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BioCryst Pharmaceuticals, Inc. Common Stock BCRX

i

Market dataready · fetched 2026-11-04T02:46:46.336Z

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

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 · 2026-11-04T00:11:02.098151666Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:46:45.814063+00:00

Share price$8.52
1D+2.9%
AH$8.24$8.34$8.45$8.56$8.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCRX
Sold putSold callAH

BioCryst Pharmaceuticals, Inc. Common Stock options

Live interpolated BCRX call and put midpoint premiums by absolute delta.BioCryst Pharmaceuticals, Inc. Common Stock$0.01$1.48$2.95$4.42$5.89$7.28$7.91$8.54$9.17$9.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BCRX spot · $8.52BCRX PRICE$0.21$0.26$0.32$0.40$0.48$0.56$0.64$0.73$0.17$0.20$0.25$0.42$0.59$0.76$0.93$1.10$1.27$5.32$5.47
Puts——
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.4279.6%14.9%
25Δ7.7470.1%11.5%
30Δ9.3162.8%11.7%8.0363.9%8.7%
35Δ9.1062.6%9.8%8.2373.3%8.3%
40Δ8.9263.1%8.4%8.4382.7%8.0%
45Δ8.7664.0%7.5%8.6392.1%7.6%
50Δ8.6164.9%6.7%8.83101.5%7.3%
55Δ8.4565.9%5.8%9.04109.0%6.8%
60Δ8.3066.8%4.9%9.30106.4%5.8%
65Δ8.1467.7%4.1%
70Δ
75Δ13.34228.3%5.9%
80Δ13.64206.8%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.42
IV
79.6%
B/E move
14.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.74
IV
70.1%
B/E move
11.5%

30Δ

Calls
Pseudo strike
9.31
IV
62.8%
B/E move
11.7%
Puts
Pseudo strike
8.03
IV
63.9%
B/E move
8.7%

35Δ

Calls
Pseudo strike
9.10
IV
62.6%
B/E move
9.8%
Puts
Pseudo strike
8.23
IV
73.3%
B/E move
8.3%

40Δ

Calls
Pseudo strike
8.92
IV
63.1%
B/E move
8.4%
Puts
Pseudo strike
8.43
IV
82.7%
B/E move
8.0%

45Δ

Calls
Pseudo strike
8.76
IV
64.0%
B/E move
7.5%
Puts
Pseudo strike
8.63
IV
92.1%
B/E move
7.6%

50Δ

Calls
Pseudo strike
8.61
IV
64.9%
B/E move
6.7%
Puts
Pseudo strike
8.83
IV
101.5%
B/E move
7.3%

55Δ

Calls
Pseudo strike
8.45
IV
65.9%
B/E move
5.8%
Puts
Pseudo strike
9.04
IV
109.0%
B/E move
6.8%

60Δ

Calls
Pseudo strike
8.30
IV
66.8%
B/E move
4.9%
Puts
Pseudo strike
9.30
IV
106.4%
B/E move
5.8%

65Δ

Calls
Pseudo strike
8.14
IV
67.7%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

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
13.34
IV
228.3%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.64
IV
206.8%
B/E move
4.1%

Options history

IV · four-Friday blend57.27%
Daily EOD
BCRX52.0%68.3%84.5%2026-10-19: 77.73%2026-10-20: 61.99%2026-10-21: 63.71%2026-10-22: 69.01%2026-10-23: 57.39%2026-10-26: 54.28%2026-10-27: 73.25%2026-10-28: 82.27%2026-10-29: 56.34%2026-10-30: 57.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.73%
61.99%
63.71%
69.01%
57.39%
54.28%
73.25%
82.27%
56.34%
57.27%