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Crispr Therapeutics AG CRSP

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T20:04:58.001Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:36.693795434Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:57.472582+00:00

Share price$51.52
1D+3.5%
AH$49.57$50.31$51.05$51.78$52.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRSP
Sold putSold callAH

Crispr Therapeutics AG options

Live interpolated CRSP call and put midpoint premiums by absolute delta.Crispr Therapeutics AG$0.26$1.07$1.87$2.67$3.47$48.07$49.94$51.82$53.70$55.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $51.52OPTION PRICELive CRSP spot · $51.52CRSP PRICE$0.91$0.46$0.50$0.73$0.97$0.84$1.06$1.28$1.46$1.57$1.68$1.79$3.24$0.35$0.54$0.58$0.61$0.65$0.74$0.83$0.92$1.61$2.08$2.29$2.50$2.71
PutsExpensive1.58×
CallsExpensive2.04×
SkewBullish-22.38 pp
Implied moveBullish±$1.89
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.70349.2%21.5%49.03118.0%5.5%
25Δ53.84118.1%5.4%49.21132.8%5.5%
30Δ53.0499.9%3.9%49.81116.0%4.4%
35Δ52.77114.2%3.8%50.4299.2%3.3%
40Δ52.53130.1%3.8%51.0182.9%2.3%
45Δ51.8993.6%2.4%51.2679.1%1.9%
50Δ51.5698.5%2.1%51.5275.4%1.6%
55Δ51.23103.5%1.9%51.7771.7%1.3%
60Δ50.91104.5%1.7%52.35106.3%1.5%
65Δ50.6497.4%1.3%52.85117.3%1.5%
70Δ50.3790.3%1.0%53.21111.7%1.2%
75Δ50.1083.2%0.7%53.57106.1%0.9%
80Δ48.63125.5%0.7%53.93100.5%0.6%

20Δ

Calls
Pseudo strike
61.70
IV
349.2%
B/E move
21.5%
Puts
Pseudo strike
49.03
IV
118.0%
B/E move
5.5%

25Δ

Calls
Pseudo strike
53.84
IV
118.1%
B/E move
5.4%
Puts
Pseudo strike
49.21
IV
132.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
53.04
IV
99.9%
B/E move
3.9%
Puts
Pseudo strike
49.81
IV
116.0%
B/E move
4.4%

35Δ

Calls
Pseudo strike
52.77
IV
114.2%
B/E move
3.8%
Puts
Pseudo strike
50.42
IV
99.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
52.53
IV
130.1%
B/E move
3.8%
Puts
Pseudo strike
51.01
IV
82.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
51.89
IV
93.6%
B/E move
2.4%
Puts
Pseudo strike
51.26
IV
79.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
51.56
IV
98.5%
B/E move
2.1%
Puts
Pseudo strike
51.52
IV
75.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
51.23
IV
103.5%
B/E move
1.9%
Puts
Pseudo strike
51.77
IV
71.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
50.91
IV
104.5%
B/E move
1.7%
Puts
Pseudo strike
52.35
IV
106.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
50.64
IV
97.4%
B/E move
1.3%
Puts
Pseudo strike
52.85
IV
117.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
50.37
IV
90.3%
B/E move
1.0%
Puts
Pseudo strike
53.21
IV
111.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
50.10
IV
83.2%
B/E move
0.7%
Puts
Pseudo strike
53.57
IV
106.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
48.63
IV
125.5%
B/E move
0.7%
Puts
Pseudo strike
53.93
IV
100.5%
B/E move
0.6%