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CRISPR Therapeutics AG Common Shares CRSP

i

Market dataready · fetched 2026-11-08T00:51:29.647Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:40:13.163982058Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T00:51:29.107622+00:00

Share price$49.35
1D+1.7%
AH$48.58$49.02$49.46$49.90$50.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRSP
Sold putSold callAH

CRISPR Therapeutics AG Common Shares options

Live interpolated CRSP call and put midpoint premiums by absolute delta.CRISPR Therapeutics AG Common Shares$0.44$1.36$2.28$3.19$4.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECRSP PRICE$0.54$0.74$0.95$1.25$1.61$2.80$2.87$0.77$0.80$0.97$1.16$1.44$1.72$1.80$1.85$3.85
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.0879.4%10.7%
25Δ46.3778.6%7.6%
30Δ51.6061.9%6.0%
35Δ51.1866.0%5.6%48.2551.1%3.9%
40Δ50.7271.7%5.3%48.6651.0%3.3%
45Δ50.2378.4%5.0%49.0951.4%2.9%
50Δ49.5253.6%2.6%
55Δ49.00103.6%5.0%49.9655.7%2.3%
60Δ48.3191.5%3.7%50.2351.3%1.9%
65Δ50.4946.2%1.4%
70Δ
75Δ
80Δ52.7760.3%0.9%

20Δ

Calls
Pseudo strike
54.08
IV
79.4%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.37
IV
78.6%
B/E move
7.6%

30Δ

Calls
Pseudo strike
51.60
IV
61.9%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
51.18
IV
66.0%
B/E move
5.6%
Puts
Pseudo strike
48.25
IV
51.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
50.72
IV
71.7%
B/E move
5.3%
Puts
Pseudo strike
48.66
IV
51.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
50.23
IV
78.4%
B/E move
5.0%
Puts
Pseudo strike
49.09
IV
51.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.52
IV
53.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
49.00
IV
103.6%
B/E move
5.0%
Puts
Pseudo strike
49.96
IV
55.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
48.31
IV
91.5%
B/E move
3.7%
Puts
Pseudo strike
50.23
IV
51.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.49
IV
46.2%
B/E move
1.4%

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
52.77
IV
60.3%
B/E move
0.9%

Options history

IV · four-Friday blend63.35%
Daily close
CRSP48.2%63.0%77.8%2026-08-10: 56.03%2026-08-11: 54.97%2026-08-12: 53.54%2026-08-13: 55.07%2026-08-14: 50.27%2026-08-17: 54.70%2026-08-18: 53.37%2026-08-19: 69.81%2026-08-20: 73.43%2026-08-21: 62.00%2026-08-24: 70.31%2026-08-25: 63.24%2026-08-26: 67.66%2026-08-27: 73.46%2026-08-28: 57.37%2026-08-31: 56.85%2026-09-01: 62.69%2026-09-02: 59.44%2026-09-03: 63.89%2026-09-04: 52.79%2026-09-08: 61.40%2026-09-09: 63.36%2026-09-10: 61.36%2026-09-11: 56.04%2026-09-14: 57.94%2026-09-15: 62.73%2026-09-16: 73.77%2026-09-17: 75.77%2026-09-18: 56.20%2026-09-21: 62.12%2026-09-22: 63.56%2026-09-23: 63.74%2026-09-24: 58.91%2026-09-25: 59.60%2026-09-28: 67.02%2026-09-29: 63.33%2026-09-30: 68.21%2026-10-01: 67.59%2026-10-02: 53.28%2026-10-05: 62.43%2026-10-06: 62.05%2026-10-07: 66.65%2026-10-08: 61.97%2026-10-09: 57.45%2026-10-12: 60.31%2026-10-13: 59.86%2026-10-14: 61.57%2026-10-15: 68.80%2026-10-16: 55.10%2026-10-19: 54.92%2026-10-20: 57.96%2026-10-21: 61.56%2026-10-22: 59.83%2026-10-23: 59.83%2026-10-26: 57.12%2026-10-27: 60.92%2026-10-28: 66.25%2026-10-29: 73.06%2026-10-30: 63.35%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
56.03%
54.97%
53.54%
55.07%
50.27%
54.70%
53.37%
69.81%
73.43%
62.00%
70.31%
63.24%
67.66%
73.46%
57.37%
56.85%
62.69%
59.44%
63.89%
52.79%
61.40%
63.36%
61.36%
56.04%
57.94%
62.73%
73.77%
75.77%
56.20%
62.12%
63.56%
63.74%
58.91%
59.60%
67.02%
63.33%
68.21%
67.59%
53.28%
62.43%
62.05%
66.65%
61.97%
57.45%
60.31%
59.86%
61.57%
68.80%
55.10%
54.92%
57.96%
61.56%
59.83%
59.83%
57.12%
60.92%
66.25%
73.06%
63.35%