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BioCryst Pharmaceuticals, Inc. Common Stock BCRX

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T03:02:46.133Z

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 · 2026-11-12T00:50:38.178653057Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:54:06.603416+00:00

Share price$7.60
1D+1.9%
AH$7.50$7.55$7.60$7.66$7.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCRX
Sold putSold callAH

BioCryst Pharmaceuticals, Inc. Common Stock options

Live interpolated BCRX call and put midpoint premiums by absolute delta.BioCryst Pharmaceuticals, Inc. Common Stock$0.06$0.39$0.73$1.06$1.40$6.20$6.95$7.69$8.44$9.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BCRX spot · $7.60BCRX PRICE$0.09$0.15$0.27$0.39$0.51$0.63$0.74$0.86$0.98$1.09$1.20$1.30$0.14$0.18$0.22$0.26$0.30$0.34$0.37$0.41$0.45$0.49$0.76$1.12
Puts——
Calls——
Skew——
Implied moveBullish±$0.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ8.1756.4%8.6%7.0576.0%9.1%
30Δ7.9456.8%6.5%7.1573.6%8.3%
35Δ7.8270.0%6.5%7.2671.2%7.4%
40Δ7.7083.2%6.4%7.3668.8%6.6%
45Δ7.5796.4%6.3%7.4666.4%5.7%
50Δ7.45109.6%6.2%7.5664.0%4.9%
55Δ7.32122.9%6.1%7.6761.6%4.1%
60Δ7.20136.1%6.1%7.7759.2%3.2%
65Δ7.07149.3%6.0%7.8756.8%2.4%
70Δ6.92151.9%5.5%7.9754.4%1.5%
75Δ6.75140.1%4.5%8.2765.3%1.2%
80Δ6.57128.3%3.5%8.6480.8%1.1%

20Δ

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

25Δ

Calls
Pseudo strike
8.17
IV
56.4%
B/E move
8.6%
Puts
Pseudo strike
7.05
IV
76.0%
B/E move
9.1%

30Δ

Calls
Pseudo strike
7.94
IV
56.8%
B/E move
6.5%
Puts
Pseudo strike
7.15
IV
73.6%
B/E move
8.3%

35Δ

Calls
Pseudo strike
7.82
IV
70.0%
B/E move
6.5%
Puts
Pseudo strike
7.26
IV
71.2%
B/E move
7.4%

40Δ

Calls
Pseudo strike
7.70
IV
83.2%
B/E move
6.4%
Puts
Pseudo strike
7.36
IV
68.8%
B/E move
6.6%

45Δ

Calls
Pseudo strike
7.57
IV
96.4%
B/E move
6.3%
Puts
Pseudo strike
7.46
IV
66.4%
B/E move
5.7%

50Δ

Calls
Pseudo strike
7.45
IV
109.6%
B/E move
6.2%
Puts
Pseudo strike
7.56
IV
64.0%
B/E move
4.9%

55Δ

Calls
Pseudo strike
7.32
IV
122.9%
B/E move
6.1%
Puts
Pseudo strike
7.67
IV
61.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
7.20
IV
136.1%
B/E move
6.1%
Puts
Pseudo strike
7.77
IV
59.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
7.07
IV
149.3%
B/E move
6.0%
Puts
Pseudo strike
7.87
IV
56.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
6.92
IV
151.9%
B/E move
5.5%
Puts
Pseudo strike
7.97
IV
54.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
6.75
IV
140.1%
B/E move
4.5%
Puts
Pseudo strike
8.27
IV
65.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
6.57
IV
128.3%
B/E move
3.5%
Puts
Pseudo strike
8.64
IV
80.8%
B/E move
1.1%

Options history

IV · four-Friday blend57.27%
Daily EOD
BCRX52.0%68.3%84.5%2026-10-19: 77.73%2026-10-20: 61.99%2026-10-21: 63.71%2026-10-22: 69.01%2026-10-23: 57.39%2026-10-26: 54.28%2026-10-27: 73.25%2026-10-28: 82.27%2026-10-29: 56.34%2026-10-30: 57.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.73%
61.99%
63.71%
69.01%
57.39%
54.28%
73.25%
82.27%
56.34%
57.27%