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BeOne Medicines Ltd. American Depositary Shares ONC

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Market datapartial · fetched 2026-10-23T15:46:06.793Z

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 · 2026-10-23T15:45:19.243234774Z

FundamentalsAlpha Vantage · unavailable

Share price$375.19
1D-0.7%
$372$374$376$378$3795:30 AM6:30 AM9:00 AM1:00 PMONC
Sold putSold call

BeOne Medicines Ltd. American Depositary Shares options

Live interpolated ONC call and put midpoint premiums by absolute delta.BeOne Medicines Ltd. American Depositary Shares$3.04$14.27$25.50$36.73$47.95$318.17$344.95$371.73$398.51$425.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONC spot · $375.19ONC PRICE$4.26$5.61$7.03$8.72$10.47$12.34$14.54$17.32$20.24$23.46$27.06$31.14$35.43$4.92$6.59$8.49$10.46$12.48$14.94$17.62$20.62$23.74$27.62$31.84$37.53$44.72
PutsCheap0.89×
CallsFair1.00×
SkewBearish+1.55 pp
Implied moveBearish±$32.16
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ414.1438.4%11.5%344.8639.8%9.4%
25Δ406.4538.0%9.8%351.3340.0%8.1%
30Δ399.5537.5%8.4%357.1040.1%7.1%
35Δ393.9337.4%7.3%362.7240.0%6.1%
40Δ388.4537.3%6.3%368.1839.4%5.2%
45Δ383.3137.0%5.5%373.4439.3%4.4%
50Δ378.2537.1%4.7%378.6039.5%3.8%
55Δ373.3338.0%4.1%383.8539.4%3.2%
60Δ368.3038.7%3.6%389.1439.2%2.6%
65Δ363.0139.0%3.0%394.8839.2%2.1%
70Δ357.4739.2%2.5%400.8839.3%1.6%
75Δ351.6039.4%2.0%408.0739.9%1.2%
80Δ345.6238.7%1.6%416.6740.7%0.9%

20Δ

Calls
Pseudo strike
414.14
IV
38.4%
B/E move
11.5%
Puts
Pseudo strike
344.86
IV
39.8%
B/E move
9.4%

25Δ

Calls
Pseudo strike
406.45
IV
38.0%
B/E move
9.8%
Puts
Pseudo strike
351.33
IV
40.0%
B/E move
8.1%

30Δ

Calls
Pseudo strike
399.55
IV
37.5%
B/E move
8.4%
Puts
Pseudo strike
357.10
IV
40.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
393.93
IV
37.4%
B/E move
7.3%
Puts
Pseudo strike
362.72
IV
40.0%
B/E move
6.1%

40Δ

Calls
Pseudo strike
388.45
IV
37.3%
B/E move
6.3%
Puts
Pseudo strike
368.18
IV
39.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
383.31
IV
37.0%
B/E move
5.5%
Puts
Pseudo strike
373.44
IV
39.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
378.25
IV
37.1%
B/E move
4.7%
Puts
Pseudo strike
378.60
IV
39.5%
B/E move
3.8%

55Δ

Calls
Pseudo strike
373.33
IV
38.0%
B/E move
4.1%
Puts
Pseudo strike
383.85
IV
39.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
368.30
IV
38.7%
B/E move
3.6%
Puts
Pseudo strike
389.14
IV
39.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
363.01
IV
39.0%
B/E move
3.0%
Puts
Pseudo strike
394.88
IV
39.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
357.47
IV
39.2%
B/E move
2.5%
Puts
Pseudo strike
400.88
IV
39.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
351.60
IV
39.4%
B/E move
2.0%
Puts
Pseudo strike
408.07
IV
39.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
345.62
IV
38.7%
B/E move
1.6%
Puts
Pseudo strike
416.67
IV
40.7%
B/E move
0.9%

Options history

No recorded observations