Share price$7.72
1D-1.0%
Sold putSold callAH
BioCryst Pharmaceuticals, Inc. Common Stock BCRX
i
Market datapartial · fetched 2026-10-23T00:01:46.445Z
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 · 2026-10-22T21:29:12.302880585Z
FundamentalsAlpha Vantage · unavailable
BioCryst Pharmaceuticals, Inc. Common Stock options
PutsFair1.00×
CallsExpensive2.56×
SkewBullish-75.56 pp
Implied moveBullish±$1.08
TiltBullish29.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.60 | 73.3% | 26.5% | 6.44 | 98.6% | 19.5% |
| 25Δ | 15.33 | 239.6% | 106.0% | 7.08 | 50.4% | 10.6% |
| 30Δ | 11.70 | 178.9% | 58.9% | 7.22 | 49.4% | 9.5% |
| 35Δ | 10.46 | 137.6% | 42.0% | 7.36 | 48.3% | 8.3% |
| 40Δ | 9.22 | 96.3% | 25.1% | 7.50 | 47.3% | 7.2% |
| 45Δ | 8.00 | 56.2% | 8.5% | 7.64 | 46.3% | 6.1% |
| 50Δ | 7.78 | 74.6% | 9.0% | 7.78 | 45.2% | 5.0% |
| 55Δ | 7.55 | 93.0% | 9.5% | 7.92 | 44.2% | 3.9% |
| 60Δ | 7.33 | 111.4% | 10.0% | 8.08 | 44.2% | 3.0% |
| 65Δ | 7.11 | 129.8% | 10.5% | 8.28 | 46.0% | 2.5% |
| 70Δ | 6.75 | 143.8% | 9.9% | 8.48 | 47.7% | 2.1% |
| 75Δ | 6.24 | 153.3% | 8.3% | 8.68 | 49.5% | 1.6% |
| 80Δ | 5.73 | 162.8% | 6.6% | 8.89 | 51.3% | 1.2% |
20Δ
- Pseudo strike
- 9.60
- IV
- 73.3%
- B/E move
- 26.5%
- Pseudo strike
- 6.44
- IV
- 98.6%
- B/E move
- 19.5%
25Δ
- Pseudo strike
- 15.33
- IV
- 239.6%
- B/E move
- 106.0%
- Pseudo strike
- 7.08
- IV
- 50.4%
- B/E move
- 10.6%
30Δ
- Pseudo strike
- 11.70
- IV
- 178.9%
- B/E move
- 58.9%
- Pseudo strike
- 7.22
- IV
- 49.4%
- B/E move
- 9.5%
35Δ
- Pseudo strike
- 10.46
- IV
- 137.6%
- B/E move
- 42.0%
- Pseudo strike
- 7.36
- IV
- 48.3%
- B/E move
- 8.3%
40Δ
- Pseudo strike
- 9.22
- IV
- 96.3%
- B/E move
- 25.1%
- Pseudo strike
- 7.50
- IV
- 47.3%
- B/E move
- 7.2%
45Δ
- Pseudo strike
- 8.00
- IV
- 56.2%
- B/E move
- 8.5%
- Pseudo strike
- 7.64
- IV
- 46.3%
- B/E move
- 6.1%
50Δ
- Pseudo strike
- 7.78
- IV
- 74.6%
- B/E move
- 9.0%
- Pseudo strike
- 7.78
- IV
- 45.2%
- B/E move
- 5.0%
55Δ
- Pseudo strike
- 7.55
- IV
- 93.0%
- B/E move
- 9.5%
- Pseudo strike
- 7.92
- IV
- 44.2%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 7.33
- IV
- 111.4%
- B/E move
- 10.0%
- Pseudo strike
- 8.08
- IV
- 44.2%
- B/E move
- 3.0%
65Δ
- Pseudo strike
- 7.11
- IV
- 129.8%
- B/E move
- 10.5%
- Pseudo strike
- 8.28
- IV
- 46.0%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 6.75
- IV
- 143.8%
- B/E move
- 9.9%
- Pseudo strike
- 8.48
- IV
- 47.7%
- B/E move
- 2.1%
75Δ
- Pseudo strike
- 6.24
- IV
- 153.3%
- B/E move
- 8.3%
- Pseudo strike
- 8.68
- IV
- 49.5%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- 5.73
- IV
- 162.8%
- B/E move
- 6.6%
- Pseudo strike
- 8.89
- IV
- 51.3%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 61.99% | |
| 63.71% |