BCYC · Expected Move
Bicycle Therapeutics plc American Depositary Shares
The expected move for BCYC 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).
BCYC straddle price & implied vol
59 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 BCYC Expected Move
30-Day Straddle
$0.80
7-Day Straddle
$0.80
30-Day ATM IV
65.5%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to BCYC'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.
BCYC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.80 | $0.80 | 65.5% | 5% |
| 20261021 | $0.47 | $0.47 | — | — |
| 20261020 | $0.47 | $0.47 | 84.7% | 10% |
| 20261019 | $0.50 | $0.50 | — | — |
| 20261016 | $4.00 | $4.90 | — | — |
| 20261015 | $0.55 | $0.47 | — | — |
| 20261014 | $0.80 | $0.50 | — | — |
| 20261013 | $0.75 | $0.85 | — | — |
| 20261012 | $0.62 | $0.45 | — | — |
| 20261009 | $2.88 | $0.45 | — | — |
| 20261008 | $0.80 | $0.45 | — | — |
| 20261007 | $2.93 | $0.45 | — | — |
| 20261006 | $0.80 | $0.53 | 76.1% | 8% |
| 20261005 | $1.12 | $0.33 | — | — |
| 20261002 | $2.50 | $2.50 | — | — |
| 20261001 | $0.47 | $0.47 | — | — |
| 20260930 | $0.47 | $0.47 | — | — |
| 20260929 | $0.60 | $0.60 | — | — |
| 20260928 | $0.50 | $0.50 | — | — |
| 20260925 | $0.45 | $0.45 | — | — |
| 20260924 | $0.47 | $0.47 | 76.0% | 8% |
| 20260923 | $0.30 | $0.30 | 172.0% | 34% |
| 20260922 | $0.28 | $0.28 | — | — |
| 20260921 | $0.35 | $0.35 | — | — |
| 20260918 | $0.48 | $2.88 | — | — |
| 20260917 | $0.33 | $0.48 | — | — |
| 20260916 | $0.53 | $0.62 | — | — |
| 20260915 | $0.62 | $0.72 | — | — |
| 20260914 | $0.48 | $0.75 | — | — |
| 20260911 | $7.70 | $0.25 | 136.0% | 24% |
| 20260910 | $0.45 | $0.77 | — | — |
| 20260909 | $2.73 | $1.33 | — | — |
| 20260908 | $1.35 | $1.30 | — | — |
| 20260904 | $1.55 | $1.45 | — | — |
| 20260903 | $2.65 | $1.33 | — | — |
| 20260902 | $0.62 | $0.62 | — | — |
| 20260901 | $1.35 | $1.35 | 280.2% | 64% |
| 20260831 | $1.15 | $1.15 | — | — |
| 20260828 | $0.68 | $0.68 | — | — |
| 20260827 | $0.65 | $0.65 | 69.5% | 6% |
| 20260826 | $0.85 | $0.85 | 69.1% | 6% |
| 20260825 | $1.10 | $1.10 | — | — |
| 20260824 | $0.62 | $0.62 | — | — |
| 20260821 | $0.53 | $3.00 | — | — |
| 20260820 | $1.00 | $2.53 | — | — |
| 20260819 | $0.35 | $0.65 | 67.3% | 5% |
| 20260818 | $1.40 | $0.80 | — | — |
| 20260817 | $0.32 | $0.60 | 66.7% | 5% |
| 20260814 | $1.40 | $2.55 | — | — |
| 20260813 | $1.40 | $0.17 | 90.5% | 12% |
| 20260812 | $1.38 | $0.33 | — | — |
| 20260811 | $2.65 | $2.58 | — | — |
| 20260810 | $0.38 | $2.73 | — | — |
| 20260806 | $0.93 | $2.75 | — | — |
| 20260805 | $7.62 | $7.62 | — | — |
| 20260804 | $0.55 | $0.55 | 207.5% | 44% |
| 20260803 | $0.57 | $0.57 | — | — |
| 20260731 | $2.65 | $2.65 | — | — |
| 20260730 | $2.62 | $2.62 | — | — |
More on BCYC
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.