Share price$61.49
1D+4.9%
Sold putSold callAH
BXP, Inc. BXP
i
Market datapartial · fetched 2026-10-22T21:53:16.063Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.003265472Z
FundamentalsAlpha Vantage · unavailable
BXP, Inc. options
PutsExpensive1.33×
CallsFair0.99×
SkewBearish+6.95 pp
Implied moveBearish±$4.83
TiltBearish16.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 66.75 | 31.0% | 9.5% | 56.32 | 40.7% | 9.8% |
| 25Δ | 65.73 | 30.7% | 8.1% | 57.32 | 42.2% | 8.7% |
| 30Δ | 64.79 | 30.5% | 6.9% | 58.40 | 40.0% | 7.3% |
| 35Δ | 64.06 | 30.6% | 6.2% | 59.51 | 36.9% | 5.8% |
| 40Δ | 63.33 | 30.6% | 5.4% | 60.44 | 35.8% | 4.8% |
| 45Δ | 62.59 | 30.6% | 4.6% | 61.24 | 36.2% | 4.2% |
| 50Δ | 61.90 | 31.0% | 4.0% | 62.03 | 36.7% | 3.6% |
| 55Δ | 61.21 | 31.4% | 3.5% | 62.83 | 36.7% | 3.0% |
| 60Δ | 60.52 | 31.8% | 3.0% | 63.65 | 36.2% | 2.5% |
| 65Δ | 59.83 | 31.8% | 2.6% | 64.46 | 35.7% | 2.0% |
| 70Δ | 59.16 | 30.7% | 2.1% | 65.38 | 35.5% | 1.5% |
| 75Δ | 58.49 | 29.6% | 1.7% | 66.50 | 36.1% | 1.1% |
| 80Δ | 57.81 | 28.5% | 1.3% | 68.40 | 40.5% | 0.9% |
20Δ
- Pseudo strike
- 66.75
- IV
- 31.0%
- B/E move
- 9.5%
- Pseudo strike
- 56.32
- IV
- 40.7%
- B/E move
- 9.8%
25Δ
- Pseudo strike
- 65.73
- IV
- 30.7%
- B/E move
- 8.1%
- Pseudo strike
- 57.32
- IV
- 42.2%
- B/E move
- 8.7%
30Δ
- Pseudo strike
- 64.79
- IV
- 30.5%
- B/E move
- 6.9%
- Pseudo strike
- 58.40
- IV
- 40.0%
- B/E move
- 7.3%
35Δ
- Pseudo strike
- 64.06
- IV
- 30.6%
- B/E move
- 6.2%
- Pseudo strike
- 59.51
- IV
- 36.9%
- B/E move
- 5.8%
40Δ
- Pseudo strike
- 63.33
- IV
- 30.6%
- B/E move
- 5.4%
- Pseudo strike
- 60.44
- IV
- 35.8%
- B/E move
- 4.8%
45Δ
- Pseudo strike
- 62.59
- IV
- 30.6%
- B/E move
- 4.6%
- Pseudo strike
- 61.24
- IV
- 36.2%
- B/E move
- 4.2%
50Δ
- Pseudo strike
- 61.90
- IV
- 31.0%
- B/E move
- 4.0%
- Pseudo strike
- 62.03
- IV
- 36.7%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 61.21
- IV
- 31.4%
- B/E move
- 3.5%
- Pseudo strike
- 62.83
- IV
- 36.7%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- 60.52
- IV
- 31.8%
- B/E move
- 3.0%
- Pseudo strike
- 63.65
- IV
- 36.2%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 59.83
- IV
- 31.8%
- B/E move
- 2.6%
- Pseudo strike
- 64.46
- IV
- 35.7%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 59.16
- IV
- 30.7%
- B/E move
- 2.1%
- Pseudo strike
- 65.38
- IV
- 35.5%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 58.49
- IV
- 29.6%
- B/E move
- 1.7%
- Pseudo strike
- 66.50
- IV
- 36.1%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 57.81
- IV
- 28.5%
- B/E move
- 1.3%
- Pseudo strike
- 68.40
- IV
- 40.5%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 30.81% | |
| 31.36% |