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Becton, Dickinson and Co. BDX

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-04T07:36:16.723Z

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 · 2026-11-04T00:00:00.002717451Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T07:26:45.241961+00:00

Share price$198.17
1D+0.5%
AH$196.73$197.31$197.89$198.48$199.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBDX
Sold putSold callAH

Becton, Dickinson and Co. options

Live interpolated BDX call and put midpoint premiums by absolute delta.Becton, Dickinson and Co.$1.19$6.61$12.04$17.46$22.89$175.78$186.47$197.16$207.85$218.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BDX spot · $198.17BDX PRICE$1.77$2.30$3.02$3.77$4.52$5.26$6.12$7.13$8.13$9.48$10.86$12.43$14.13$2.16$2.79$3.44$4.31$5.17$6.27$7.39$8.92$10.66$12.40$14.14$17.45$21.32
PutsExpensive1.75×
CallsExpensive1.51×
SkewBearish+4.80 pp
Implied moveBearish±$13.50
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ213.8538.7%8.8%184.3344.3%8.1%
25Δ210.3638.5%7.3%187.4343.0%6.8%
30Δ208.0038.5%6.5%190.3841.4%5.7%
35Δ205.7738.5%5.7%192.6541.5%5.0%
40Δ203.5338.6%5.0%194.9241.5%4.2%
45Δ201.3038.6%4.2%197.1041.7%3.7%
50Δ199.1638.6%3.6%199.2842.0%3.2%
55Δ197.1538.5%3.1%201.7142.4%2.7%
60Δ195.1438.4%2.6%204.2542.9%2.3%
65Δ193.0038.5%2.2%206.7943.5%1.9%
70Δ190.8538.6%1.8%209.3244.0%1.5%
75Δ188.5738.3%1.4%213.2745.9%1.2%
80Δ186.2137.8%1.1%217.7348.4%0.9%

20Δ

Calls
Pseudo strike
213.85
IV
38.7%
B/E move
8.8%
Puts
Pseudo strike
184.33
IV
44.3%
B/E move
8.1%

25Δ

Calls
Pseudo strike
210.36
IV
38.5%
B/E move
7.3%
Puts
Pseudo strike
187.43
IV
43.0%
B/E move
6.8%

30Δ

Calls
Pseudo strike
208.00
IV
38.5%
B/E move
6.5%
Puts
Pseudo strike
190.38
IV
41.4%
B/E move
5.7%

35Δ

Calls
Pseudo strike
205.77
IV
38.5%
B/E move
5.7%
Puts
Pseudo strike
192.65
IV
41.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
203.53
IV
38.6%
B/E move
5.0%
Puts
Pseudo strike
194.92
IV
41.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
201.30
IV
38.6%
B/E move
4.2%
Puts
Pseudo strike
197.10
IV
41.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
199.16
IV
38.6%
B/E move
3.6%
Puts
Pseudo strike
199.28
IV
42.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
197.15
IV
38.5%
B/E move
3.1%
Puts
Pseudo strike
201.71
IV
42.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
195.14
IV
38.4%
B/E move
2.6%
Puts
Pseudo strike
204.25
IV
42.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
193.00
IV
38.5%
B/E move
2.2%
Puts
Pseudo strike
206.79
IV
43.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
190.85
IV
38.6%
B/E move
1.8%
Puts
Pseudo strike
209.32
IV
44.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
188.57
IV
38.3%
B/E move
1.4%
Puts
Pseudo strike
213.27
IV
45.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
186.21
IV
37.8%
B/E move
1.1%
Puts
Pseudo strike
217.73
IV
48.4%
B/E move
0.9%

Options history

IV · four-Friday blend31.28%
Daily close
BDX25.0%28.4%31.7%2026-08-06: 29.63%2026-08-07: 29.45%2026-08-10: 28.59%2026-08-11: 29.44%2026-08-12: 27.68%2026-08-13: 27.27%2026-08-14: 28.10%2026-08-17: 27.66%2026-08-21: 26.94%2026-08-24: 26.81%2026-08-25: 26.39%2026-08-26: 25.69%2026-08-27: 26.43%2026-08-28: 25.77%2026-08-31: 25.95%2026-09-01: 26.77%2026-09-02: 26.22%2026-09-03: 25.48%2026-09-04: 26.22%2026-09-08: 28.22%2026-09-09: 26.78%2026-09-10: 27.83%2026-09-11: 26.01%2026-09-14: 28.60%2026-09-15: 29.30%2026-09-16: 30.26%2026-09-18: 26.32%2026-09-21: 27.91%2026-09-22: 28.43%2026-09-23: 28.18%2026-09-24: 28.69%2026-09-25: 28.29%2026-09-28: 29.29%2026-09-29: 29.45%2026-09-30: 29.34%2026-10-01: 29.19%2026-10-02: 28.21%2026-10-05: 28.36%2026-10-06: 27.48%2026-10-07: 27.70%2026-10-08: 27.78%2026-10-09: 27.61%2026-10-12: 28.14%2026-10-13: 28.74%2026-10-14: 31.28%2026-10-16: 28.15%2026-10-19: 28.91%2026-10-20: 29.61%2026-10-21: 29.61%2026-10-22: 30.28%2026-10-23: 29.96%2026-10-26: 30.75%2026-10-27: 30.12%2026-10-28: 30.93%2026-10-29: 30.92%2026-10-30: 31.28%Aug 6Sep 21Oct 30
56 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
29.63%
29.45%
28.59%
29.44%
27.68%
27.27%
28.10%
27.66%
26.94%
26.81%
26.39%
25.69%
26.43%
25.77%
25.95%
26.77%
26.22%
25.48%
26.22%
28.22%
26.78%
27.83%
26.01%
28.60%
29.30%
30.26%
26.32%
27.91%
28.43%
28.18%
28.69%
28.29%
29.29%
29.45%
29.34%
29.19%
28.21%
28.36%
27.48%
27.70%
27.78%
27.61%
28.14%
28.74%
31.28%
28.15%
28.91%
29.61%
29.61%
30.28%
29.96%
30.75%
30.12%
30.93%
30.92%
31.28%