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BHP Group Limited American Depositary Shares (Each representing two Ordinary Shares) BHP

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Market datapartial · fetched 2026-11-04T09:38:40.346Z

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 · 2026-11-04T09:35:07.723753251Z

FundamentalsAlpha Vantage · unavailable

Share price$79.83
1D
Price history unavailable.

BHP Group Limited American Depositary Shares (Each representing two Ordinary Shares) options

Live interpolated BHP call and put midpoint premiums by absolute delta.BHP Group Limited American Depositary Shares (Each representing two Ordinary Shares)$0.01$5.31$10.62$15.93$21.23$67.64$72.70$77.76$82.82$87.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BHP spot · $79.83BHP PRICE$0.58$0.76$0.94$1.14$1.35$1.56$1.77$2.00$2.24$2.48$2.72$2.96$0.97$1.30$1.72$2.15$2.67$3.22$3.90$4.74$5.80$7.19$9.50$12.11$19.70
PutsExpensive1.31×
Calls——
Skew——
Implied moveBearish±$5.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.8432.0%7.0%73.7048.7%8.9%
25Δ83.8831.3%6.0%74.9849.3%7.7%
30Δ82.9230.5%5.1%76.0850.2%6.9%
35Δ82.1329.8%4.3%77.1851.0%6.0%
40Δ81.4629.0%3.7%78.2751.8%5.3%
45Δ80.7828.2%3.1%79.3652.6%4.6%
50Δ80.1127.4%2.6%80.5153.8%4.0%
55Δ79.5826.4%2.2%81.7555.8%3.5%
60Δ79.0825.3%1.9%83.1758.6%3.1%
65Δ78.5824.3%1.5%84.8662.7%2.7%
70Δ78.0823.3%1.2%87.4070.8%2.4%
75Δ77.5822.2%0.9%90.3376.9%2.0%
80Δ97.97102.1%2.0%

20Δ

Calls
Pseudo strike
84.84
IV
32.0%
B/E move
7.0%
Puts
Pseudo strike
73.70
IV
48.7%
B/E move
8.9%

25Δ

Calls
Pseudo strike
83.88
IV
31.3%
B/E move
6.0%
Puts
Pseudo strike
74.98
IV
49.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
82.92
IV
30.5%
B/E move
5.1%
Puts
Pseudo strike
76.08
IV
50.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
82.13
IV
29.8%
B/E move
4.3%
Puts
Pseudo strike
77.18
IV
51.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
81.46
IV
29.0%
B/E move
3.7%
Puts
Pseudo strike
78.27
IV
51.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
80.78
IV
28.2%
B/E move
3.1%
Puts
Pseudo strike
79.36
IV
52.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
80.11
IV
27.4%
B/E move
2.6%
Puts
Pseudo strike
80.51
IV
53.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
79.58
IV
26.4%
B/E move
2.2%
Puts
Pseudo strike
81.75
IV
55.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
79.08
IV
25.3%
B/E move
1.9%
Puts
Pseudo strike
83.17
IV
58.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
78.58
IV
24.3%
B/E move
1.5%
Puts
Pseudo strike
84.86
IV
62.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
78.08
IV
23.3%
B/E move
1.2%
Puts
Pseudo strike
87.40
IV
70.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
77.58
IV
22.2%
B/E move
0.9%
Puts
Pseudo strike
90.33
IV
76.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.97
IV
102.1%
B/E move
2.0%

Options history

IV · four-Friday blend34.43%
Daily EOD
BHP32.3%33.5%34.6%2026-10-19: 32.72%2026-10-20: 32.48%2026-10-21: 32.48%2026-10-22: 33.27%2026-10-23: 32.83%2026-10-26: 32.88%2026-10-27: 32.69%2026-10-28: 33.32%2026-10-29: 33.77%2026-10-30: 34.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.72%
32.48%
32.48%
33.27%
32.83%
32.88%
32.69%
33.32%
33.77%
34.43%