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Bicycle Therapeutics plc American Depositary Shares BCYC

i

Market dataready · fetched 2026-11-12T14:58:54.940Z

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 · 2026-11-12T14:58:45.33934261Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:58:54.500305+00:00

Share price$3.59
1D-1.9%
$3.57$3.60$3.62$3.64$3.675:30 AM6:30 AM9:00 AM1:00 PMBCYC
Sold putSold call

Bicycle Therapeutics plc American Depositary Shares options

Live interpolated BCYC call and put midpoint premiums by absolute delta.Bicycle Therapeutics plc American Depositary Shares$0.45$0.91$1.37$1.83$2.29$3.08$3.32$3.57$3.81$4.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BCYC spot · $3.59BCYC PRICE$0.51$0.79$1.06$1.34$1.61$1.89$2.16$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.50
Puts——
Calls——
Skew——
Implied moveBalanced±$1.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.68643.1%67.1%
25Δ1.90591.5%60.9%
30Δ2.13539.9%54.7%
35Δ2.35488.3%48.4%
40Δ2.58436.7%42.2%
45Δ2.80385.1%36.0%
50Δ3.99312.0%25.3%3.02333.4%29.7%
55Δ3.71379.4%25.3%3.25281.8%23.5%
60Δ3.44446.9%25.3%3.47230.2%17.3%
65Δ3.16514.4%25.3%3.69178.6%11.0%
70Δ2.89581.9%25.3%3.92127.0%4.8%
75Δ2.61649.3%25.3%
80Δ2.34716.8%25.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.68
IV
643.1%
B/E move
67.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.90
IV
591.5%
B/E move
60.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.13
IV
539.9%
B/E move
54.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.35
IV
488.3%
B/E move
48.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.58
IV
436.7%
B/E move
42.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.80
IV
385.1%
B/E move
36.0%

50Δ

Calls
Pseudo strike
3.99
IV
312.0%
B/E move
25.3%
Puts
Pseudo strike
3.02
IV
333.4%
B/E move
29.7%

55Δ

Calls
Pseudo strike
3.71
IV
379.4%
B/E move
25.3%
Puts
Pseudo strike
3.25
IV
281.8%
B/E move
23.5%

60Δ

Calls
Pseudo strike
3.44
IV
446.9%
B/E move
25.3%
Puts
Pseudo strike
3.47
IV
230.2%
B/E move
17.3%

65Δ

Calls
Pseudo strike
3.16
IV
514.4%
B/E move
25.3%
Puts
Pseudo strike
3.69
IV
178.6%
B/E move
11.0%

70Δ

Calls
Pseudo strike
2.89
IV
581.9%
B/E move
25.3%
Puts
Pseudo strike
3.92
IV
127.0%
B/E move
4.8%

75Δ

Calls
Pseudo strike
2.61
IV
649.3%
B/E move
25.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.34
IV
716.8%
B/E move
25.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend138.25%
Daily close
BCYC108.6%206.5%304.3%2026-08-14: 217.99%2026-08-17: 173.40%2026-08-18: 163.24%2026-08-19: 271.85%2026-09-03: 208.35%2026-09-04: 214.11%2026-09-08: 220.94%2026-09-10: 239.18%2026-09-11: 287.96%2026-09-21: 239.80%2026-09-22: 223.66%2026-09-24: 216.71%2026-10-02: 290.79%2026-10-05: 122.12%2026-10-07: 270.97%2026-10-29: 138.25%Aug 14Sep 10Oct 29
16 observations2026-08-14 — 2026-10-29
Table
DateIV (%)
217.99%
173.40%
163.24%
271.85%
208.35%
214.11%
220.94%
239.18%
287.96%
239.80%
223.66%
216.71%
290.79%
122.12%
270.97%
138.25%