BCRX (BioCryst Pharmaceuticals Inc)

Expected Move & Straddle Price History

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).

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.

Current BCRX Expected Move
30-Day Straddle
$1.97
7-Day Straddle
$1.38
Avg IV
1.0%
IV Rank
4%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $1.97 $1.38 1.0% 4%
20260903 $1.80 $1.23 1.0% 5%
20260902 $1.58 $1.58 1.7% 39%
20260901 $1.38 $1.38 1.5% 30%
20260831 $1.62 $1.62 1.2% 14%
20260828 $1.48 $1.48 1.6% 34%
20260827 $1.70 $1.70 1.4% 25%
20260826 $1.48 $1.48 1.1% 12%
20260825 $1.45 $1.45 1.0% 5%
20260824 $1.55 $1.55 1.0% 11%
20260821 $1.60 $0.55 1.4% 26%
20260820 $1.57 $0.50 1.6% 36%
20260819 $1.82 $0.50 1.0% 7%
20260818 $1.88 $0.55 1.2% 18%
20260817 $1.95 $0.53 0.9% 5%
20260814 $1.70 $0.75 0.9% 6%
20260813 $1.62 $0.80 1.6% 39%
20260812 $1.62 $1.07 0.9% 5%
20260811 $2.48 $1.07 1.0% 7%
20260810 $1.98 $0.93 0.9% 6%
20260806 $1.75 $1.30 1.0% 8%
20260805 $0.95 $0.95 1.7% 44%
20260804 $1.58 $1.58 1.3% 22%
20260803 $1.10 $1.10 2.2% 66%
20260731 $1.38 $1.38 1.8% 45%
20260730 $1.30 $1.30 1.6% 38%
20260729 $1.40 $1.40 1.9% 51%
20260728 $1.57 $1.57 1.0% 9%
20260727 $1.55 $1.55 1.6% 35%
20260724 $1.60 $1.60 1.7% 41%
20260723 $1.62 $1.62 1.1% 15%
20260722 $1.23 $1.23 1.6% 36%
20260721 $1.45 $1.45 0.9% 4%
20260720 $1.45 $1.45 1.4% 28%
20260716 $1.75 $0.47 1.4% 30%
20260715 $1.73 $0.70 1.2% 19%
20260714 $1.62 $4.58 1.3% 24%
20260713 $2.27 $4.67 1.3% 23%
20260710 $2.20 $4.98 1.3% 21%
20260709 $2.53 $0.80 1.3% 23%
20260708 $2.08 $0.82 0.9% 4%
20260707 $2.75 $1.85 1.0% 8%
20260706 $2.50 $4.72 1.0% 10%
20260702 $4.38 $4.38 2.4% 73%
20260701 $4.88 $4.88 2.8% 94%
20260630 $4.98 $4.98 2.2% 63%
20260629 $5.28 $5.28 2.7% 90%
20260626 $4.88 $4.88 2.3% 69%
20260625 $4.67 $4.67 3.0% 100%
20260624 $4.97 $4.97 2.2% 67%
20260623 $1.08 $1.08 2.2% 71%
20260622 $1.10 $1.10 2.3% 73%
20260618 $1.20 $0.15 1.9% 53%
20260617 $1.25 $0.78 2.1% 65%
20260616 $1.15 $0.43 1.6% 39%
20260615 $1.35 $0.62 2.0% 58%
20260613 $1.30 $0.78 2.0% 59%
20260612 $1.45 $0.83 2.0% 62%
20260611 $1.57 $0.95 1.7% 46%
20260610 $1.25 $0.82 1.6% 41%