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Beam Therapeutics Inc BEAM

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T00:15:57.910Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:44:50.007239611Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:05.223462+00:00

Share price$24.67
1D+5.2%
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$0.52$2.49$4.47$6.44$8.42$15.39$19.76$24.13$28.49$32.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BEAM spot · $24.67BEAM PRICE$0.73$0.84$2.02$1.47$1.90$1.43$1.88$2.36$2.85$2.79$2.87$3.48$3.76$2.45$1.46$2.05$1.65$2.19$2.46$3.15$3.76$4.76$5.41$6.60$6.99$7.85
PutsExpensive1.32×
CallsExpensive1.12×
SkewBearish+14.07 pp
Implied moveBearish±$5.03
TiltBearish28.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.5096.4%38.7%17.72203.4%38.1%
25Δ31.1284.4%29.5%21.5596.8%18.6%
30Δ40.42181.7%72.1%21.82116.0%19.9%
35Δ29.1494.2%24.1%23.2477.7%12.5%
40Δ28.70105.0%24.0%23.9984.4%11.6%
45Δ25.7258.9%10.1%24.7580.0%9.6%
50Δ25.2767.9%10.1%25.6884.8%8.7%
55Δ24.7075.3%9.7%26.5886.3%7.5%
60Δ23.9980.5%8.8%27.8192.2%6.6%
65Δ23.4468.1%6.3%28.7690.3%5.3%
70Δ22.8559.0%4.3%30.1893.9%4.4%
75Δ22.0863.3%3.6%30.9086.9%3.1%
80Δ21.5958.8%2.7%32.0083.9%2.1%

20Δ

Calls
Pseudo strike
33.50
IV
96.4%
B/E move
38.7%
Puts
Pseudo strike
17.72
IV
203.4%
B/E move
38.1%

25Δ

Calls
Pseudo strike
31.12
IV
84.4%
B/E move
29.5%
Puts
Pseudo strike
21.55
IV
96.8%
B/E move
18.6%

30Δ

Calls
Pseudo strike
40.42
IV
181.7%
B/E move
72.1%
Puts
Pseudo strike
21.82
IV
116.0%
B/E move
19.9%

35Δ

Calls
Pseudo strike
29.14
IV
94.2%
B/E move
24.1%
Puts
Pseudo strike
23.24
IV
77.7%
B/E move
12.5%

40Δ

Calls
Pseudo strike
28.70
IV
105.0%
B/E move
24.0%
Puts
Pseudo strike
23.99
IV
84.4%
B/E move
11.6%

45Δ

Calls
Pseudo strike
25.72
IV
58.9%
B/E move
10.1%
Puts
Pseudo strike
24.75
IV
80.0%
B/E move
9.6%

50Δ

Calls
Pseudo strike
25.27
IV
67.9%
B/E move
10.1%
Puts
Pseudo strike
25.68
IV
84.8%
B/E move
8.7%

55Δ

Calls
Pseudo strike
24.70
IV
75.3%
B/E move
9.7%
Puts
Pseudo strike
26.58
IV
86.3%
B/E move
7.5%

60Δ

Calls
Pseudo strike
23.99
IV
80.5%
B/E move
8.8%
Puts
Pseudo strike
27.81
IV
92.2%
B/E move
6.6%

65Δ

Calls
Pseudo strike
23.44
IV
68.1%
B/E move
6.3%
Puts
Pseudo strike
28.76
IV
90.3%
B/E move
5.3%

70Δ

Calls
Pseudo strike
22.85
IV
59.0%
B/E move
4.3%
Puts
Pseudo strike
30.18
IV
93.9%
B/E move
4.4%

75Δ

Calls
Pseudo strike
22.08
IV
63.3%
B/E move
3.6%
Puts
Pseudo strike
30.90
IV
86.9%
B/E move
3.1%

80Δ

Calls
Pseudo strike
21.59
IV
58.8%
B/E move
2.7%
Puts
Pseudo strike
32.00
IV
83.9%
B/E move
2.1%