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BioCryst Pharmaceuticals, Inc. Common Stock BCRX

i

Market dataready · fetched 2026-11-06T14:44:34.266Z

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 · 2026-11-06T14:44:28.032594315Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:44:33.719438+00:00

Share price$7.58
1D-1.7%
$7.55$7.62$7.69$7.75$7.825:30 AM6:30 AM9:00 AM1:00 PMBCRX
Sold putSold call

BioCryst Pharmaceuticals, Inc. Common Stock options

Live interpolated BCRX call and put midpoint premiums by absolute delta.BioCryst Pharmaceuticals, Inc. Common Stock$0.07$0.48$0.90$1.31$1.72$6.10$6.88$7.66$8.44$9.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BCRX spot · $7.58BCRX PRICE$0.14$0.16$0.20$0.30$0.39$0.49$0.58$0.68$0.77$0.87$1.22$1.60$0.11$0.14$0.17$0.20$0.24$0.27$0.30$0.33$0.37$0.40$0.43$0.46
Puts——
Calls——
Skew——
Implied moveBullish±$0.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.8265.1%11.5%
25Δ8.5168.7%14.0%7.0458.7%8.9%
30Δ8.2161.1%10.5%7.1356.4%8.1%
35Δ7.9656.8%7.7%7.2354.1%7.4%
40Δ7.8361.9%7.2%7.3251.8%6.6%
45Δ7.6967.0%6.6%7.4149.5%5.8%
50Δ7.5672.1%6.1%7.5047.2%5.0%
55Δ7.4277.2%5.6%7.6044.9%4.2%
60Δ7.2882.3%5.0%7.6942.5%3.4%
65Δ7.1587.4%4.5%7.7840.2%2.6%
70Δ7.0192.5%3.9%7.8737.9%1.8%
75Δ6.63113.3%3.6%7.9635.6%1.0%
80Δ6.23135.5%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.82
IV
65.1%
B/E move
11.5%

25Δ

Calls
Pseudo strike
8.51
IV
68.7%
B/E move
14.0%
Puts
Pseudo strike
7.04
IV
58.7%
B/E move
8.9%

30Δ

Calls
Pseudo strike
8.21
IV
61.1%
B/E move
10.5%
Puts
Pseudo strike
7.13
IV
56.4%
B/E move
8.1%

35Δ

Calls
Pseudo strike
7.96
IV
56.8%
B/E move
7.7%
Puts
Pseudo strike
7.23
IV
54.1%
B/E move
7.4%

40Δ

Calls
Pseudo strike
7.83
IV
61.9%
B/E move
7.2%
Puts
Pseudo strike
7.32
IV
51.8%
B/E move
6.6%

45Δ

Calls
Pseudo strike
7.69
IV
67.0%
B/E move
6.6%
Puts
Pseudo strike
7.41
IV
49.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
7.56
IV
72.1%
B/E move
6.1%
Puts
Pseudo strike
7.50
IV
47.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
7.42
IV
77.2%
B/E move
5.6%
Puts
Pseudo strike
7.60
IV
44.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
7.28
IV
82.3%
B/E move
5.0%
Puts
Pseudo strike
7.69
IV
42.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
7.15
IV
87.4%
B/E move
4.5%
Puts
Pseudo strike
7.78
IV
40.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
7.01
IV
92.5%
B/E move
3.9%
Puts
Pseudo strike
7.87
IV
37.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
6.63
IV
113.3%
B/E move
3.6%
Puts
Pseudo strike
7.96
IV
35.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
6.23
IV
135.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

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%