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Black Diamond Therapeutics, Inc. Common Stock BDTX

i

Market datapartial · fetched 2026-11-05T18:30:59.097Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T18:28:25.369990838Z

FundamentalsAlpha Vantage · unavailable

Share price$1.69
1D
Price history unavailable.

Black Diamond Therapeutics, Inc. Common Stock options

Live interpolated BDTX call and put midpoint premiums by absolute delta.Black Diamond Therapeutics, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBDTX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend195.03%
Daily close
BDTX90.0%198.0%306.0%2026-08-07: 133.55%2026-08-10: 141.58%2026-08-11: 150.20%2026-08-12: 148.48%2026-08-13: 104.87%2026-08-14: 129.39%2026-08-21: 161.28%2026-08-24: 120.49%2026-08-25: 113.26%2026-08-28: 123.60%2026-08-31: 124.37%2026-09-01: 128.02%2026-09-02: 135.86%2026-09-03: 157.59%2026-09-04: 198.56%2026-09-08: 213.47%2026-09-10: 164.58%2026-09-11: 164.24%2026-09-14: 204.79%2026-09-15: 239.71%2026-09-16: 201.68%2026-09-18: 161.00%2026-09-21: 175.16%2026-09-23: 125.94%2026-09-24: 177.44%2026-09-25: 161.42%2026-09-28: 185.52%2026-10-01: 191.08%2026-10-05: 165.58%2026-10-07: 197.41%2026-10-08: 248.43%2026-10-09: 234.77%2026-10-12: 291.06%2026-10-13: 271.26%2026-10-16: 173.94%2026-10-19: 160.77%2026-10-20: 175.91%2026-10-21: 166.79%2026-10-22: 162.10%2026-10-23: 191.08%2026-10-26: 190.14%2026-10-27: 203.12%2026-10-28: 186.45%2026-10-29: 169.56%2026-10-30: 195.03%Aug 7Sep 21Oct 30
45 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
133.55%
141.58%
150.20%
148.48%
104.87%
129.39%
161.28%
120.49%
113.26%
123.60%
124.37%
128.02%
135.86%
157.59%
198.56%
213.47%
164.58%
164.24%
204.79%
239.71%
201.68%
161.00%
175.16%
125.94%
177.44%
161.42%
185.52%
191.08%
165.58%
197.41%
248.43%
234.77%
291.06%
271.26%
173.94%
160.77%
175.91%
166.79%
162.10%
191.08%
190.14%
203.12%
186.45%
169.56%
195.03%