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Boyd Gaming Corporation BYD

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-11-03T22:06:07.283Z

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 · 2026-11-03T21:10:00.001797556Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T22:01:36.528705+00:00

Share price$76.76
1D-1.2%
AH$76.49$76.84$77.19$77.54$77.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBYD
Sold putSold callAH

Boyd Gaming Corporation options

Live interpolated BYD call and put midpoint premiums by absolute delta.Boyd Gaming Corporation$0.54$2.11$3.68$5.25$6.82$67.42$72.15$76.89$81.63$86.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BYD spot · $76.76BYD PRICE$0.71$0.93$1.22$1.50$1.78$2.18$2.66$3.14$3.69$4.41$5.14$6.36$0.96$1.06$1.22$1.57$1.92$2.27$2.64$3.07$3.49$3.91
Puts——
Calls——
Skew——
Implied moveBalanced±$4.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ80.4529.1%5.7%72.9337.8%6.2%
30Δ79.6929.7%5.0%74.1433.0%4.8%
35Δ79.0530.7%4.6%75.1929.7%3.6%
40Δ78.4131.6%4.1%75.8330.5%3.3%
45Δ77.7632.6%3.6%76.4731.3%2.9%
50Δ77.0633.7%3.2%77.1132.1%2.5%
55Δ76.3135.0%2.9%77.7832.4%2.1%
60Δ75.5636.4%2.5%78.4732.0%1.8%
65Δ74.7537.6%2.2%79.1631.6%1.4%
70Δ73.7738.8%1.8%79.8631.2%1.1%
75Δ72.7939.9%1.5%
80Δ71.3542.8%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
80.45
IV
29.1%
B/E move
5.7%
Puts
Pseudo strike
72.93
IV
37.8%
B/E move
6.2%

30Δ

Calls
Pseudo strike
79.69
IV
29.7%
B/E move
5.0%
Puts
Pseudo strike
74.14
IV
33.0%
B/E move
4.8%

35Δ

Calls
Pseudo strike
79.05
IV
30.7%
B/E move
4.6%
Puts
Pseudo strike
75.19
IV
29.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
78.41
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
75.83
IV
30.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
77.76
IV
32.6%
B/E move
3.6%
Puts
Pseudo strike
76.47
IV
31.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
77.06
IV
33.7%
B/E move
3.2%
Puts
Pseudo strike
77.11
IV
32.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
76.31
IV
35.0%
B/E move
2.9%
Puts
Pseudo strike
77.78
IV
32.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
75.56
IV
36.4%
B/E move
2.5%
Puts
Pseudo strike
78.47
IV
32.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
74.75
IV
37.6%
B/E move
2.2%
Puts
Pseudo strike
79.16
IV
31.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
73.77
IV
38.8%
B/E move
1.8%
Puts
Pseudo strike
79.86
IV
31.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
72.79
IV
39.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
71.35
IV
42.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.70%
Daily EOD
BYD26.9%30.1%33.3%2026-10-19: 28.84%2026-10-20: 29.05%2026-10-21: 29.69%2026-10-22: 32.83%2026-10-23: 29.34%2026-10-26: 28.86%2026-10-27: 27.98%2026-10-28: 27.38%2026-10-29: 27.82%2026-10-30: 28.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.84%
29.05%
29.69%
32.83%
29.34%
28.86%
27.98%
27.38%
27.82%
28.70%