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BeOne Medicines Ltd. American Depositary Shares ONC

i

Market dataready · fetched 2026-11-13T10:48:54.960Z

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 · 2026-11-12T21:00:00.377187379Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T10:48:54.436811+00:00

Share price$415.96
1D-1.4%
AH$415$417$419$421$4235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONC
Sold putSold callAH

BeOne Medicines Ltd. American Depositary Shares options

Live interpolated ONC call and put midpoint premiums by absolute delta.BeOne Medicines Ltd. American Depositary Shares$2.06$8.01$13.97$19.92$25.88$371.79$392.36$412.93$433.50$454.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONC spot · $415.96ONC PRICE$2.84$3.78$4.73$5.83$6.97$8.10$9.68$11.27$12.86$15.15$17.66$20.17$24.16$2.70$3.55$4.43$5.31$6.40$7.69$8.97$10.26$12.29$14.48$16.67$19.90$23.74
PutsCheap0.63×
CallsCheap0.86×
SkewBullish-5.61 pp
Implied moveBullish±$18.65
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ439.8145.4%6.4%397.5940.0%5.1%
25Δ435.3144.9%5.6%401.4439.9%4.3%
30Δ430.8244.4%4.7%404.8738.9%3.7%
35Δ427.1443.9%4.1%408.3037.9%3.1%
40Δ423.6443.4%3.5%411.3737.3%2.6%
45Δ420.1542.9%3.0%414.0837.1%2.3%
50Δ417.0142.9%2.6%416.7937.0%2.0%
55Δ413.8842.9%2.2%419.5036.9%1.6%
60Δ410.7643.0%1.8%422.5537.3%1.4%
65Δ407.2643.4%1.6%425.6937.9%1.1%
70Δ403.6544.0%1.3%428.8238.4%0.9%
75Δ400.0444.6%1.0%432.8739.4%0.7%
80Δ395.1445.5%0.8%437.4740.5%0.5%

20Δ

Calls
Pseudo strike
439.81
IV
45.4%
B/E move
6.4%
Puts
Pseudo strike
397.59
IV
40.0%
B/E move
5.1%

25Δ

Calls
Pseudo strike
435.31
IV
44.9%
B/E move
5.6%
Puts
Pseudo strike
401.44
IV
39.9%
B/E move
4.3%

30Δ

Calls
Pseudo strike
430.82
IV
44.4%
B/E move
4.7%
Puts
Pseudo strike
404.87
IV
38.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
427.14
IV
43.9%
B/E move
4.1%
Puts
Pseudo strike
408.30
IV
37.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
423.64
IV
43.4%
B/E move
3.5%
Puts
Pseudo strike
411.37
IV
37.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
420.15
IV
42.9%
B/E move
3.0%
Puts
Pseudo strike
414.08
IV
37.1%
B/E move
2.3%

50Δ

Calls
Pseudo strike
417.01
IV
42.9%
B/E move
2.6%
Puts
Pseudo strike
416.79
IV
37.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
413.88
IV
42.9%
B/E move
2.2%
Puts
Pseudo strike
419.50
IV
36.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
410.76
IV
43.0%
B/E move
1.8%
Puts
Pseudo strike
422.55
IV
37.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
407.26
IV
43.4%
B/E move
1.6%
Puts
Pseudo strike
425.69
IV
37.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
403.65
IV
44.0%
B/E move
1.3%
Puts
Pseudo strike
428.82
IV
38.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
400.04
IV
44.6%
B/E move
1.0%
Puts
Pseudo strike
432.87
IV
39.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
395.14
IV
45.5%
B/E move
0.8%
Puts
Pseudo strike
437.47
IV
40.5%
B/E move
0.5%

Options history

IV · four-Friday blend40.88%
Daily EOD
ONC35.6%38.4%41.3%2026-10-19: 38.05%2026-10-20: 36.30%2026-10-21: 36.00%2026-10-22: 37.29%2026-10-23: 37.46%2026-10-26: 38.19%2026-10-27: 38.16%2026-10-28: 38.49%2026-10-29: 38.63%2026-10-30: 40.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.05%
36.30%
36.00%
37.29%
37.46%
38.19%
38.16%
38.49%
38.63%
40.88%