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Beta Bionics, Inc. Common Stock BBNX

i

Market dataready · fetched 2026-11-07T01:25:27.031Z

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 · 2026-11-06T21:00:02.148964026Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:25:26.644637+00:00

Share price$15.70
1D+2.4%
AH$14.30$14.70$15.11$15.52$15.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBNX
Sold putSold callAH

Beta Bionics, Inc. Common Stock options

Live interpolated BBNX call and put midpoint premiums by absolute delta.Beta Bionics, Inc. Common Stock$1.55$2.91$4.27$5.63$7.00$8.38$12.22$16.05$19.89$23.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BBNX spot · $15.70BBNX PRICE$1.70$1.70$1.74$1.78$1.83$1.88$1.75$1.79$1.83$1.93$2.12$2.30$2.49$2.67$3.34$4.18$5.13$6.60
Puts——
Calls——
Skew——
Implied moveBearish±$4.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.59284.5%31.0%
30Δ13.53245.7%25.2%
35Δ24.38321.2%66.1%14.48206.8%19.4%
40Δ20.11252.6%38.9%15.24180.2%15.3%
45Δ18.14211.9%26.6%15.77168.7%13.1%
50Δ16.97183.4%19.4%16.30157.2%10.9%
55Δ16.17160.6%14.7%16.83145.7%8.7%
60Δ15.38137.9%9.9%17.36134.2%6.5%
65Δ18.21137.6%5.3%
70Δ19.18146.7%4.5%
75Δ20.25155.9%3.7%
80Δ21.85166.1%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.59
IV
284.5%
B/E move
31.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.53
IV
245.7%
B/E move
25.2%

35Δ

Calls
Pseudo strike
24.38
IV
321.2%
B/E move
66.1%
Puts
Pseudo strike
14.48
IV
206.8%
B/E move
19.4%

40Δ

Calls
Pseudo strike
20.11
IV
252.6%
B/E move
38.9%
Puts
Pseudo strike
15.24
IV
180.2%
B/E move
15.3%

45Δ

Calls
Pseudo strike
18.14
IV
211.9%
B/E move
26.6%
Puts
Pseudo strike
15.77
IV
168.7%
B/E move
13.1%

50Δ

Calls
Pseudo strike
16.97
IV
183.4%
B/E move
19.4%
Puts
Pseudo strike
16.30
IV
157.2%
B/E move
10.9%

55Δ

Calls
Pseudo strike
16.17
IV
160.6%
B/E move
14.7%
Puts
Pseudo strike
16.83
IV
145.7%
B/E move
8.7%

60Δ

Calls
Pseudo strike
15.38
IV
137.9%
B/E move
9.9%
Puts
Pseudo strike
17.36
IV
134.2%
B/E move
6.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.21
IV
137.6%
B/E move
5.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.18
IV
146.7%
B/E move
4.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.25
IV
155.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.85
IV
166.1%
B/E move
2.9%

Options history

IV · four-Friday blend91.28%
Daily close
BBNX72.6%122.5%172.4%2026-08-11: 139.59%2026-08-12: 103.16%2026-08-13: 135.76%2026-08-14: 133.69%2026-08-17: 141.94%2026-08-21: 94.36%2026-08-24: 92.97%2026-08-25: 83.55%2026-08-27: 86.43%2026-09-01: 88.02%2026-09-02: 79.49%2026-09-04: 83.33%2026-09-08: 93.09%2026-09-10: 109.36%2026-09-11: 109.65%2026-09-14: 117.90%2026-09-15: 113.83%2026-09-23: 85.18%2026-09-24: 90.09%2026-09-25: 86.58%2026-09-28: 87.83%2026-09-29: 84.53%2026-09-30: 94.78%2026-10-01: 96.47%2026-10-02: 96.82%2026-10-05: 101.31%2026-10-06: 103.87%2026-10-07: 103.59%2026-10-08: 99.17%2026-10-09: 115.27%2026-10-12: 133.89%2026-10-13: 142.22%2026-10-14: 160.48%2026-10-15: 165.52%2026-10-16: 91.61%2026-10-19: 90.16%2026-10-20: 85.83%2026-10-21: 83.54%2026-10-22: 80.13%2026-10-23: 81.05%2026-10-26: 81.84%2026-10-27: 80.87%2026-10-28: 95.06%2026-10-29: 95.99%2026-10-30: 91.28%Aug 11Sep 30Oct 30
45 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
139.59%
103.16%
135.76%
133.69%
141.94%
94.36%
92.97%
83.55%
86.43%
88.02%
79.49%
83.33%
93.09%
109.36%
109.65%
117.90%
113.83%
85.18%
90.09%
86.58%
87.83%
84.53%
94.78%
96.47%
96.82%
101.31%
103.87%
103.59%
99.17%
115.27%
133.89%
142.22%
160.48%
165.52%
91.61%
90.16%
85.83%
83.54%
80.13%
81.05%
81.84%
80.87%
95.06%
95.99%
91.28%