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Balchem Corporation BCPC 182.58 7.07 4.03%

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ATM IV
0.215
Put Call Ratio (OI)
0.398
Put Call Ratio (Vol)
0.241
IV Rank
18.5
IV Percentile
14.5
Max pain
175

Delta exposure (2026-11-04)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
16.0
198.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-77.6
77.6
View values by strike
BCPC · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
105.00 0 -2.24
110.00 0 -20.6
115.00 0 -22.3
120.00 98 -25.7
125.00 96.8 -40.1
130.00 0 -63.8
135.00 0 -47.9
140.00 0 -45.9
145.00 0 -7.8
155.00 0 -13.3
160.00 0 -134
165.00 198 -67.1
170.00 1.31 K -86.3
175.00 4.47 K -912
180.00 1.68 K -76
185.00 8.12 K 0
190.00 678 0
195.00 1.78 K 0
200.00 31.9 -69.6
220.00 16.6 0
230.00 4.44 0