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BillionToOne, Inc. Class A Common Stock BLLN

i

Market datapartial · fetched 2026-11-04T09:49:30.286Z

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 · 2026-11-03T22:31:57.991222933Z

FundamentalsAlpha Vantage · unavailable

Share price$110.18
1D-1.2%
AH$109$110$111$113$1145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLLN
Sold putSold callAH

BillionToOne, Inc. Class A Common Stock options

Live interpolated BLLN call and put midpoint premiums by absolute delta.BillionToOne, Inc. Class A 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 PRICEBLLN 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 blend73.43%
Daily close
BLLN60.9%68.7%76.6%2026-08-06: 70.84%2026-08-07: 68.25%2026-08-10: 66.61%2026-08-11: 66.42%2026-08-12: 63.96%2026-08-13: 64.90%2026-08-14: 62.01%2026-08-17: 62.03%2026-08-19: 67.61%2026-08-20: 65.08%2026-08-21: 63.95%2026-08-24: 66.24%2026-08-25: 64.70%2026-08-26: 65.85%2026-08-27: 65.47%2026-08-28: 62.53%2026-08-31: 65.36%2026-09-01: 65.60%2026-09-02: 65.20%2026-09-03: 63.97%2026-09-04: 64.74%2026-09-08: 67.71%2026-09-09: 65.77%2026-09-10: 65.11%2026-09-11: 64.91%2026-09-14: 68.98%2026-09-15: 69.06%2026-09-16: 70.60%2026-09-17: 68.30%2026-09-18: 64.68%2026-09-21: 64.60%2026-09-22: 63.96%2026-09-23: 63.73%2026-09-24: 64.76%2026-09-25: 65.18%2026-09-28: 66.15%2026-09-29: 66.30%2026-09-30: 65.62%2026-10-01: 65.73%2026-10-02: 65.29%2026-10-05: 65.77%2026-10-06: 65.13%2026-10-07: 67.06%2026-10-08: 65.02%2026-10-09: 67.26%2026-10-12: 70.32%2026-10-13: 75.49%2026-10-14: 71.60%2026-10-16: 68.82%2026-10-19: 69.40%2026-10-20: 67.89%2026-10-21: 68.19%2026-10-22: 69.30%2026-10-23: 71.55%2026-10-26: 72.78%2026-10-27: 72.31%2026-10-28: 71.93%2026-10-29: 71.72%2026-10-30: 73.43%Aug 6Sep 18Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
70.84%
68.25%
66.61%
66.42%
63.96%
64.90%
62.01%
62.03%
67.61%
65.08%
63.95%
66.24%
64.70%
65.85%
65.47%
62.53%
65.36%
65.60%
65.20%
63.97%
64.74%
67.71%
65.77%
65.11%
64.91%
68.98%
69.06%
70.60%
68.30%
64.68%
64.60%
63.96%
63.73%
64.76%
65.18%
66.15%
66.30%
65.62%
65.73%
65.29%
65.77%
65.13%
67.06%
65.02%
67.26%
70.32%
75.49%
71.60%
68.82%
69.40%
67.89%
68.19%
69.30%
71.55%
72.78%
72.31%
71.93%
71.72%
73.43%