Share price$7.86
1D-0.1%
Sold putSold call
BioCryst Pharmaceuticals, Inc. Common Stock BCRX
i
Market datapartial · fetched 2026-10-22T14:05:26.296Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T14:05:22.035970212Z
FundamentalsAlpha Vantage · unavailable
BioCryst Pharmaceuticals, Inc. Common Stock options
PutsExpensive1.27×
CallsExpensive2.21×
SkewBullish-43.45 pp
Implied moveBearish±$1.10
TiltBalanced0.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.96 | 59.0% | 13.5% | |||
| 25Δ | 12.73 | 181.1% | 68.0% | 7.16 | 57.0% | 11.8% |
| 30Δ | 11.32 | 148.6% | 49.9% | 7.33 | 58.3% | 10.6% |
| 35Δ | 10.44 | 122.8% | 38.5% | 7.50 | 59.7% | 9.5% |
| 40Δ | 9.56 | 96.9% | 27.1% | 7.67 | 61.0% | 8.4% |
| 45Δ | 8.68 | 71.1% | 15.7% | 7.84 | 62.4% | 7.2% |
| 50Δ | 7.95 | 55.3% | 7.0% | 8.02 | 63.9% | 6.1% |
| 55Δ | 7.70 | 73.3% | 7.4% | 8.30 | 68.9% | 5.5% |
| 60Δ | 7.46 | 91.3% | 7.9% | 8.57 | 73.9% | 4.9% |
| 65Δ | 7.22 | 109.4% | 8.4% | 8.85 | 78.9% | 4.3% |
| 70Δ | 6.96 | 126.3% | 8.7% | 9.16 | 81.8% | 3.6% |
| 75Δ | 6.49 | 131.0% | 7.1% | 9.52 | 82.3% | 2.8% |
| 80Δ | 6.01 | 135.7% | 5.6% | 9.88 | 82.8% | 2.0% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.96
- IV
- 59.0%
- B/E move
- 13.5%
25Δ
- Pseudo strike
- 12.73
- IV
- 181.1%
- B/E move
- 68.0%
- Pseudo strike
- 7.16
- IV
- 57.0%
- B/E move
- 11.8%
30Δ
- Pseudo strike
- 11.32
- IV
- 148.6%
- B/E move
- 49.9%
- Pseudo strike
- 7.33
- IV
- 58.3%
- B/E move
- 10.6%
35Δ
- Pseudo strike
- 10.44
- IV
- 122.8%
- B/E move
- 38.5%
- Pseudo strike
- 7.50
- IV
- 59.7%
- B/E move
- 9.5%
40Δ
- Pseudo strike
- 9.56
- IV
- 96.9%
- B/E move
- 27.1%
- Pseudo strike
- 7.67
- IV
- 61.0%
- B/E move
- 8.4%
45Δ
- Pseudo strike
- 8.68
- IV
- 71.1%
- B/E move
- 15.7%
- Pseudo strike
- 7.84
- IV
- 62.4%
- B/E move
- 7.2%
50Δ
- Pseudo strike
- 7.95
- IV
- 55.3%
- B/E move
- 7.0%
- Pseudo strike
- 8.02
- IV
- 63.9%
- B/E move
- 6.1%
55Δ
- Pseudo strike
- 7.70
- IV
- 73.3%
- B/E move
- 7.4%
- Pseudo strike
- 8.30
- IV
- 68.9%
- B/E move
- 5.5%
60Δ
- Pseudo strike
- 7.46
- IV
- 91.3%
- B/E move
- 7.9%
- Pseudo strike
- 8.57
- IV
- 73.9%
- B/E move
- 4.9%
65Δ
- Pseudo strike
- 7.22
- IV
- 109.4%
- B/E move
- 8.4%
- Pseudo strike
- 8.85
- IV
- 78.9%
- B/E move
- 4.3%
70Δ
- Pseudo strike
- 6.96
- IV
- 126.3%
- B/E move
- 8.7%
- Pseudo strike
- 9.16
- IV
- 81.8%
- B/E move
- 3.6%
75Δ
- Pseudo strike
- 6.49
- IV
- 131.0%
- B/E move
- 7.1%
- Pseudo strike
- 9.52
- IV
- 82.3%
- B/E move
- 2.8%
80Δ
- Pseudo strike
- 6.01
- IV
- 135.7%
- B/E move
- 5.6%
- Pseudo strike
- 9.88
- IV
- 82.8%
- B/E move
- 2.0%
Options history
Table
| Date | IV |
|---|---|
| 61.99% | |
| 63.71% |