ThetaOwl

BHC

Bausch Health Companies Inc.Healthcare
$5.35
Bearish
Mkt Cap: $1.99B|Float: 223.0M|SI: 2.8%|DTC: 2.6
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
41.0%
52W Range
$4-$9
ATR(14)
$0.20
Exp. Move
±3.3%
P/C Ratio
0.58
Earnings
Apr 29
GEX Negative
DEX Long
Net Put Premium
IV High
Max Pain Below
Exp. Move Moderate
Low Put/Call

BHC Key Options Data

IV Rank
100%
Total GEX
$-0.00B
Total DEX
$1.9M
Max Pain
$5.00
Expected Move
±3.3%
Put/Call OI
0.58
Net Premium
$-0.0M
Spot Price
$5.35

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$0.17±3.3%$5.17$5.52
2026-04-1715±$0.15±2.8%$5.20$5.50
2026-04-2422±$1.05±19.6%$4.30$6.40
2026-05-0129±$0.85±15.9%$4.50$6.20
2026-05-1543±$1.17±22.0%$4.17$6.52
2026-07-17106±$1.35±25.2%$4.00$6.70

Explore BHC options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.