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Cabaletta Bio, Inc. Common Stock CABA

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Market datapartial · fetched 2026-10-22T21:10:18.973Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:33:50.981189922Z

FundamentalsAlpha Vantage · unavailable

Share price$1.60
1D+4.4%
AH$1.48$1.51$1.54$1.58$1.615:30 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$0.06$1.58$3.10$4.63$6.15$-0.85$0.28$1.41$2.54$3.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CABA spot · $1.60CABA PRICE$0.50$0.44$0.33$0.22$0.81$1.04$1.27$1.49$1.72$1.95$2.18$2.40$2.63$2.86$3.09$3.31$5.71
PutsExpensive3.51×
CallsExpensive3.13×
SkewBearish+84.24 pp
Implied moveBearish±$2.68
TiltBearish90.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.41565.7%62.3%
25Δ1.72544.9%57.5%
30Δ2.02524.1%52.8%
35Δ2.32503.3%48.1%
40Δ2.63482.5%43.3%
45Δ2.93461.7%38.6%
50Δ7.18611.8%380.0%3.23440.9%33.8%
55Δ3.92444.2%172.4%3.54420.1%29.1%
60Δ2.81278.5%96.5%3.84399.3%24.3%
65Δ1.71112.8%20.7%4.15378.5%19.6%
70Δ4.45357.7%14.9%
75Δ4.75336.9%10.1%
80Δ7.21383.6%6.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.41
IV
565.7%
B/E move
62.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.72
IV
544.9%
B/E move
57.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.02
IV
524.1%
B/E move
52.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.32
IV
503.3%
B/E move
48.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.63
IV
482.5%
B/E move
43.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.93
IV
461.7%
B/E move
38.6%

50Δ

Calls
Pseudo strike
7.18
IV
611.8%
B/E move
380.0%
Puts
Pseudo strike
3.23
IV
440.9%
B/E move
33.8%

55Δ

Calls
Pseudo strike
3.92
IV
444.2%
B/E move
172.4%
Puts
Pseudo strike
3.54
IV
420.1%
B/E move
29.1%

60Δ

Calls
Pseudo strike
2.81
IV
278.5%
B/E move
96.5%
Puts
Pseudo strike
3.84
IV
399.3%
B/E move
24.3%

65Δ

Calls
Pseudo strike
1.71
IV
112.8%
B/E move
20.7%
Puts
Pseudo strike
4.15
IV
378.5%
B/E move
19.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
357.7%
B/E move
14.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.75
IV
336.9%
B/E move
10.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.21
IV
383.6%
B/E move
6.2%

Options history

CABA241.71249.69257.682026-10-20: 256.58%2026-10-21: 242.81%Oct 20Oct 21
Table
DateIV
256.58%
242.81%