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Bicara Therapeutics Inc. Common Stock BCAX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T13:49:34.060Z

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 · 2026-11-11T13:05:21.723493382Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:49:33.701958+00:00

Share price$10.24
1D
Price history unavailable.

Bicara Therapeutics Inc. Common Stock options

Live interpolated BCAX call and put midpoint premiums by absolute delta.Bicara Therapeutics Inc. Common Stock$0.30$1.89$3.48$5.07$6.66$7.16$8.72$10.28$11.84$13.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BCAX spot · $10.24BCAX PRICE$0.47$0.73$0.99$1.25$1.51$1.77$2.03$2.29$2.41$2.43$2.45$2.49$2.55$2.60$2.66$2.71$2.76$3.31$5.00$6.20
Puts——
Calls——
Skew——
Implied moveBearish±$4.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.23160.2%24.0%8.25594.9%43.1%
30Δ11.94187.2%23.7%9.06508.1%35.3%
35Δ11.64214.1%23.3%9.86421.2%27.6%
40Δ11.35241.1%23.0%10.32379.7%23.6%
45Δ11.06268.1%22.7%10.70347.3%20.4%
50Δ10.77295.1%22.4%11.08314.9%17.2%
55Δ10.47322.0%22.1%11.47282.4%14.0%
60Δ10.18349.0%21.8%11.85250.0%10.7%
65Δ12.23217.6%7.5%
70Δ13.02208.9%5.2%
75Δ14.74255.7%4.8%
80Δ16.05262.1%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.23
IV
160.2%
B/E move
24.0%
Puts
Pseudo strike
8.25
IV
594.9%
B/E move
43.1%

30Δ

Calls
Pseudo strike
11.94
IV
187.2%
B/E move
23.7%
Puts
Pseudo strike
9.06
IV
508.1%
B/E move
35.3%

35Δ

Calls
Pseudo strike
11.64
IV
214.1%
B/E move
23.3%
Puts
Pseudo strike
9.86
IV
421.2%
B/E move
27.6%

40Δ

Calls
Pseudo strike
11.35
IV
241.1%
B/E move
23.0%
Puts
Pseudo strike
10.32
IV
379.7%
B/E move
23.6%

45Δ

Calls
Pseudo strike
11.06
IV
268.1%
B/E move
22.7%
Puts
Pseudo strike
10.70
IV
347.3%
B/E move
20.4%

50Δ

Calls
Pseudo strike
10.77
IV
295.1%
B/E move
22.4%
Puts
Pseudo strike
11.08
IV
314.9%
B/E move
17.2%

55Δ

Calls
Pseudo strike
10.47
IV
322.0%
B/E move
22.1%
Puts
Pseudo strike
11.47
IV
282.4%
B/E move
14.0%

60Δ

Calls
Pseudo strike
10.18
IV
349.0%
B/E move
21.8%
Puts
Pseudo strike
11.85
IV
250.0%
B/E move
10.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.23
IV
217.6%
B/E move
7.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.02
IV
208.9%
B/E move
5.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.74
IV
255.7%
B/E move
4.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.05
IV
262.1%
B/E move
3.8%

Options history

IV · four-Friday blend198.08%
Daily close
BCAX57.2%145.5%233.9%2026-08-13: 98.46%2026-08-14: 96.58%2026-08-17: 90.61%2026-08-18: 117.37%2026-08-20: 189.35%2026-08-21: 81.75%2026-08-24: 69.37%2026-08-25: 71.87%2026-08-26: 77.41%2026-08-27: 75.43%2026-08-28: 89.33%2026-08-31: 76.56%2026-09-01: 83.24%2026-09-02: 81.87%2026-09-03: 83.82%2026-09-04: 84.85%2026-09-08: 104.35%2026-09-09: 99.91%2026-09-10: 82.08%2026-09-11: 83.12%2026-09-14: 96.92%2026-09-15: 112.19%2026-09-16: 173.92%2026-09-18: 84.57%2026-09-22: 87.58%2026-09-23: 87.44%2026-09-24: 87.72%2026-09-25: 90.69%2026-09-28: 95.68%2026-10-05: 117.35%2026-10-08: 132.51%2026-10-09: 144.32%2026-10-12: 169.10%2026-10-13: 185.86%2026-10-15: 221.73%2026-10-16: 100.12%2026-10-19: 98.69%2026-10-20: 96.64%2026-10-21: 94.21%2026-10-22: 101.32%2026-10-23: 104.59%2026-10-26: 108.60%2026-10-27: 110.52%2026-10-29: 209.81%2026-10-30: 198.08%Aug 13Sep 16Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
98.46%
96.58%
90.61%
117.37%
189.35%
81.75%
69.37%
71.87%
77.41%
75.43%
89.33%
76.56%
83.24%
81.87%
83.82%
84.85%
104.35%
99.91%
82.08%
83.12%
96.92%
112.19%
173.92%
84.57%
87.58%
87.44%
87.72%
90.69%
95.68%
117.35%
132.51%
144.32%
169.10%
185.86%
221.73%
100.12%
98.69%
96.64%
94.21%
101.32%
104.59%
108.60%
110.52%
209.81%
198.08%