IntraAlpha
Create free account Start free

BeiGene, Ltd. ONC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T20:49:58.229Z

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 · 2026-10-23T20:28:26.333857086Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T20:43:42.010674+00:00

Share price$377.63
1D-0.1%
AH$372$374$376$378$3795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONC
Sold putSold callAH

BeiGene, Ltd. options

Live interpolated ONC call and put midpoint premiums by absolute delta.BeiGene, Ltd.$3.14$13.96$24.78$35.59$46.41$320.33$347.42$374.50$401.58$428.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONC spot · $377.63ONC PRICE$4.31$5.67$7.23$8.99$10.89$12.98$15.15$17.77$20.49$23.73$27.05$31.35$36.41$4.76$6.40$8.13$10.17$12.25$14.55$16.98$20.05$23.25$26.87$31.27$36.81$43.29
PutsCheap0.86×
CallsFair1.02×
SkewBullish-0.36 pp
Implied moveBearish±$32.13
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ417.1238.7%11.6%347.9938.6%9.1%
25Δ409.1138.2%9.8%354.3138.5%7.9%
30Δ402.7438.1%8.6%360.2038.5%6.8%
35Δ396.9038.3%7.5%365.5038.5%5.9%
40Δ391.4638.7%6.5%370.7638.5%5.1%
45Δ386.1838.7%5.7%375.8138.2%4.3%
50Δ380.9738.7%4.9%380.8937.9%3.6%
55Δ375.8238.8%4.2%386.0538.1%3.1%
60Δ370.6839.0%3.6%391.2938.2%2.5%
65Δ365.3239.1%3.0%396.7738.1%2.0%
70Δ359.9339.2%2.5%402.8838.3%1.6%
75Δ353.8739.3%2.0%409.8939.1%1.2%
80Δ347.1739.7%1.6%417.8039.3%0.8%

20Δ

Calls
Pseudo strike
417.12
IV
38.7%
B/E move
11.6%
Puts
Pseudo strike
347.99
IV
38.6%
B/E move
9.1%

25Δ

Calls
Pseudo strike
409.11
IV
38.2%
B/E move
9.8%
Puts
Pseudo strike
354.31
IV
38.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
402.74
IV
38.1%
B/E move
8.6%
Puts
Pseudo strike
360.20
IV
38.5%
B/E move
6.8%

35Δ

Calls
Pseudo strike
396.90
IV
38.3%
B/E move
7.5%
Puts
Pseudo strike
365.50
IV
38.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
391.46
IV
38.7%
B/E move
6.5%
Puts
Pseudo strike
370.76
IV
38.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
386.18
IV
38.7%
B/E move
5.7%
Puts
Pseudo strike
375.81
IV
38.2%
B/E move
4.3%

50Δ

Calls
Pseudo strike
380.97
IV
38.7%
B/E move
4.9%
Puts
Pseudo strike
380.89
IV
37.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
375.82
IV
38.8%
B/E move
4.2%
Puts
Pseudo strike
386.05
IV
38.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
370.68
IV
39.0%
B/E move
3.6%
Puts
Pseudo strike
391.29
IV
38.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
365.32
IV
39.1%
B/E move
3.0%
Puts
Pseudo strike
396.77
IV
38.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
359.93
IV
39.2%
B/E move
2.5%
Puts
Pseudo strike
402.88
IV
38.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
353.87
IV
39.3%
B/E move
2.0%
Puts
Pseudo strike
409.89
IV
39.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
347.17
IV
39.7%
B/E move
1.6%
Puts
Pseudo strike
417.80
IV
39.3%
B/E move
0.8%

Options history

No recorded observations