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BeOne Medicines Ltd. American Depositary Shares ONC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-04T02:47:02.290Z

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 · 2026-11-03T21:32:58.014914464Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T02:47:01.831791+00:00

Share price$355.00
1D+1.3%
AH$350$352$354$356$3585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONC
Sold putSold callAH

BeOne Medicines Ltd. American Depositary Shares options

Live interpolated ONC call and put midpoint premiums by absolute delta.BeOne Medicines Ltd. American Depositary Shares$2.80$11.95$21.09$30.24$39.39$307.26$330.22$353.17$376.13$399.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONC spot · $355.00ONC PRICE$3.79$5.06$6.46$7.95$9.64$11.40$13.39$15.56$17.97$20.89$23.90$27.24$30.84$4.16$5.64$7.17$8.97$10.82$12.92$15.16$17.63$20.45$23.54$27.45$31.77$36.75
PutsCheap0.90×
CallsExpensive1.44×
SkewNeutral-0.12 pp
Implied moveBearish±$28.55
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ388.8246.2%10.6%328.6246.0%8.6%
25Δ382.4746.2%9.2%333.9546.3%7.5%
30Δ376.8046.3%8.0%339.0846.4%6.5%
35Δ371.5646.3%6.9%343.8046.5%5.7%
40Δ366.7046.3%6.0%348.4346.5%4.9%
45Δ362.0046.3%5.2%352.9546.4%4.2%
50Δ357.4446.2%4.5%357.4146.2%3.6%
55Δ352.9746.2%3.8%361.9446.0%3.0%
60Δ348.4346.3%3.2%366.5545.9%2.5%
65Δ343.7246.7%2.7%371.3545.8%2.0%
70Δ338.9646.8%2.2%376.7146.0%1.6%
75Δ334.0146.2%1.8%382.4246.1%1.2%
80Δ328.8745.6%1.3%388.6846.0%0.9%

20Δ

Calls
Pseudo strike
388.82
IV
46.2%
B/E move
10.6%
Puts
Pseudo strike
328.62
IV
46.0%
B/E move
8.6%

25Δ

Calls
Pseudo strike
382.47
IV
46.2%
B/E move
9.2%
Puts
Pseudo strike
333.95
IV
46.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
376.80
IV
46.3%
B/E move
8.0%
Puts
Pseudo strike
339.08
IV
46.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
371.56
IV
46.3%
B/E move
6.9%
Puts
Pseudo strike
343.80
IV
46.5%
B/E move
5.7%

40Δ

Calls
Pseudo strike
366.70
IV
46.3%
B/E move
6.0%
Puts
Pseudo strike
348.43
IV
46.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
362.00
IV
46.3%
B/E move
5.2%
Puts
Pseudo strike
352.95
IV
46.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
357.44
IV
46.2%
B/E move
4.5%
Puts
Pseudo strike
357.41
IV
46.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
352.97
IV
46.2%
B/E move
3.8%
Puts
Pseudo strike
361.94
IV
46.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
348.43
IV
46.3%
B/E move
3.2%
Puts
Pseudo strike
366.55
IV
45.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
343.72
IV
46.7%
B/E move
2.7%
Puts
Pseudo strike
371.35
IV
45.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
338.96
IV
46.8%
B/E move
2.2%
Puts
Pseudo strike
376.71
IV
46.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
334.01
IV
46.2%
B/E move
1.8%
Puts
Pseudo strike
382.42
IV
46.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
328.87
IV
45.6%
B/E move
1.3%
Puts
Pseudo strike
388.68
IV
46.0%
B/E move
0.9%

Options history

IV · four-Friday blend40.88%
Daily EOD
ONC35.6%38.4%41.3%2026-10-19: 38.05%2026-10-20: 36.30%2026-10-21: 36.00%2026-10-22: 37.29%2026-10-23: 37.46%2026-10-26: 38.19%2026-10-27: 38.16%2026-10-28: 38.49%2026-10-29: 38.63%2026-10-30: 40.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.05%
36.30%
36.00%
37.29%
37.46%
38.19%
38.16%
38.49%
38.63%
40.88%