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BioCryst Pharmaceuticals Inc BCRX 7.63 -0.61 -7.4%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for BCRX.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.46%
Average actual move
12.87%
Beyond the implied move
1 / 2
Median IV change
-11.66%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±9.97% -2.21% 0.22× —
May 05, 2025 ±8.96% +23.52% 2.62× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →