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Crispr Therapeutics AG CRSP

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T21:17:44.157Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:12:24.69848048Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:17:43.689294+00:00

Share price$52.01
1D+4.5%
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$0.24$1.75$3.25$4.76$6.26$47.81$49.87$51.93$53.98$56.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $52.01OPTION PRICELive CRSP spot · $52.01CRSP PRICE$0.97$0.55$0.47$0.54$0.77$1.00$0.81$0.91$1.09$1.26$0.41$0.56$0.61$0.66$0.79$0.91$1.24$1.83$1.71$2.00$3.07$3.88$5.83
PutsExpensive2.57×
CallsExpensive1.82×
SkewBearish+6.42 pp
Implied moveBearish±$2.05
TiltBearish47.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.69375.0%22.4%49.40127.3%5.8%
25Δ55.64157.7%8.0%49.55141.0%5.8%
30Δ53.5195.5%3.8%50.32119.7%4.4%
35Δ52.9685.4%2.9%51.04100.4%3.1%
40Δ52.7399.1%2.9%51.3997.6%2.7%
45Δ52.49111.9%2.8%51.7494.9%2.3%
50Δ52.0977.9%1.7%52.14108.1%2.1%
55Δ51.7971.8%1.3%52.59139.6%2.4%
60Δ51.5273.3%1.1%52.83114.4%1.7%
65Δ51.2574.8%1.0%53.33111.4%1.3%
70Δ54.35147.3%1.4%
75Δ55.27160.7%1.2%
80Δ57.25210.3%1.1%

20Δ

Calls
Pseudo strike
62.69
IV
375.0%
B/E move
22.4%
Puts
Pseudo strike
49.40
IV
127.3%
B/E move
5.8%

25Δ

Calls
Pseudo strike
55.64
IV
157.7%
B/E move
8.0%
Puts
Pseudo strike
49.55
IV
141.0%
B/E move
5.8%

30Δ

Calls
Pseudo strike
53.51
IV
95.5%
B/E move
3.8%
Puts
Pseudo strike
50.32
IV
119.7%
B/E move
4.4%

35Δ

Calls
Pseudo strike
52.96
IV
85.4%
B/E move
2.9%
Puts
Pseudo strike
51.04
IV
100.4%
B/E move
3.1%

40Δ

Calls
Pseudo strike
52.73
IV
99.1%
B/E move
2.9%
Puts
Pseudo strike
51.39
IV
97.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
52.49
IV
111.9%
B/E move
2.8%
Puts
Pseudo strike
51.74
IV
94.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
52.09
IV
77.9%
B/E move
1.7%
Puts
Pseudo strike
52.14
IV
108.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
51.79
IV
71.8%
B/E move
1.3%
Puts
Pseudo strike
52.59
IV
139.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
51.52
IV
73.3%
B/E move
1.1%
Puts
Pseudo strike
52.83
IV
114.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
51.25
IV
74.8%
B/E move
1.0%
Puts
Pseudo strike
53.33
IV
111.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.35
IV
147.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.27
IV
160.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.25
IV
210.3%
B/E move
1.1%