IntraAlpha
Create free account Start free

Bullish BLSH

i

Market datapartial · fetched 2026-11-06T21:10:10.514Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:10:00.001364124Z

FundamentalsAlpha Vantage · unavailable

Share price$21.31
1D+2.8%
AH$20.43$20.73$21.04$21.34$21.645:30 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$0.18$1.00$1.82$2.64$3.45$17.28$19.33$21.39$23.44$25.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BLSH spot · $21.31BLSH PRICE$0.27$0.36$0.45$0.56$0.69$0.78$0.87$1.10$1.32$1.54$1.75$2.03$2.35$0.29$0.39$0.51$0.64$0.80$0.90$0.95$1.16$1.38$1.53$1.74$3.22
Puts——
CallsCheap0.91×
Skew——
Implied moveBearish±$1.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.7585.9%12.7%19.5082.2%9.8%
25Δ23.3186.8%11.1%19.8782.6%8.6%
30Δ22.8484.6%9.3%20.2083.7%7.6%
35Δ22.4985.9%8.1%20.5285.3%6.7%
40Δ22.1587.4%7.2%20.8487.5%6.0%
45Δ21.8084.0%6.0%21.1484.4%5.0%
50Δ21.4579.0%4.7%21.4375.7%3.9%
55Δ21.1585.7%4.4%21.7577.5%3.3%
60Δ20.8289.9%3.9%22.0780.4%2.9%
65Δ20.4791.5%3.3%22.3476.9%2.3%
70Δ20.1290.7%2.6%22.6775.7%1.8%
75Δ19.7290.7%2.1%24.07115.9%2.1%
80Δ19.3091.2%1.6%

20Δ

Calls
Pseudo strike
23.75
IV
85.9%
B/E move
12.7%
Puts
Pseudo strike
19.50
IV
82.2%
B/E move
9.8%

25Δ

Calls
Pseudo strike
23.31
IV
86.8%
B/E move
11.1%
Puts
Pseudo strike
19.87
IV
82.6%
B/E move
8.6%

30Δ

Calls
Pseudo strike
22.84
IV
84.6%
B/E move
9.3%
Puts
Pseudo strike
20.20
IV
83.7%
B/E move
7.6%

35Δ

Calls
Pseudo strike
22.49
IV
85.9%
B/E move
8.1%
Puts
Pseudo strike
20.52
IV
85.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
22.15
IV
87.4%
B/E move
7.2%
Puts
Pseudo strike
20.84
IV
87.5%
B/E move
6.0%

45Δ

Calls
Pseudo strike
21.80
IV
84.0%
B/E move
6.0%
Puts
Pseudo strike
21.14
IV
84.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
21.45
IV
79.0%
B/E move
4.7%
Puts
Pseudo strike
21.43
IV
75.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
21.15
IV
85.7%
B/E move
4.4%
Puts
Pseudo strike
21.75
IV
77.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
20.82
IV
89.9%
B/E move
3.9%
Puts
Pseudo strike
22.07
IV
80.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
20.47
IV
91.5%
B/E move
3.3%
Puts
Pseudo strike
22.34
IV
76.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
20.12
IV
90.7%
B/E move
2.6%
Puts
Pseudo strike
22.67
IV
75.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
19.72
IV
90.7%
B/E move
2.1%
Puts
Pseudo strike
24.07
IV
115.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
19.30
IV
91.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend94.22%
Daily close
BLSH61.6%86.3%111.1%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%