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Crescent Biopharma, Inc. Common Stock CBIO

i

Market dataready · fetched 2026-11-13T19:11:56.786Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T19:07:32.872600653Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:11:55.780321+00:00

Share price$14.11
1D-2.0%
$13.44$13.75$14.06$14.37$14.685:30 AM6:30 AM9:00 AM1:00 PMCBIO
Sold putSold call

Crescent Biopharma, Inc. Common Stock options

Live interpolated CBIO call and put midpoint premiums by absolute delta.Crescent Biopharma, Inc. Common Stock$2.32$3.54$4.77$6.00$7.23$5.86$9.36$12.86$16.36$19.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CBIO spot · $14.11CBIO PRICE$2.45$2.45$2.52$2.76$3.01$3.25$3.55$4.12$4.69$2.45$2.47$2.50$2.57$2.64$2.71$2.90$3.21$3.53$3.85$4.41$5.80$6.87
PutsExpensive1.57×
Calls——
Skew——
Implied moveBearish±$5.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.97296.8%46.7%
25Δ11.19251.1%38.2%
30Δ12.40206.0%29.8%
35Δ13.16183.0%24.9%
40Δ29.28313.7%124.9%13.89162.0%20.3%
45Δ20.86244.8%65.2%14.61140.9%15.7%
50Δ17.39205.4%41.1%15.27126.9%12.3%
55Δ16.11192.5%33.8%15.86120.9%10.4%
60Δ14.84179.7%26.4%16.45115.0%8.5%
65Δ13.56166.9%19.1%17.04109.0%6.5%
70Δ12.34156.7%12.6%17.83106.4%4.8%
75Δ11.42159.1%10.1%19.35115.8%4.0%
80Δ10.50161.5%7.7%20.56116.4%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.97
IV
296.8%
B/E move
46.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.19
IV
251.1%
B/E move
38.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.40
IV
206.0%
B/E move
29.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.16
IV
183.0%
B/E move
24.9%

40Δ

Calls
Pseudo strike
29.28
IV
313.7%
B/E move
124.9%
Puts
Pseudo strike
13.89
IV
162.0%
B/E move
20.3%

45Δ

Calls
Pseudo strike
20.86
IV
244.8%
B/E move
65.2%
Puts
Pseudo strike
14.61
IV
140.9%
B/E move
15.7%

50Δ

Calls
Pseudo strike
17.39
IV
205.4%
B/E move
41.1%
Puts
Pseudo strike
15.27
IV
126.9%
B/E move
12.3%

55Δ

Calls
Pseudo strike
16.11
IV
192.5%
B/E move
33.8%
Puts
Pseudo strike
15.86
IV
120.9%
B/E move
10.4%

60Δ

Calls
Pseudo strike
14.84
IV
179.7%
B/E move
26.4%
Puts
Pseudo strike
16.45
IV
115.0%
B/E move
8.5%

65Δ

Calls
Pseudo strike
13.56
IV
166.9%
B/E move
19.1%
Puts
Pseudo strike
17.04
IV
109.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
12.34
IV
156.7%
B/E move
12.6%
Puts
Pseudo strike
17.83
IV
106.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
11.42
IV
159.1%
B/E move
10.1%
Puts
Pseudo strike
19.35
IV
115.8%
B/E move
4.0%

80Δ

Calls
Pseudo strike
10.50
IV
161.5%
B/E move
7.7%
Puts
Pseudo strike
20.56
IV
116.4%
B/E move
3.0%

Options history

IV · four-Friday blend163.36%
Daily close
CBIO93.4%184.3%275.2%2026-08-17: 169.86%2026-08-18: 187.29%2026-08-19: 212.03%2026-08-21: 109.61%2026-08-24: 112.57%2026-08-25: 111.49%2026-08-26: 112.82%2026-08-27: 109.83%2026-08-28: 114.08%2026-08-31: 121.90%2026-09-01: 122.87%2026-09-02: 121.57%2026-09-03: 105.98%2026-09-04: 116.13%2026-09-08: 131.08%2026-09-09: 131.37%2026-09-10: 132.08%2026-09-11: 138.74%2026-09-15: 176.55%2026-09-18: 121.77%2026-09-21: 128.81%2026-09-22: 129.51%2026-09-23: 141.05%2026-09-24: 150.58%2026-09-25: 129.88%2026-09-28: 137.87%2026-09-29: 152.88%2026-09-30: 154.28%2026-10-01: 142.95%2026-10-02: 161.03%2026-10-05: 171.16%2026-10-06: 175.82%2026-10-07: 186.67%2026-10-08: 186.20%2026-10-09: 170.99%2026-10-13: 262.66%2026-10-16: 155.41%2026-10-19: 152.23%2026-10-20: 145.72%2026-10-21: 157.22%2026-10-22: 154.00%2026-10-23: 159.01%2026-10-26: 164.80%2026-10-27: 163.90%2026-10-28: 161.95%2026-10-29: 139.82%2026-10-30: 163.36%Aug 17Sep 24Oct 30
47 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
169.86%
187.29%
212.03%
109.61%
112.57%
111.49%
112.82%
109.83%
114.08%
121.90%
122.87%
121.57%
105.98%
116.13%
131.08%
131.37%
132.08%
138.74%
176.55%
121.77%
128.81%
129.51%
141.05%
150.58%
129.88%
137.87%
152.88%
154.28%
142.95%
161.03%
171.16%
175.82%
186.67%
186.20%
170.99%
262.66%
155.41%
152.23%
145.72%
157.22%
154.00%
159.01%
164.80%
163.90%
161.95%
139.82%
163.36%