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Beam Therapeutics Inc BEAM

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T20:33:53.203Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:11:09.365965593Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:52.370833+00:00

Share price$23.61
1D+0.8%
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$0.78$1.88$2.99$4.09$5.20$18.26$21.66$25.06$28.47$31.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $23.61OPTION PRICELive BEAM spot · $23.61BEAM PRICE$2.45$2.45$1.68$2.42$2.37$2.31$2.33$2.45$2.46$2.53$2.66$2.95$4.88$2.30$1.00$1.58$1.86$1.64$1.42$1.20$0.98$0.90$1.15$1.40$1.65$1.90
PutsExpensive2.46×
CallsExpensive7.86×
SkewBullish-237.71 pp
Implied moveBullish±$3.53
TiltBullish28.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.44800.0%64.7%18.34751.4%32.0%
25Δ34.00799.9%54.3%21.23342.7%14.3%
30Δ29.77611.4%33.2%21.51543.6%15.6%
35Δ30.09766.2%37.7%21.47608.3%17.0%
40Δ28.20695.9%29.5%22.00505.8%13.8%
45Δ26.32625.7%21.2%22.54403.4%10.6%
50Δ24.68564.7%14.4%23.08300.9%7.4%
55Δ23.70510.3%10.7%23.62198.4%4.1%
60Δ22.90434.4%7.4%24.09125.5%1.8%
65Δ22.37384.7%5.5%24.40127.0%1.5%
70Δ21.85345.8%3.8%24.70128.6%1.3%
75Δ21.34333.1%2.9%25.01130.1%1.1%
80Δ19.53515.7%3.4%25.32131.6%0.8%

20Δ

Calls
Pseudo strike
36.44
IV
800.0%
B/E move
64.7%
Puts
Pseudo strike
18.34
IV
751.4%
B/E move
32.0%

25Δ

Calls
Pseudo strike
34.00
IV
799.9%
B/E move
54.3%
Puts
Pseudo strike
21.23
IV
342.7%
B/E move
14.3%

30Δ

Calls
Pseudo strike
29.77
IV
611.4%
B/E move
33.2%
Puts
Pseudo strike
21.51
IV
543.6%
B/E move
15.6%

35Δ

Calls
Pseudo strike
30.09
IV
766.2%
B/E move
37.7%
Puts
Pseudo strike
21.47
IV
608.3%
B/E move
17.0%

40Δ

Calls
Pseudo strike
28.20
IV
695.9%
B/E move
29.5%
Puts
Pseudo strike
22.00
IV
505.8%
B/E move
13.8%

45Δ

Calls
Pseudo strike
26.32
IV
625.7%
B/E move
21.2%
Puts
Pseudo strike
22.54
IV
403.4%
B/E move
10.6%

50Δ

Calls
Pseudo strike
24.68
IV
564.7%
B/E move
14.4%
Puts
Pseudo strike
23.08
IV
300.9%
B/E move
7.4%

55Δ

Calls
Pseudo strike
23.70
IV
510.3%
B/E move
10.7%
Puts
Pseudo strike
23.62
IV
198.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
22.90
IV
434.4%
B/E move
7.4%
Puts
Pseudo strike
24.09
IV
125.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
22.37
IV
384.7%
B/E move
5.5%
Puts
Pseudo strike
24.40
IV
127.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
21.85
IV
345.8%
B/E move
3.8%
Puts
Pseudo strike
24.70
IV
128.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
21.34
IV
333.1%
B/E move
2.9%
Puts
Pseudo strike
25.01
IV
130.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
19.53
IV
515.7%
B/E move
3.4%
Puts
Pseudo strike
25.32
IV
131.6%
B/E move
0.8%