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Bicycle Therapeutics plc American Depositary Shares BCYC

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Market datapartial · fetched 2026-10-23T05:55:12.636Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.866719134Z

FundamentalsAlpha Vantage · unavailable

Share price$3.64
1D+1.8%
AH$3.53$3.56$3.59$3.62$3.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCYC
Sold putSold callAH

Bicycle Therapeutics plc American Depositary Shares options

Live interpolated BCYC call and put midpoint premiums by absolute delta.Bicycle Therapeutics plc American Depositary Shares$0.14$1.27$2.39$3.52$4.65$0.70$2.84$4.99$7.13$9.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCYC spot · $3.64BCYC PRICE$0.26$0.45$0.65$0.84$1.03$1.22$1.42$1.61$1.80$1.99$2.19$2.38$0.32$0.82$1.33$1.84$2.35$2.00$1.44$0.88$0.88$1.44$2.00$2.58$4.32
PutsExpensive1.98×
CallsExpensive3.92×
SkewBullish-187.82 pp
Implied moveBearish±$2.67
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.1882.6%21.2%
25Δ5.06111.5%46.1%3.62126.3%23.3%
30Δ5.14152.2%53.7%4.05170.0%25.4%
35Δ5.22192.9%61.3%4.48213.7%27.5%
40Δ5.31233.6%68.8%4.91257.5%29.5%
45Δ5.39274.3%76.4%4.76218.4%24.3%
50Δ5.47315.0%84.0%4.46158.9%17.2%
55Δ5.56355.7%91.5%4.1599.4%10.2%
60Δ5.64396.4%99.1%4.2878.5%6.4%
65Δ5.72437.1%106.7%4.8697.4%6.0%
70Δ5.80477.8%114.2%5.43116.2%5.6%
75Δ5.89518.6%121.8%6.03135.2%5.2%
80Δ5.97559.3%129.3%7.82163.8%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.18
IV
82.6%
B/E move
21.2%

25Δ

Calls
Pseudo strike
5.06
IV
111.5%
B/E move
46.1%
Puts
Pseudo strike
3.62
IV
126.3%
B/E move
23.3%

30Δ

Calls
Pseudo strike
5.14
IV
152.2%
B/E move
53.7%
Puts
Pseudo strike
4.05
IV
170.0%
B/E move
25.4%

35Δ

Calls
Pseudo strike
5.22
IV
192.9%
B/E move
61.3%
Puts
Pseudo strike
4.48
IV
213.7%
B/E move
27.5%

40Δ

Calls
Pseudo strike
5.31
IV
233.6%
B/E move
68.8%
Puts
Pseudo strike
4.91
IV
257.5%
B/E move
29.5%

45Δ

Calls
Pseudo strike
5.39
IV
274.3%
B/E move
76.4%
Puts
Pseudo strike
4.76
IV
218.4%
B/E move
24.3%

50Δ

Calls
Pseudo strike
5.47
IV
315.0%
B/E move
84.0%
Puts
Pseudo strike
4.46
IV
158.9%
B/E move
17.2%

55Δ

Calls
Pseudo strike
5.56
IV
355.7%
B/E move
91.5%
Puts
Pseudo strike
4.15
IV
99.4%
B/E move
10.2%

60Δ

Calls
Pseudo strike
5.64
IV
396.4%
B/E move
99.1%
Puts
Pseudo strike
4.28
IV
78.5%
B/E move
6.4%

65Δ

Calls
Pseudo strike
5.72
IV
437.1%
B/E move
106.7%
Puts
Pseudo strike
4.86
IV
97.4%
B/E move
6.0%

70Δ

Calls
Pseudo strike
5.80
IV
477.8%
B/E move
114.2%
Puts
Pseudo strike
5.43
IV
116.2%
B/E move
5.6%

75Δ

Calls
Pseudo strike
5.89
IV
518.6%
B/E move
121.8%
Puts
Pseudo strike
6.03
IV
135.2%
B/E move
5.2%

80Δ

Calls
Pseudo strike
5.97
IV
559.3%
B/E move
129.3%
Puts
Pseudo strike
7.82
IV
163.8%
B/E move
4.0%

Options history

No recorded observations