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BlueLinx Holdings Inc. BXC

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Market datapartial · fetched 2026-10-22T21:06:31.076Z

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 · 2026-10-22T20:10:00.001626522Z

FundamentalsAlpha Vantage · unavailable

Share price$80.35
1D+5.5%
AH$76$77$78$80$815:30 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.$1.07$7.77$14.47$21.17$27.88$56.41$67.92$79.42$90.92$102.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BXC spot · $80.35BXC PRICE$1.79$2.34$2.71$3.45$4.34$5.23$6.13$7.03$8.44$9.92$11.57$13.29$15.23$2.93$3.44$4.35$5.30$6.38$7.48$8.69$9.92$11.78$13.70$15.90$19.82$25.94
PutsExpensive1.46×
CallsExpensive1.29×
SkewBearish+8.24 pp
Implied moveBearish±$14.82
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.5178.3%26.1%65.95101.1%21.6%
25Δ95.5776.9%21.9%70.2089.2%16.9%
30Δ91.2169.6%16.9%72.9287.6%14.7%
35Δ88.6270.0%14.6%75.5886.1%12.5%
40Δ86.7373.7%13.3%78.0285.0%10.8%
45Δ84.8176.9%12.1%80.4583.7%9.2%
50Δ82.5576.6%10.4%82.7782.1%7.8%
55Δ80.3076.2%8.7%85.1080.5%6.4%
60Δ77.9978.9%7.6%87.7681.1%5.4%
65Δ75.6782.1%6.5%90.4681.6%4.5%
70Δ73.1583.8%5.4%93.3981.3%3.5%
75Δ70.5484.9%4.3%97.9086.0%2.8%
80Δ67.7784.4%3.3%104.5094.4%2.2%

20Δ

Calls
Pseudo strike
99.51
IV
78.3%
B/E move
26.1%
Puts
Pseudo strike
65.95
IV
101.1%
B/E move
21.6%

25Δ

Calls
Pseudo strike
95.57
IV
76.9%
B/E move
21.9%
Puts
Pseudo strike
70.20
IV
89.2%
B/E move
16.9%

30Δ

Calls
Pseudo strike
91.21
IV
69.6%
B/E move
16.9%
Puts
Pseudo strike
72.92
IV
87.6%
B/E move
14.7%

35Δ

Calls
Pseudo strike
88.62
IV
70.0%
B/E move
14.6%
Puts
Pseudo strike
75.58
IV
86.1%
B/E move
12.5%

40Δ

Calls
Pseudo strike
86.73
IV
73.7%
B/E move
13.3%
Puts
Pseudo strike
78.02
IV
85.0%
B/E move
10.8%

45Δ

Calls
Pseudo strike
84.81
IV
76.9%
B/E move
12.1%
Puts
Pseudo strike
80.45
IV
83.7%
B/E move
9.2%

50Δ

Calls
Pseudo strike
82.55
IV
76.6%
B/E move
10.4%
Puts
Pseudo strike
82.77
IV
82.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
80.30
IV
76.2%
B/E move
8.7%
Puts
Pseudo strike
85.10
IV
80.5%
B/E move
6.4%

60Δ

Calls
Pseudo strike
77.99
IV
78.9%
B/E move
7.6%
Puts
Pseudo strike
87.76
IV
81.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
75.67
IV
82.1%
B/E move
6.5%
Puts
Pseudo strike
90.46
IV
81.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
73.15
IV
83.8%
B/E move
5.4%
Puts
Pseudo strike
93.39
IV
81.3%
B/E move
3.5%

75Δ

Calls
Pseudo strike
70.54
IV
84.9%
B/E move
4.3%
Puts
Pseudo strike
97.90
IV
86.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
67.77
IV
84.4%
B/E move
3.3%
Puts
Pseudo strike
104.50
IV
94.4%
B/E move
2.2%

Options history

BXC64.6665.5266.382026-10-20: 64.78%2026-10-21: 66.27%Oct 20Oct 21
Table
DateIV
64.78%
66.27%