute delta.BlueLinx Holdings Inc.$0.94$2.92$4.89$6.86$8.83$37.74$50.19$62.65$75.10$87.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BXC spot · $63.32BXC PRICE$1.16$1.32$1.64$2.05$2.45$2.85$3.45$4.08$4.71$5.34$6.20$7.24$8.27$1.40$1.65$1.89$2.21$2.58$2.95$3.32$3.69$4.30$5.03$5.75$6.47$7.19
PutsCheap0.39×
CallsCheap0.48×
SkewBullish-13.09 pp
Implied moveBalanced±$6.76
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.84115.0%20.0%55.22117.8%15.0%
25Δ71.2498.2%14.6%57.18105.9%12.3%
30Δ69.1492.3%11.8%59.1494.0%9.6%
35Δ67.8492.1%10.4%60.5887.0%7.8%
40Δ66.5391.9%8.9%61.6183.7%6.8%
45Δ65.2391.7%7.5%62.6480.4%5.7%
50Δ64.0392.3%6.6%63.6677.1%4.7%
55Δ62.8593.1%5.7%64.6973.7%3.7%
60Δ61.6793.9%4.8%65.7272.1%3.0%
65Δ60.4994.7%4.0%66.7571.3%2.5%
70Δ59.1695.2%3.2%67.7870.4%2.0%
75Δ57.7395.5%2.6%68.8169.5%1.5%
80Δ56.3095.8%2.0%69.8468.6%1.1%

20Δ

Calls
Pseudo strike
74.84
IV
115.0%
B/E move
20.0%
Puts
Pseudo strike
55.22
IV
117.8%
B/E move
15.0%

25Δ

Calls
Pseudo strike
71.24
IV
98.2%
B/E move
14.6%
Puts
Pseudo strike
57.18
IV
105.9%
B/E move
12.3%

30Δ

Calls
Pseudo strike
69.14
IV
92.3%
B/E move
11.8%
Puts
Pseudo strike
59.14
IV
94.0%
B/E move
9.6%

35Δ

Calls
Pseudo strike
67.84
IV
92.1%
B/E move
10.4%
Puts
Pseudo strike
60.58
IV
87.0%
B/E move
7.8%

40Δ

Calls
Pseudo strike
66.53
IV
91.9%
B/E move
8.9%
Puts
Pseudo strike
61.61
IV
83.7%
B/E move
6.8%

45Δ

Calls
Pseudo strike
65.23
IV
91.7%
B/E move
7.5%
Puts
Pseudo strike
62.64
IV
80.4%
B/E move
5.7%

50Δ

Calls
Pseudo strike
64.03
IV
92.3%
B/E move
6.6%
Puts
Pseudo strike
63.66
IV
77.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
62.85
IV
93.1%
B/E move
5.7%
Puts
Pseudo strike
64.69
IV
73.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
61.67
IV
93.9%
B/E move
4.8%
Puts
Pseudo strike
65.72
IV
72.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
60.49
IV
94.7%
B/E move
4.0%
Puts
Pseudo strike
66.75
IV
71.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
59.16
IV
95.2%
B/E move
3.2%
Puts
Pseudo strike
67.78
IV
70.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
57.73
IV
95.5%
B/E move
2.6%
Puts
Pseudo strike
68.81
IV
69.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
56.30
IV
95.8%
B/E move
2.0%
Puts
Pseudo strike
69.84
IV
68.6%
B/E move
1.1%

Options history

IV · four-Friday blend69.38%
Daily close
BXC61.0%71.4%81.8%2026-08-13: 66.13%2026-08-14: 67.02%2026-08-17: 67.89%2026-08-18: 69.81%2026-08-19: 72.16%2026-08-20: 80.37%2026-08-21: 63.79%2026-08-24: 65.86%2026-08-25: 64.65%2026-08-26: 64.34%2026-08-27: 64.70%2026-08-28: 63.79%2026-08-31: 65.34%2026-09-01: 66.51%2026-09-02: 64.74%2026-09-03: 64.55%2026-09-04: 64.20%2026-09-08: 65.51%2026-09-09: 67.56%2026-09-10: 66.48%2026-09-11: 65.03%2026-09-14: 71.84%2026-09-15: 74.74%2026-09-16: 76.91%2026-09-17: 74.73%2026-09-18: 63.15%2026-09-21: 63.20%2026-09-22: 63.92%2026-09-23: 62.77%2026-09-24: 63.76%2026-09-25: 62.75%2026-09-28: 62.90%2026-09-29: 64.70%2026-09-30: 62.79%2026-10-01: 63.76%2026-10-02: 62.47%2026-10-05: 64.07%2026-10-06: 66.20%2026-10-07: 64.16%2026-10-08: 64.79%2026-10-09: 63.21%2026-10-12: 68.30%2026-10-13: 69.21%2026-10-14: 71.37%2026-10-16: 64.16%2026-10-19: 65.84%2026-10-20: 64.73%2026-10-21: 66.26%2026-10-22: 67.85%2026-10-23: 68.40%2026-10-26: 69.07%2026-10-27: 69.35%2026-10-28: 70.01%2026-10-29: 69.18%2026-10-30: 69.38%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
66.13%
67.02%
67.89%
69.81%
72.16%
80.37%
63.79%
65.86%
64.65%
64.34%
64.70%
63.79%
65.34%
66.51%
64.74%
64.55%
64.20%
65.51%
67.56%
66.48%
65.03%
71.84%
74.74%
76.91%
74.73%
63.15%
63.20%
63.92%
62.77%
63.76%
62.75%
62.90%
64.70%
62.79%
63.76%
62.47%
64.07%
66.20%
64.16%
64.79%
63.21%
68.30%
69.21%
71.37%
64.16%
65.84%
64.73%
66.26%
67.85%
68.40%
69.07%
69.35%
70.01%
69.18%
69.38%