BCRX · Expected Move
BioCryst Pharmaceuticals Inc
The expected move for BCRX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BCRX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BCRX Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$1.02
30-Day ATM IV
59.1%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to BCRX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BCRX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.02 | $1.02 | 59.1% | 37% |
| 20261021 | $1.02 | $1.02 | 59.1% | 37% |
| 20261020 | $0.88 | $0.88 | 48.4% | 16% |
| 20261019 | $1.05 | $1.05 | 55.1% | 29% |
| 20261016 | $1.23 | $0.20 | 62.9% | 44% |
| 20261015 | $1.07 | $0.17 | 53.7% | 26% |
| 20261014 | $1.15 | $0.35 | 56.3% | 31% |
| 20261013 | $1.15 | $0.40 | 52.9% | 25% |
| 20261012 | $1.23 | $0.57 | — | — |
| 20261009 | $1.30 | $0.65 | 50.8% | 20% |
| 20261008 | $1.12 | $0.57 | 50.1% | 19% |
| 20261007 | $0.82 | $0.60 | 40.3% | 0% |
| 20261006 | $1.62 | $0.40 | 65.0% | 43% |
| 20261005 | $1.07 | $0.55 | 48.1% | 12% |
| 20261002 | $0.50 | $0.50 | 52.7% | 21% |
| 20261001 | $0.60 | $0.60 | 47.4% | 11% |
| 20260930 | $0.65 | $0.65 | 42.7% | 2% |
| 20260929 | $0.62 | $0.62 | 50.7% | 17% |
| 20260928 | $0.88 | $0.88 | 48.0% | 12% |
| 20260925 | $0.88 | $0.88 | 57.6% | 29% |
| 20260924 | $0.72 | $0.72 | 54.7% | 24% |
| 20260923 | $0.85 | $0.85 | 49.1% | 14% |
| 20260922 | $0.75 | $0.75 | 46.0% | 8% |
| 20260921 | $0.70 | $0.70 | 41.3% | 0% |
| 20260918 | $1.07 | $0.65 | 49.0% | 3% |
| 20260917 | $1.02 | $0.48 | 55.2% | 16% |
| 20260916 | $1.52 | $0.50 | 66.3% | 38% |
| 20260915 | $1.08 | $0.47 | 56.6% | 19% |
| 20260914 | $0.95 | $0.47 | 49.4% | 4% |
| 20260911 | $0.95 | $0.45 | 47.7% | 1% |
| 20260910 | $1.02 | $0.50 | 50.7% | 7% |
| 20260909 | $1.00 | $0.52 | 51.9% | 9% |
| 20260908 | $1.33 | $0.75 | 55.4% | 16% |
| 20260904 | $1.97 | $1.38 | 77.0% | 60% |
| 20260903 | $1.80 | $1.23 | 67.9% | 42% |
| 20260902 | $1.58 | $1.58 | 72.8% | 52% |
| 20260901 | $1.38 | $1.38 | 77.3% | 61% |
| 20260831 | $1.62 | $1.62 | 71.2% | 48% |
| 20260828 | $1.48 | $1.48 | 81.1% | 68% |
| 20260827 | $1.70 | $1.70 | 85.5% | 77% |
| 20260826 | $1.48 | $1.48 | 73.2% | 52% |
| 20260825 | $1.45 | $1.45 | 70.5% | 47% |
| 20260824 | $1.55 | $1.55 | 75.5% | 57% |
| 20260821 | $1.60 | $0.55 | 71.9% | 50% |
| 20260820 | $1.57 | $0.50 | 71.1% | 48% |
| 20260819 | $1.82 | $0.50 | 79.0% | 64% |
| 20260818 | $1.88 | $0.55 | — | — |
| 20260817 | $1.95 | $0.53 | 72.4% | 51% |
| 20260814 | $1.70 | $0.75 | 63.9% | 34% |
| 20260813 | $1.62 | $0.80 | 63.5% | 33% |
| 20260812 | $1.62 | $1.07 | 61.1% | 26% |
| 20260811 | $2.48 | $1.07 | 89.6% | 78% |
| 20260810 | $1.98 | $0.93 | 73.3% | 48% |
| 20260807 | — | — | 55.7% | 13% |
| 20260806 | $1.75 | $1.30 | 78.6% | 49% |
| 20260805 | $0.95 | $0.95 | 70.4% | 36% |
| 20260804 | $1.58 | $1.58 | 85.4% | 59% |
| 20260803 | $1.10 | $1.10 | 70.1% | 35% |
| 20260731 | $1.38 | $1.38 | 71.3% | 37% |
| 20260730 | $1.30 | $1.30 | 79.4% | 50% |
More on BCRX
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.