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Black Diamond Therapeutics, Inc. Common Stock BDTX

i

Market datapartial · fetched 2026-11-07T07:42:26.351Z

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 · 2026-11-06T21:00:00.372810353Z

FundamentalsAlpha Vantage · unavailable

Share price$1.74
1D+3.9%
AH$1.64$1.68$1.72$1.76$1.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBDTX
Sold putSold callAH

Black Diamond Therapeutics, Inc. Common Stock options

Live interpolated BDTX call and put midpoint premiums by absolute delta.Black Diamond Therapeutics, Inc. Common Stock$0.41$0.46$0.50$0.55$0.59$1.21$1.47$1.73$1.99$2.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BDTX spot · $1.74BDTX PRICE$0.42$0.44$0.46$0.47$0.47$0.47$0.52$0.58$0.50$0.50$0.50$0.50$0.50$0.50$0.50
Puts——
Calls——
Skew——
Implied moveBearish±$0.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.27645.5%55.7%
25Δ1.46535.7%44.8%
30Δ1.58472.3%38.0%
35Δ1.67421.8%32.5%
40Δ1.77371.3%26.9%
45Δ6.39710.6%292.4%1.86320.8%21.4%
50Δ4.89614.0%206.8%1.96270.3%15.8%
55Δ3.38517.3%121.3%
60Δ1.98423.1%41.6%
65Δ1.76355.8%28.5%
70Δ1.53288.6%15.5%
75Δ1.41264.1%11.6%
80Δ1.31245.8%9.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
645.5%
B/E move
55.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.46
IV
535.7%
B/E move
44.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.58
IV
472.3%
B/E move
38.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.67
IV
421.8%
B/E move
32.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.77
IV
371.3%
B/E move
26.9%

45Δ

Calls
Pseudo strike
6.39
IV
710.6%
B/E move
292.4%
Puts
Pseudo strike
1.86
IV
320.8%
B/E move
21.4%

50Δ

Calls
Pseudo strike
4.89
IV
614.0%
B/E move
206.8%
Puts
Pseudo strike
1.96
IV
270.3%
B/E move
15.8%

55Δ

Calls
Pseudo strike
3.38
IV
517.3%
B/E move
121.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.98
IV
423.1%
B/E move
41.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.76
IV
355.8%
B/E move
28.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.53
IV
288.6%
B/E move
15.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.41
IV
264.1%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.31
IV
245.8%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend195.03%
Daily close
BDTX90.0%198.0%306.0%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 10Sep 21Oct 30
44 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%