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Crispr Therapeutics AG CRSP

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T00:19:45.853Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:45.089860+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$0.54$4.69$8.84$12.98$17.13$37.79$44.81$51.82$58.83$65.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRSP spot · $52.01CRSP PRICE$0.99$1.37$1.69$2.02$2.44$2.73$2.92$3.51$4.27$4.93$5.41$5.90$6.53$1.34$1.63$2.05$2.55$3.25$4.12$4.94$5.74$7.09$8.60$10.24$12.48$15.93
PutsFair0.95×
CallsCheap0.79×
SkewBearish+12.99 pp
Implied moveBearish±$7.86
TiltBearish28.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.8557.7%20.8%44.6567.1%16.7%
25Δ60.5361.0%19.0%46.6760.9%13.4%
30Δ58.7359.9%16.2%48.1858.9%11.3%
35Δ56.9457.6%13.4%49.4459.2%9.8%
40Δ55.6057.7%11.6%50.7161.2%8.7%
45Δ54.2554.7%9.6%52.0064.7%7.9%
50Δ52.9149.4%7.3%53.3565.8%6.9%
55Δ51.7550.1%6.2%54.7365.5%5.8%
60Δ50.6753.5%5.6%56.4968.5%5.0%
65Δ49.6254.6%4.9%58.4071.2%4.3%
70Δ48.6151.9%3.9%60.4672.9%3.4%
75Δ47.6149.3%2.9%63.0975.7%2.7%
80Δ46.6346.6%2.2%66.8981.2%2.0%

20Δ

Calls
Pseudo strike
61.85
IV
57.7%
B/E move
20.8%
Puts
Pseudo strike
44.65
IV
67.1%
B/E move
16.7%

25Δ

Calls
Pseudo strike
60.53
IV
61.0%
B/E move
19.0%
Puts
Pseudo strike
46.67
IV
60.9%
B/E move
13.4%

30Δ

Calls
Pseudo strike
58.73
IV
59.9%
B/E move
16.2%
Puts
Pseudo strike
48.18
IV
58.9%
B/E move
11.3%

35Δ

Calls
Pseudo strike
56.94
IV
57.6%
B/E move
13.4%
Puts
Pseudo strike
49.44
IV
59.2%
B/E move
9.8%

40Δ

Calls
Pseudo strike
55.60
IV
57.7%
B/E move
11.6%
Puts
Pseudo strike
50.71
IV
61.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
54.25
IV
54.7%
B/E move
9.6%
Puts
Pseudo strike
52.00
IV
64.7%
B/E move
7.9%

50Δ

Calls
Pseudo strike
52.91
IV
49.4%
B/E move
7.3%
Puts
Pseudo strike
53.35
IV
65.8%
B/E move
6.9%

55Δ

Calls
Pseudo strike
51.75
IV
50.1%
B/E move
6.2%
Puts
Pseudo strike
54.73
IV
65.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
50.67
IV
53.5%
B/E move
5.6%
Puts
Pseudo strike
56.49
IV
68.5%
B/E move
5.0%

65Δ

Calls
Pseudo strike
49.62
IV
54.6%
B/E move
4.9%
Puts
Pseudo strike
58.40
IV
71.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
48.61
IV
51.9%
B/E move
3.9%
Puts
Pseudo strike
60.46
IV
72.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
47.61
IV
49.3%
B/E move
2.9%
Puts
Pseudo strike
63.09
IV
75.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
46.63
IV
46.6%
B/E move
2.2%
Puts
Pseudo strike
66.89
IV
81.2%
B/E move
2.0%