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Bullish BLSH

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-04T04:51:06.591Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:00:00.001722074Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:51:03.879963+00:00

Share price$22.96
1D+0.1%
AH$22.47$22.65$22.82$22.99$23.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLSH
Sold putSold callAH

Bullish options

Live interpolated BLSH call and put midpoint premiums by absolute delta.Bullish$0.14$0.94$1.75$2.55$3.35$20.29$21.51$22.73$23.95$25.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BLSH spot · $22.96BLSH PRICE$0.23$0.31$0.37$0.45$0.55$0.61$0.65$0.81$1.00$1.17$1.34$1.55$0.32$0.30$0.38$0.50$0.63$0.76$0.92$1.14$1.34$1.54$2.12$2.71$3.12
PutsExpensive1.34×
Calls——
Skew——
Implied moveBearish±$1.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.96102.9%9.7%20.96128.6%10.1%
25Δ24.59104.1%8.5%21.7593.7%6.6%
30Δ24.1898.5%6.9%22.0890.7%5.5%
35Δ23.8596.1%5.8%22.3095.8%5.1%
40Δ23.5897.7%5.1%22.54100.3%4.6%
45Δ23.3191.4%4.2%22.80101.3%4.0%
50Δ23.0481.5%3.1%23.07103.5%3.5%
55Δ22.7986.6%2.8%23.38109.1%3.1%
60Δ22.5593.9%2.6%23.69111.1%2.7%
65Δ22.2995.6%2.2%23.99110.8%2.2%
70Δ22.0395.7%1.8%24.61129.9%2.1%
75Δ21.7396.2%1.4%25.26140.8%1.8%
80Δ25.78139.5%1.3%

20Δ

Calls
Pseudo strike
24.96
IV
102.9%
B/E move
9.7%
Puts
Pseudo strike
20.96
IV
128.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
24.59
IV
104.1%
B/E move
8.5%
Puts
Pseudo strike
21.75
IV
93.7%
B/E move
6.6%

30Δ

Calls
Pseudo strike
24.18
IV
98.5%
B/E move
6.9%
Puts
Pseudo strike
22.08
IV
90.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
23.85
IV
96.1%
B/E move
5.8%
Puts
Pseudo strike
22.30
IV
95.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
23.58
IV
97.7%
B/E move
5.1%
Puts
Pseudo strike
22.54
IV
100.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
23.31
IV
91.4%
B/E move
4.2%
Puts
Pseudo strike
22.80
IV
101.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
23.04
IV
81.5%
B/E move
3.1%
Puts
Pseudo strike
23.07
IV
103.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
22.79
IV
86.6%
B/E move
2.8%
Puts
Pseudo strike
23.38
IV
109.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
22.55
IV
93.9%
B/E move
2.6%
Puts
Pseudo strike
23.69
IV
111.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
22.29
IV
95.6%
B/E move
2.2%
Puts
Pseudo strike
23.99
IV
110.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
22.03
IV
95.7%
B/E move
1.8%
Puts
Pseudo strike
24.61
IV
129.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
21.73
IV
96.2%
B/E move
1.4%
Puts
Pseudo strike
25.26
IV
140.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.78
IV
139.5%
B/E move
1.3%

Options history

IV · four-Friday blend94.22%
Daily close
BLSH61.6%86.3%111.1%2026-08-05: 90.87%2026-08-06: 98.44%2026-08-07: 95.11%2026-08-10: 86.12%2026-08-11: 99.55%2026-08-12: 107.68%2026-08-13: 90.02%2026-08-14: 65.22%2026-08-17: 64.98%2026-08-18: 69.36%2026-08-19: 72.50%2026-08-20: 77.99%2026-08-21: 68.53%2026-08-24: 88.38%2026-08-25: 78.20%2026-08-26: 79.25%2026-08-27: 88.04%2026-08-28: 67.23%2026-08-31: 70.43%2026-09-01: 92.56%2026-09-02: 98.70%2026-09-03: 88.39%2026-09-04: 68.27%2026-09-08: 76.43%2026-09-09: 85.13%2026-09-10: 79.34%2026-09-11: 71.92%2026-09-14: 83.82%2026-09-15: 95.09%2026-09-16: 80.83%2026-09-17: 79.24%2026-09-18: 88.93%2026-09-21: 76.22%2026-09-22: 77.04%2026-09-23: 79.16%2026-09-24: 81.55%2026-09-25: 68.41%2026-09-28: 77.80%2026-09-29: 76.84%2026-09-30: 75.31%2026-10-01: 76.69%2026-10-02: 65.04%2026-10-05: 74.51%2026-10-06: 74.53%2026-10-07: 72.79%2026-10-08: 72.66%2026-10-09: 69.90%2026-10-12: 73.47%2026-10-13: 75.03%2026-10-14: 75.20%2026-10-15: 89.55%2026-10-16: 76.14%2026-10-19: 79.04%2026-10-20: 76.21%2026-10-21: 78.70%2026-10-22: 93.16%2026-10-23: 78.37%2026-10-26: 86.16%2026-10-27: 85.49%2026-10-28: 84.60%2026-10-29: 86.83%2026-10-30: 94.22%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
90.87%
98.44%
95.11%
86.12%
99.55%
107.68%
90.02%
65.22%
64.98%
69.36%
72.50%
77.99%
68.53%
88.38%
78.20%
79.25%
88.04%
67.23%
70.43%
92.56%
98.70%
88.39%
68.27%
76.43%
85.13%
79.34%
71.92%
83.82%
95.09%
80.83%
79.24%
88.93%
76.22%
77.04%
79.16%
81.55%
68.41%
77.80%
76.84%
75.31%
76.69%
65.04%
74.51%
74.53%
72.79%
72.66%
69.90%
73.47%
75.03%
75.20%
89.55%
76.14%
79.04%
76.21%
78.70%
93.16%
78.37%
86.16%
85.49%
84.60%
86.83%
94.22%