Share price$7.78
1D-1.0%
Sold putSold callAH
BioCryst Pharmaceuticals, Inc. Common Stock BCRX
i
Market datapartial · fetched 2026-10-22T20:30:57.748Z
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 · 2026-10-22T20:00:02.161459325Z
FundamentalsAlpha Vantage · unavailable
BioCryst Pharmaceuticals, Inc. Common Stock options
PutsExpensive1.12×
CallsExpensive2.46×
SkewBullish-64.10 pp
Implied moveBullish±$1.04
TiltBullish13.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.05 | 56.2% | 17.9% | 6.65 | 82.3% | 17.0% |
| 25Δ | 15.30 | 236.5% | 104.1% | 7.12 | 52.4% | 11.0% |
| 30Δ | 11.74 | 177.2% | 58.1% | 7.26 | 51.6% | 9.8% |
| 35Δ | 10.59 | 139.0% | 42.6% | 7.41 | 50.7% | 8.6% |
| 40Δ | 9.45 | 100.8% | 27.2% | 7.56 | 49.9% | 7.4% |
| 45Δ | 8.30 | 62.7% | 11.7% | 7.71 | 49.1% | 6.2% |
| 50Δ | 7.83 | 66.2% | 8.0% | 7.86 | 48.3% | 5.0% |
| 55Δ | 7.61 | 84.5% | 8.5% | 8.01 | 47.6% | 3.9% |
| 60Δ | 7.38 | 102.9% | 9.0% | 8.23 | 50.4% | 3.4% |
| 65Δ | 7.15 | 121.2% | 9.6% | 8.45 | 53.2% | 2.9% |
| 70Δ | 6.84 | 136.0% | 9.4% | 8.67 | 56.0% | 2.4% |
| 75Δ | 6.34 | 143.6% | 7.8% | 8.89 | 58.8% | 1.9% |
| 80Δ | 5.84 | 151.2% | 6.2% | 10.66 | 94.3% | 1.9% |
20Δ
- Pseudo strike
- 9.05
- IV
- 56.2%
- B/E move
- 17.9%
- Pseudo strike
- 6.65
- IV
- 82.3%
- B/E move
- 17.0%
25Δ
- Pseudo strike
- 15.30
- IV
- 236.5%
- B/E move
- 104.1%
- Pseudo strike
- 7.12
- IV
- 52.4%
- B/E move
- 11.0%
30Δ
- Pseudo strike
- 11.74
- IV
- 177.2%
- B/E move
- 58.1%
- Pseudo strike
- 7.26
- IV
- 51.6%
- B/E move
- 9.8%
35Δ
- Pseudo strike
- 10.59
- IV
- 139.0%
- B/E move
- 42.6%
- Pseudo strike
- 7.41
- IV
- 50.7%
- B/E move
- 8.6%
40Δ
- Pseudo strike
- 9.45
- IV
- 100.8%
- B/E move
- 27.2%
- Pseudo strike
- 7.56
- IV
- 49.9%
- B/E move
- 7.4%
45Δ
- Pseudo strike
- 8.30
- IV
- 62.7%
- B/E move
- 11.7%
- Pseudo strike
- 7.71
- IV
- 49.1%
- B/E move
- 6.2%
50Δ
- Pseudo strike
- 7.83
- IV
- 66.2%
- B/E move
- 8.0%
- Pseudo strike
- 7.86
- IV
- 48.3%
- B/E move
- 5.0%
55Δ
- Pseudo strike
- 7.61
- IV
- 84.5%
- B/E move
- 8.5%
- Pseudo strike
- 8.01
- IV
- 47.6%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 7.38
- IV
- 102.9%
- B/E move
- 9.0%
- Pseudo strike
- 8.23
- IV
- 50.4%
- B/E move
- 3.4%
65Δ
- Pseudo strike
- 7.15
- IV
- 121.2%
- B/E move
- 9.6%
- Pseudo strike
- 8.45
- IV
- 53.2%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 6.84
- IV
- 136.0%
- B/E move
- 9.4%
- Pseudo strike
- 8.67
- IV
- 56.0%
- B/E move
- 2.4%
75Δ
- Pseudo strike
- 6.34
- IV
- 143.6%
- B/E move
- 7.8%
- Pseudo strike
- 8.89
- IV
- 58.8%
- B/E move
- 1.9%
80Δ
- Pseudo strike
- 5.84
- IV
- 151.2%
- B/E move
- 6.2%
- Pseudo strike
- 10.66
- IV
- 94.3%
- B/E move
- 1.9%
Options history
Table
| Date | IV |
|---|---|
| 61.99% | |
| 63.71% |