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Bausch Health Companies Inc BHC 5.64 -0.03 -0.53%

BHC Delta Exposure (DEX)

BHC (Bausch Health Companies Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.529
Put Call Ratio (OI)
1.95
Put Call Ratio (Vol)
2.9
IV Rank
8.28
IV Percentile
21.9
Max Pain
6

Delta exposure (2026-09-21)

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-9.4
9.4
View values by strike
BHC · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
1.00 157 K -72.8
2.00 24 K -1.6 K
3.00 29 K -549 K
4.00 54.6 K -329 K
5.00 235 K -279 K
5.50 1.2 K -238
6.00 410 K -190 K
7.00 342 K -295 K
7.50 0 -170
8.00 73.8 K 0
9.00 42.5 K 0
10.00 296 K -522 K
11.00 65.8 -193
12.00 51.9 K 0
15.00 56.5 K 0