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Best Options Strategy for BDTX

By Dennis Bosmans · Updated 2026-08-04 · 2 min read · Risk disclaimer

Looking for the best options strategy for Black Diamond Therapeutics, Inc. (BDTX)? There is no single answer — the right play depends on your outlook, your risk tolerance and current implied volatility. Below, our free engine shows the highest-scoring defined-risk strategy on the live BDTX option chain right now, and a simple map from your view on BDTX to the strategy that fits it. Model any of them in the calculator before you trade.

About BDTX

Black Diamond Therapeutics, Inc. (BDTX) is a major company in Biotechnology. Options traders on BDTX tend to watch , since these can drive large moves in the share price.

About Black Diamond Therapeutics, Inc.

Black Diamond Therapeutics is a clinical-stage oncology company developing targeted therapies designed for tumors driven by specific genetic mutations. The company's pipeline centers on its MasterKey inhibitor platform, which aims to address hard-to-treat cancers with precision. Silevertinib, its most advanced candidate, crosses the blood-brain barrier and targets mutated EGFR; it is being tested in Phase 2 trials for EGFR-mutant lung cancer and glioblastoma. The company is also advancing BDTX-4933, a brain-penetrant RAF inhibitor in Phase 1 testing for solid tumors carrying KRAS, NRAS, or BRAF mutations. Additionally, BDTX-4876, which selectively targets oncogenic FGFR2 and FGFR3 mutations, remains in preclinical development.

Black Diamond generates value by advancing these drug candidates through the clinical trial process, with the ultimate goal of commercializing approved therapies. The company operates in the oncology market, which encompasses treatment options for genetically defined cancer subtypes. Founded in 2014 and based in Cambridge, Massachusetts, Black Diamond was previously known as ASET Therapeutics before rebranding in January 2018. As a clinical-stage…

Today's top-scoring strategy for BDTX

Our engine ranks defined-risk strategies on the live BDTX chain by probability of profit and risk/reward, then surfaces the best-scoring one. It is an educational illustration, not advice.

Iron Butterfly neutral
Price: $1.77Implied volatility: 208%Expiration: 2026-08-21 (16d)
ActionQtyTypeStrikePremium
BuyPUT$1.5$0.10
SellPUT$1.5$0.10
SellCALL$2$0.07
BuyCALL$2.5$0.03
P/L at expiry vs today At expiry Today ±1σ
$1$2$3
Max Profit
$4
Max Loss
−$46
Net Credit (received)
$4
Breakeven(s)
$2.04
Position Greeks
Δ
−19.18
Γ
−7.427
Θ
0.14
ν
−0.02
Time decay (price held)
Implied-volatility skew

Simulation

Forward simulation of 6,000 lognormal price paths to expiration — not a historical backtest.

Win rate
70%
Mean P/L
−$8
Median
$4
Exp. move (1σ)
44%
5th pct
−$46
25th pct
−$14
75th pct
$4
95th pct
$4

Strategy analysis

Simulated price paths (time × price)
now $2BE $2$1$2$30d8d16d
$-45$-21$3

Greeks vs price

Δ — $ P/L per $1 move in the underlying (share-equivalent exposure).
Θ — $ P/L per day from time decay.
ν — $ P/L per +1% in implied volatility.
Γ — how fast delta changes per $1 move.

Price × volatility (today)

−30%−15%IV+15%+30%
$2−$17−$17−$16−$16−$15
$2−$15−$15−$14−$14−$14
$2−$12−$13−$13−$13−$12
$2−$10−$11−$11−$11−$11
$2−$7−$8−$9−$9−$10
$2−$5−$7−$7−$8−$8
$2−$3−$5−$6−$6−$7
$2−$1−$3−$4−$5−$6
$2$0−$1−$3−$4−$4
$1$1−$0−$1−$2−$3
$1$2$1−$0−$1−$2
Analyze BDTX in the calculator → Share this pick ↗

Live scan from 2026-08-04 · quotes delayed ~15 minutes

Historical backtest: how a Iron Butterfly on BDTX would have performed

We approximated a Iron Butterfly on BDTX, entered repeatedly over the past year (94 historical entries, each held to expiration) with Black-Scholes-modelled entry premiums. Here is how that would have played out on real BDTX price history — an educational backtest, not a prediction of future returns.

Trades
94
Win rate
11%
Total P/L
-$488
Avg return on risk
-12%
Best trade
$92
Worst trade
-$145
Cumulative P/L over the backtest

Approximate: entry premiums are modelled with Black-Scholes from trailing realised volatility, held to expiration and settled against the real historical close. Real fills, implied volatility and slippage differ — treat it as directional context, not exact returns.

Implied volatility

BDTX is currently trading with high implied volatility, which makes its options expensive — and attractive to sell. On the options we scanned that was around 208% implied volatility, and higher implied volatility means richer premiums and wider expected moves.

Options on BDTX currently price in about 208% implied volatility, versus roughly 54% the stock has actually realised over the past month. That makes options relatively expensive — an edge for strategies that sell premium, such as credit spreads and iron condors.

Off that volatility, the options market is pricing a move of about ±$0.78 (±44%) in BDTX by 2026-08-21 — a range of roughly $1 to $2.55. Strikes inside that band hold most of the premium and see most of the action.

BDTX options chain highlights: open interest, volume and skew

The live BDTX options chain shows a put/call open-interest ratio of 0.05 (bullish-leaning (more calls)), with at-the-money implied volatility near 121.9%. Open interest clusters at the $2.5 call — a common resistance "wall" — and the $1.5 put, a support "wall": the strikes option writers are most exposed to into expiration.

Put/Call OI
0.05
Put/Call volume
0.15
ATM IV
121.9%
Put–call IV skew
+46.9
Call OI wall
$3 · 101
Put OI wall
$2 · 10
Most active call
$2 · 15
Most active put
$2 · 3
Most active strikes (volume)
$2$2$3
Calls   Puts

Snapshot of open interest, volume and implied volatility for the nearest scanned expiration — context, not a trading signal.

Earnings & IV crush

BDTX's next earnings report is due around November 5, 2026. Options that expire after it price in a binary move, so their implied volatility is elevated and usually collapses right after the announcement — an "IV crush". If your expiration falls before this date, the trade sidesteps the event.

Key figures

Market cap
$102M
Beta (vs market)
3.29
52-week range
$1.60–$4.94 (5% up the range)
Short interest
14.7% of float · 2.8 days to cover

With 14.7% of BDTX's float sold short, squeeze and gap risk are elevated — one reason its options can stay expensive.

Other strong setups for BDTX

If your view on BDTX differs, these also scored well in the latest scan:

How to choose an options strategy for BDTX

Start with your outlook on BDTX, then match it to a defined-risk structure. Here are the most common choices and when each makes sense:

Bullish

You expect BDTX to rise

Buy a call for leverage with capped risk, or a bull call spread to lower the cost and breakeven when you have a target price.

Long Call → Bull Call Spread →

Bearish

You expect BDTX to fall

Buy a put to profit from a decline with defined risk, or a bear put spread to cheapen the trade when you expect a measured move down.

Long Put → Bear Put Spread →

Neutral

You expect BDTX to trade in a range

Sell an iron condor to collect premium while BDTX stays between two strikes, or write a covered call against shares you already own.

Iron Condor → Covered Call →

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How we pick the best strategy

For each ticker we pull the live option chain, build every supported strategy around the at-the-money strikes, and score them on probability of profit, risk/reward and capital efficiency — favouring defined-risk structures where the maximum loss is known up front. Methodology →

Open BDTX in the free calculator →

Frequently asked questions

What is the best options strategy for BDTX?

It depends on your outlook. Bullish traders often use a long call or bull call spread on BDTX; bearish traders a long put or bear put spread; neutral traders an iron condor or covered call. Our live scan above shows the current highest-scoring defined-risk play.

Are BDTX options liquid enough to trade?

Black Diamond Therapeutics, Inc. (BDTX) is among the most actively-traded US options, which usually means tight bid/ask spreads and plenty of strikes and expirations — though you should always check the open interest and spread on the exact contract.

How much money do I need to trade BDTX options?

Buying a single BDTX call or put can cost as little as the premium (often one to a few hundred dollars), while income strategies like a cash-secured put need enough capital to buy 100 shares if assigned.

Is this financial advice?

No. Everything here is educational and uses delayed, third-party data. It is not a recommendation to trade BDTX or any security. Do your own research.

What does Black Diamond Therapeutics, Inc. do?

Black Diamond Therapeutics, Inc. (BDTX) operates in the Biotechnology industry. The "About Black Diamond Therapeutics, Inc." section above gives a fuller picture of what the company does and how it earns money.

Does Black Diamond Therapeutics, Inc. pay a dividend?

We don't show a confirmed dividend yield for Black Diamond Therapeutics, Inc. here, so treat it as uncertain: before writing calls, check its current dividend and ex-dividend date with your broker — an approaching ex-dividend date can trigger early assignment on in-the-money short calls.

When does Black Diamond Therapeutics, Inc. next report earnings?

Black Diamond Therapeutics, Inc.'s next earnings are expected around November 5, 2026. Implied volatility usually climbs into the report and drops sharply afterwards (IV crush) — important for any options position held over the date.

Price trend

Short term · 1M
▲ +11.6%
Mid term · 3M
▼ -29.4%
Long term · 1Y
▼ -26.8%

Tickers related to BDTX

Comparing BDTX with similar names can help you choose the best options strategy:

GOSSGossamer Bio, Inc.ALECAlector, Inc.STOKStoke Therapeutics, Inc.

Company information

Headquarters
245 First Street, 18th Floor, Cambridge, MA, 02142, United States
Industry
Biotechnology
Employees
21
CEO
Dr. Mark A. Velleca M.D., Ph.D.
Phone
617 252 0848
Website
www.blackdiamondtherapeutics.com

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