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Bicara Therapeutics Inc. Common Stock BCAX

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Market datapartial · fetched 2026-10-22T05:13:51.956Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:05.371581938Z

FundamentalsAlpha Vantage · unavailable

Share price$17.91
1D-3.5%
AH$17.85$18.04$18.23$18.41$18.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCAX
Sold putSold callAH

Bicara Therapeutics Inc. Common Stock options

Live interpolated BCAX call and put midpoint premiums by absolute delta.Bicara Therapeutics Inc. Common Stock$0.90$1.84$2.78$3.71$4.65$12.51$15.85$19.18$22.52$25.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCAX spot · $17.91BCAX PRICE$2.45$2.45$2.50$2.57$2.92$3.26$3.61$4.38$2.15$1.58$1.00$1.24$1.57$1.89$2.22$2.54$2.98$3.54$4.10
PutsExpensive1.41×
CallsExpensive2.50×
SkewBullish-49.96 pp
Implied moveBullish±$4.02
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ15.50174.7%25.4%
35Δ16.46119.3%16.9%
40Δ17.4163.9%8.4%
45Δ22.30189.5%38.2%17.9260.5%6.9%
50Δ19.88155.8%24.7%18.3862.5%6.1%
55Δ18.65135.6%18.1%18.8564.4%5.3%
60Δ17.45116.5%11.8%19.3166.3%4.6%
65Δ16.75113.6%9.8%19.7768.3%3.8%
70Δ16.04110.6%7.8%20.3569.1%3.1%
75Δ15.34107.7%5.8%21.0368.8%2.4%
80Δ14.32115.1%4.4%21.7168.6%1.7%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.50
IV
174.7%
B/E move
25.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.46
IV
119.3%
B/E move
16.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.41
IV
63.9%
B/E move
8.4%

45Δ

Calls
Pseudo strike
22.30
IV
189.5%
B/E move
38.2%
Puts
Pseudo strike
17.92
IV
60.5%
B/E move
6.9%

50Δ

Calls
Pseudo strike
19.88
IV
155.8%
B/E move
24.7%
Puts
Pseudo strike
18.38
IV
62.5%
B/E move
6.1%

55Δ

Calls
Pseudo strike
18.65
IV
135.6%
B/E move
18.1%
Puts
Pseudo strike
18.85
IV
64.4%
B/E move
5.3%

60Δ

Calls
Pseudo strike
17.45
IV
116.5%
B/E move
11.8%
Puts
Pseudo strike
19.31
IV
66.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
16.75
IV
113.6%
B/E move
9.8%
Puts
Pseudo strike
19.77
IV
68.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
16.04
IV
110.6%
B/E move
7.8%
Puts
Pseudo strike
20.35
IV
69.1%
B/E move
3.1%

75Δ

Calls
Pseudo strike
15.34
IV
107.7%
B/E move
5.8%
Puts
Pseudo strike
21.03
IV
68.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
14.32
IV
115.1%
B/E move
4.4%
Puts
Pseudo strike
21.71
IV
68.6%
B/E move
1.7%

Options history

No recorded observations