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BCE BCE 21.49 -0.13 -0.6%

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ATM IV
0.249
Put Call Ratio (OI)
0.316
Put Call Ratio (Vol)
0.367
IV Rank
1.55
IV Percentile
60.6
Max pain
20

Delta exposure (2026-11-09)

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}
11.0
438.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-28.5
28.5
View values by strike
BCE · Delta exposure · 2026-11-09. Delta-weighted share equivalents.
StrikeCallsPuts
13.00 480 -13.8
14.00 95.1 0
15.00 20.9 K -647
16.00 0 -61.3
17.00 862 -2.04 K
18.00 972 -2.96 K
19.00 1.28 K -39.7 K
20.00 1.69 M -75.1 K
21.00 34.9 K -20.9 K
22.00 20.4 K -16.2 K
23.00 23.3 K -17 K
24.00 34.9 K -3.74 K
25.00 67.3 K -10.1 K
26.00 4.61 K -295
27.00 6.05 K -7.55 K
28.00 9.21 K -17.8 K
29.00 315 -96.6
30.00 34.9 K -4.58 K
31.00 24.5 0
32.00 159 0
33.00 3.82 K 0
35.00 215 0