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BrightSpring Health Services, Inc. Common Stock BTSG

i

Market dataready · fetched 2026-11-04T02:47:31.009Z

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 · 2026-11-03T23:26:29.599532879Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T02:47:30.640365+00:00

Share price$69.74
1D+2.2%
AH$66.34$67.29$68.25$69.21$70.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTSG
Sold putSold callAH

BrightSpring Health Services, Inc. Common Stock options

Live interpolated BTSG call and put midpoint premiums by absolute delta.BrightSpring Health Services, Inc. Common Stock$0.52$2.55$4.58$6.61$8.64$55.20$62.56$69.93$77.30$84.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTSG spot · $69.74BTSG PRICE$0.74$0.96$1.29$1.62$1.94$2.27$2.60$3.21$3.92$4.63$5.34$6.05$6.89$0.95$1.23$1.58$1.94$2.30$2.66$3.11$3.81$4.50$5.20$5.90$6.82$8.05
PutsCheap0.69×
CallsCheap0.59×
SkewBearish+2.03 pp
Implied moveBearish±$5.70
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.6646.1%11.0%63.5653.3%10.2%
25Δ74.9044.5%8.8%65.2151.1%8.2%
30Δ73.9644.7%7.9%66.2250.4%7.3%
35Δ73.0344.9%7.0%67.2349.6%6.4%
40Δ72.0945.1%6.2%68.2448.9%5.4%
45Δ71.1645.4%5.3%69.2548.1%4.5%
50Δ70.2245.6%4.4%70.2747.7%3.7%
55Δ69.2146.8%3.9%71.3048.1%3.2%
60Δ68.1848.4%3.4%72.3448.5%2.7%
65Δ67.1450.0%2.9%73.3748.9%2.2%
70Δ66.1151.5%2.5%74.4149.4%1.8%
75Δ65.0853.1%2.0%75.6349.3%1.3%
80Δ63.9649.7%1.6%77.1148.7%1.0%

20Δ

Calls
Pseudo strike
76.66
IV
46.1%
B/E move
11.0%
Puts
Pseudo strike
63.56
IV
53.3%
B/E move
10.2%

25Δ

Calls
Pseudo strike
74.90
IV
44.5%
B/E move
8.8%
Puts
Pseudo strike
65.21
IV
51.1%
B/E move
8.2%

30Δ

Calls
Pseudo strike
73.96
IV
44.7%
B/E move
7.9%
Puts
Pseudo strike
66.22
IV
50.4%
B/E move
7.3%

35Δ

Calls
Pseudo strike
73.03
IV
44.9%
B/E move
7.0%
Puts
Pseudo strike
67.23
IV
49.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
72.09
IV
45.1%
B/E move
6.2%
Puts
Pseudo strike
68.24
IV
48.9%
B/E move
5.4%

45Δ

Calls
Pseudo strike
71.16
IV
45.4%
B/E move
5.3%
Puts
Pseudo strike
69.25
IV
48.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
70.22
IV
45.6%
B/E move
4.4%
Puts
Pseudo strike
70.27
IV
47.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
69.21
IV
46.8%
B/E move
3.9%
Puts
Pseudo strike
71.30
IV
48.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
68.18
IV
48.4%
B/E move
3.4%
Puts
Pseudo strike
72.34
IV
48.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
67.14
IV
50.0%
B/E move
2.9%
Puts
Pseudo strike
73.37
IV
48.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
66.11
IV
51.5%
B/E move
2.5%
Puts
Pseudo strike
74.41
IV
49.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
65.08
IV
53.1%
B/E move
2.0%
Puts
Pseudo strike
75.63
IV
49.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
63.96
IV
49.7%
B/E move
1.6%
Puts
Pseudo strike
77.11
IV
48.7%
B/E move
1.0%

Options history

IV · four-Friday blend44.04%
Daily close
BTSG42.3%50.8%59.2%2026-08-05: 47.12%2026-08-06: 48.43%2026-08-07: 46.02%2026-08-10: 45.01%2026-08-11: 48.29%2026-08-12: 48.75%2026-08-13: 48.98%2026-08-17: 45.06%2026-08-18: 50.66%2026-08-19: 57.81%2026-08-21: 44.36%2026-08-24: 47.14%2026-08-25: 46.10%2026-08-26: 45.83%2026-08-27: 45.03%2026-08-28: 45.06%2026-08-31: 47.83%2026-09-01: 46.50%2026-09-02: 43.46%2026-09-03: 44.66%2026-09-04: 44.63%2026-09-08: 45.73%2026-09-09: 46.44%2026-09-10: 50.50%2026-09-11: 47.92%2026-09-15: 52.81%2026-09-16: 58.07%2026-09-18: 48.55%2026-09-21: 46.24%2026-09-22: 47.32%2026-09-23: 47.38%2026-09-24: 48.85%2026-09-25: 45.98%2026-09-28: 46.49%2026-09-29: 47.38%2026-09-30: 47.42%2026-10-01: 45.19%2026-10-02: 46.14%2026-10-06: 47.78%2026-10-07: 47.33%2026-10-09: 49.78%2026-10-16: 50.04%2026-10-19: 49.32%2026-10-20: 48.66%2026-10-21: 49.04%2026-10-22: 50.20%2026-10-23: 51.29%2026-10-26: 50.61%2026-10-27: 49.30%2026-10-28: 52.63%2026-10-29: 52.00%2026-10-30: 44.04%Aug 5Sep 15Oct 30
52 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
47.12%
48.43%
46.02%
45.01%
48.29%
48.75%
48.98%
45.06%
50.66%
57.81%
44.36%
47.14%
46.10%
45.83%
45.03%
45.06%
47.83%
46.50%
43.46%
44.66%
44.63%
45.73%
46.44%
50.50%
47.92%
52.81%
58.07%
48.55%
46.24%
47.32%
47.38%
48.85%
45.98%
46.49%
47.38%
47.42%
45.19%
46.14%
47.78%
47.33%
49.78%
50.04%
49.32%
48.66%
49.04%
50.20%
51.29%
50.61%
49.30%
52.63%
52.00%
44.04%