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Cabaletta Bio, Inc. Common Stock CABA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:17:03.645Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:04:31.996414653Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:17:03.119376+00:00

Share price$1.46
1D-2.2%
AH$1.37$1.41$1.45$1.49$1.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCABA
Sold putSold callAH

Cabaletta Bio, Inc. Common Stock options

Live interpolated CABA call and put midpoint premiums by absolute delta.Cabaletta Bio, Inc. Common Stock$0.17$0.41$0.66$0.90$1.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECABA PRICE$0.50$0.50$0.50$0.19$0.27$0.35$0.42$0.50$0.57$0.25$0.34$0.42$0.51$0.60$0.81$1.08
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.34800.0%436.9%
30Δ6.30800.0%365.9%
35Δ5.27800.0%294.9%
40Δ
45Δ
50Δ1.56205.0%10.4%
55Δ1.45208.8%12.7%1.66218.5%9.3%
60Δ1.37250.4%12.1%1.76231.9%8.3%
65Δ1.28292.0%11.5%1.87245.4%7.2%
70Δ1.20333.5%10.9%1.97258.9%6.1%
75Δ1.11375.1%10.4%2.20283.4%5.1%
80Δ1.03416.6%9.8%2.48312.3%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.34
IV
800.0%
B/E move
436.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.30
IV
800.0%
B/E move
365.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.27
IV
800.0%
B/E move
294.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.56
IV
205.0%
B/E move
10.4%

55Δ

Calls
Pseudo strike
1.45
IV
208.8%
B/E move
12.7%
Puts
Pseudo strike
1.66
IV
218.5%
B/E move
9.3%

60Δ

Calls
Pseudo strike
1.37
IV
250.4%
B/E move
12.1%
Puts
Pseudo strike
1.76
IV
231.9%
B/E move
8.3%

65Δ

Calls
Pseudo strike
1.28
IV
292.0%
B/E move
11.5%
Puts
Pseudo strike
1.87
IV
245.4%
B/E move
7.2%

70Δ

Calls
Pseudo strike
1.20
IV
333.5%
B/E move
10.9%
Puts
Pseudo strike
1.97
IV
258.9%
B/E move
6.1%

75Δ

Calls
Pseudo strike
1.11
IV
375.1%
B/E move
10.4%
Puts
Pseudo strike
2.20
IV
283.4%
B/E move
5.1%

80Δ

Calls
Pseudo strike
1.03
IV
416.6%
B/E move
9.8%
Puts
Pseudo strike
2.48
IV
312.3%
B/E move
4.2%

Options history

IV · four-Friday blend261.89%
Daily EOD
CABA187.4%227.4%267.4%2026-10-19: 237.70%2026-10-20: 256.58%2026-10-21: 242.81%2026-10-22: 248.13%2026-10-23: 192.90%2026-10-27: 248.29%2026-10-28: 261.89%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
237.70%
256.58%
242.81%
248.13%
192.90%
248.29%
261.89%