IntraAlpha
Create free account Start free

Beam Therapeutics Inc BEAM

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-15T20:03:21.417Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.414426991Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:20.958064+00:00

Share price$24.73
1D+5.6%
AH$23.16$23.64$24.12$24.59$25.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBEAM
Sold putSold callAH

Beam Therapeutics Inc options

Live interpolated BEAM call and put midpoint premiums by absolute delta.Beam Therapeutics Inc$0.54$1.66$2.77$3.89$5.01$19.25$22.36$25.47$28.58$31.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.73OPTION PRICELive BEAM spot · $24.73BEAM PRICE$0.82$0.75$2.45$1.25$2.42$2.36$2.31$2.33$2.45$2.45$2.45$2.45$2.45$0.66$1.64$1.72$1.14$0.84$0.88$0.92$1.42$2.55$2.82$3.23$3.96$4.69
PutsExpensive5.30×
CallsExpensive6.23×
SkewBullish-114.88 pp
Implied moveBullish±$3.23
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.51310.6%22.6%22.50307.7%11.7%
25Δ29.20405.8%21.1%21.45628.2%19.9%
30Δ33.61800.0%45.8%21.81619.0%18.7%
35Δ27.96432.5%18.1%23.23365.8%10.7%
40Δ29.89737.7%30.6%24.14217.2%5.8%
45Δ28.02633.3%22.9%24.46194.8%4.7%
50Δ26.15528.9%15.1%24.77172.4%3.6%
55Δ24.71448.0%9.3%25.31210.6%3.4%
60Δ23.98404.5%6.9%26.19324.6%4.4%
65Δ23.55351.7%5.1%26.67310.5%3.5%
70Δ23.11298.9%3.4%27.27304.5%2.8%
75Δ22.68246.1%1.6%28.13315.7%2.3%
80Δ22.24193.2%0.2%28.98326.9%1.7%

20Δ

Calls
Pseudo strike
29.51
IV
310.6%
B/E move
22.6%
Puts
Pseudo strike
22.50
IV
307.7%
B/E move
11.7%

25Δ

Calls
Pseudo strike
29.20
IV
405.8%
B/E move
21.1%
Puts
Pseudo strike
21.45
IV
628.2%
B/E move
19.9%

30Δ

Calls
Pseudo strike
33.61
IV
800.0%
B/E move
45.8%
Puts
Pseudo strike
21.81
IV
619.0%
B/E move
18.7%

35Δ

Calls
Pseudo strike
27.96
IV
432.5%
B/E move
18.1%
Puts
Pseudo strike
23.23
IV
365.8%
B/E move
10.7%

40Δ

Calls
Pseudo strike
29.89
IV
737.7%
B/E move
30.6%
Puts
Pseudo strike
24.14
IV
217.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
28.02
IV
633.3%
B/E move
22.9%
Puts
Pseudo strike
24.46
IV
194.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
26.15
IV
528.9%
B/E move
15.1%
Puts
Pseudo strike
24.77
IV
172.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
24.71
IV
448.0%
B/E move
9.3%
Puts
Pseudo strike
25.31
IV
210.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
23.98
IV
404.5%
B/E move
6.9%
Puts
Pseudo strike
26.19
IV
324.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
23.55
IV
351.7%
B/E move
5.1%
Puts
Pseudo strike
26.67
IV
310.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
23.11
IV
298.9%
B/E move
3.4%
Puts
Pseudo strike
27.27
IV
304.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
22.68
IV
246.1%
B/E move
1.6%
Puts
Pseudo strike
28.13
IV
315.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
22.24
IV
193.2%
B/E move
0.2%
Puts
Pseudo strike
28.98
IV
326.9%
B/E move
1.7%