IntraAlpha
Create free account Start free

Beam Therapeutics Inc. Common Stock BEAM

i

Market datapartial · fetched 2026-11-07T01:15:57.713Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T22:25:56.457825393Z

FundamentalsAlpha Vantage · unavailable

Share price$27.00
1D+1.9%
AH$25.03$25.46$25.88$26.30$26.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBEAM
Sold putSold callAH

Beam Therapeutics Inc. Common Stock options

Live interpolated BEAM call and put midpoint premiums by absolute delta.Beam Therapeutics Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBEAM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend77.24%
Daily close
BEAM59.1%105.9%152.7%2026-08-10: 79.19%2026-08-11: 77.37%2026-08-12: 80.67%2026-08-13: 72.61%2026-08-14: 70.65%2026-08-17: 86.62%2026-08-18: 88.77%2026-08-19: 109.99%2026-08-20: 100.76%2026-08-21: 72.13%2026-08-24: 75.62%2026-08-25: 84.02%2026-08-26: 83.09%2026-08-27: 84.50%2026-08-28: 76.76%2026-08-31: 83.25%2026-09-01: 84.69%2026-09-02: 81.28%2026-09-03: 83.83%2026-09-04: 86.89%2026-09-08: 69.27%2026-09-09: 80.42%2026-09-10: 88.98%2026-09-11: 79.59%2026-09-14: 107.17%2026-09-15: 105.39%2026-09-16: 91.14%2026-09-17: 130.17%2026-09-18: 65.58%2026-09-21: 69.70%2026-09-22: 70.45%2026-09-23: 77.18%2026-09-24: 73.46%2026-09-25: 72.89%2026-09-28: 69.36%2026-09-29: 74.28%2026-09-30: 71.37%2026-10-01: 78.15%2026-10-02: 66.66%2026-10-05: 72.23%2026-10-06: 70.82%2026-10-07: 81.07%2026-10-08: 68.31%2026-10-09: 78.78%2026-10-12: 94.92%2026-10-13: 90.58%2026-10-14: 100.61%2026-10-15: 146.24%2026-10-16: 76.48%2026-10-19: 77.84%2026-10-20: 72.34%2026-10-21: 70.41%2026-10-22: 73.76%2026-10-23: 75.82%2026-10-26: 75.60%2026-10-27: 75.60%2026-10-28: 71.45%2026-10-29: 74.55%2026-10-30: 77.24%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
79.19%
77.37%
80.67%
72.61%
70.65%
86.62%
88.77%
109.99%
100.76%
72.13%
75.62%
84.02%
83.09%
84.50%
76.76%
83.25%
84.69%
81.28%
83.83%
86.89%
69.27%
80.42%
88.98%
79.59%
107.17%
105.39%
91.14%
130.17%
65.58%
69.70%
70.45%
77.18%
73.46%
72.89%
69.36%
74.28%
71.37%
78.15%
66.66%
72.23%
70.82%
81.07%
68.31%
78.78%
94.92%
90.58%
100.61%
146.24%
76.48%
77.84%
72.34%
70.41%
73.76%
75.82%
75.60%
75.60%
71.45%
74.55%
77.24%