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BXP, Inc. BXP

i

Market dataready · fetched 2026-11-12T02:44:34.900Z

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 · 2026-11-12T00:00:00.002724293Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:44:34.448508+00:00

Share price$63.44
1D-0.2%
AH$63.04$63.23$63.42$63.61$63.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBXP
Sold putSold callAH

BXP, Inc. options

Live interpolated BXP call and put midpoint premiums by absolute delta.BXP, Inc.$0.28$1.15$2.01$2.88$3.75$59.34$61.56$63.79$66.01$68.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BXP spot · $63.44BXP PRICE$0.38$0.46$0.55$0.71$0.88$1.06$1.24$1.42$1.60$1.82$2.19$2.57$2.94$0.41$0.54$0.67$0.80$0.99$1.22$1.45$1.68$1.90$2.13$2.53$3.02$3.50
PutsExpensive1.10×
CallsCheap0.76×
SkewBearish+2.64 pp
Implied moveBearish±$2.69
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.8235.3%5.9%60.6633.9%5.0%
25Δ66.0232.6%4.8%61.2033.5%4.4%
30Δ65.2229.9%3.7%61.7533.2%3.7%
35Δ64.7229.3%3.1%62.3032.8%3.1%
40Δ64.3429.4%2.8%62.7632.7%2.6%
45Δ63.9629.5%2.5%63.1932.7%2.3%
50Δ63.5829.7%2.2%63.6132.7%2.0%
55Δ63.2029.8%1.9%64.0332.8%1.7%
60Δ62.8129.9%1.5%64.4532.8%1.4%
65Δ62.4130.0%1.2%64.8732.8%1.1%
70Δ61.9229.9%1.1%65.4232.9%0.9%
75Δ61.4229.8%0.9%66.0233.0%0.7%
80Δ60.9329.7%0.7%66.6233.2%0.5%

20Δ

Calls
Pseudo strike
66.82
IV
35.3%
B/E move
5.9%
Puts
Pseudo strike
60.66
IV
33.9%
B/E move
5.0%

25Δ

Calls
Pseudo strike
66.02
IV
32.6%
B/E move
4.8%
Puts
Pseudo strike
61.20
IV
33.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
65.22
IV
29.9%
B/E move
3.7%
Puts
Pseudo strike
61.75
IV
33.2%
B/E move
3.7%

35Δ

Calls
Pseudo strike
64.72
IV
29.3%
B/E move
3.1%
Puts
Pseudo strike
62.30
IV
32.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
64.34
IV
29.4%
B/E move
2.8%
Puts
Pseudo strike
62.76
IV
32.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
63.96
IV
29.5%
B/E move
2.5%
Puts
Pseudo strike
63.19
IV
32.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
63.58
IV
29.7%
B/E move
2.2%
Puts
Pseudo strike
63.61
IV
32.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
63.20
IV
29.8%
B/E move
1.9%
Puts
Pseudo strike
64.03
IV
32.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
62.81
IV
29.9%
B/E move
1.5%
Puts
Pseudo strike
64.45
IV
32.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
62.41
IV
30.0%
B/E move
1.2%
Puts
Pseudo strike
64.87
IV
32.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
61.92
IV
29.9%
B/E move
1.1%
Puts
Pseudo strike
65.42
IV
32.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
61.42
IV
29.8%
B/E move
0.9%
Puts
Pseudo strike
66.02
IV
33.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
60.93
IV
29.7%
B/E move
0.7%
Puts
Pseudo strike
66.62
IV
33.2%
B/E move
0.5%

Options history

IV · four-Friday blend29.41%
Daily close
BXP25.7%29.9%34.2%2026-08-13: 27.21%2026-08-14: 26.67%2026-08-17: 28.39%2026-08-19: 28.91%2026-08-20: 32.05%2026-08-21: 26.95%2026-08-24: 26.59%2026-08-25: 26.38%2026-08-26: 26.98%2026-08-27: 26.29%2026-08-28: 27.37%2026-08-31: 27.63%2026-09-01: 28.01%2026-09-02: 29.54%2026-09-03: 27.11%2026-09-04: 28.25%2026-09-08: 30.03%2026-09-09: 28.95%2026-09-10: 29.70%2026-09-11: 27.81%2026-09-14: 30.21%2026-09-18: 29.44%2026-09-21: 29.47%2026-09-22: 29.09%2026-09-23: 29.24%2026-09-24: 29.65%2026-09-25: 29.16%2026-09-28: 29.56%2026-09-29: 29.86%2026-09-30: 29.90%2026-10-01: 30.04%2026-10-02: 30.32%2026-10-05: 30.94%2026-10-06: 30.59%2026-10-07: 30.20%2026-10-08: 29.84%2026-10-09: 30.14%2026-10-13: 30.99%2026-10-14: 33.58%2026-10-16: 31.16%2026-10-19: 31.35%2026-10-20: 30.81%2026-10-21: 31.37%2026-10-22: 31.57%2026-10-23: 31.29%2026-10-26: 32.19%2026-10-27: 31.72%2026-10-28: 29.87%2026-10-29: 29.21%2026-10-30: 29.41%Aug 13Sep 23Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
27.21%
26.67%
28.39%
28.91%
32.05%
26.95%
26.59%
26.38%
26.98%
26.29%
27.37%
27.63%
28.01%
29.54%
27.11%
28.25%
30.03%
28.95%
29.70%
27.81%
30.21%
29.44%
29.47%
29.09%
29.24%
29.65%
29.16%
29.56%
29.86%
29.90%
30.04%
30.32%
30.94%
30.59%
30.20%
29.84%
30.14%
30.99%
33.58%
31.16%
31.35%
30.81%
31.37%
31.57%
31.29%
32.19%
31.72%
29.87%
29.21%
29.41%