BCYC · Bicycle Therapeutics PLC

Track BCYC — free Ask ALVIS about BCYC

$3.87 -0.08 (-1.90%)

Market Cap

$275.06M

69.81M

Options Chain

15-min delayed Underlying $3.87 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 16 contracts

Put / call OI

39.43

Put-heavy positioning

Open interest

2,709

contracts outstanding

Volume

1,492

traded today

Max pain

$4.00

$0.14 above spot

ATM implied vol

143.5%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Dec 18 142d Mar 19 233d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	0.2%	1	—		$0.14	—	—	1	1
Call · $1 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this call Put · $1 Last $0.14 Breakeven $0.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	500.6%	0.88	—		—	—	—	—	0
Call · $2 In the money Last — Breakeven — Implied vol 500.6% Delta 0.88 ≈88% ITM Gamma 0.04 Theta -0.022 Vega 0.002 Open interest 0 Model this call Put · $2 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	74.1%	0.946	—		$0.15	—	—	10	10
Call · $3 In the money Last — Breakeven — Implied vol 74.1% Delta 0.946 ≈95% ITM Gamma 0.151 Theta -0.002 Vega 0.001 Open interest 0 Model this call Put · $3 Last $0.15 Breakeven $2.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this put
Underlying $3.87
2	2	242.5%	0.613	$0.25		$0.25	-0.517	44.5%	1.5k	2.6k
Call · $4 Last $0.25 Breakeven $4.25 Implied vol 242.5% Delta 0.613 ≈61% ITM Gamma 0.162 Theta -0.021 Vega 0.004 Open interest 2 Model this call Put · $4 In the money Last $0.25 Breakeven $3.75 Implied vol 44.5% Delta -0.517 ≈52% ITM Gamma 0.919 Theta -0.004 Vega 0.004 Open interest 2.6k Model this put
64	15	106%	0.229	$0.05		—	-0.901	69.5%	—	0
Call · $5 Last $0.05 Breakeven $5.05 Implied vol 106% Delta 0.229 ≈23% ITM Gamma 0.289 Theta -0.007 Vega 0.003 Open interest 64 Model this call Put · $5 In the money Last — Breakeven — Implied vol 69.5% Delta -0.901 ≈90% ITM Gamma 0.271 Theta -0.002 Vega 0.002 Open interest 0 Model this put
1	1	—	—	$0.20		—	-0.616	264.6%	—	0
Call · $6 Last $0.20 Breakeven $6.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $6 In the money Last — Breakeven — Implied vol 264.6% Delta -0.616 ≈62% ITM Gamma 0.146 Theta -0.022 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—		—	-0.907	154.5%	—	0
Call · $7 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7 In the money Last — Breakeven — Implied vol 154.5% Delta -0.907 ≈91% ITM Gamma 0.115 Theta -0.005 Vega 0.001 Open interest 0 Model this put
0	—	—	—	—		—	-1	0.2%	—	0
Call · $8 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $8 In the money Last — Breakeven — Implied vol 0.2% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1761612 CUSIP 088786108 13F (30d) 13 filings 13 filers Visit website