IntraAlpha
Create free account Start free

Crescent Biopharma, Inc. CBIO

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T06:53:45.476Z

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 · 2026-10-22T21:24:12.467784129Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:45.065014+00:00

Share price$13.39
1D+3.5%
AH$12.85$13.00$13.16$13.32$13.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBIO
Sold putSold callAH

Crescent Biopharma, Inc. options

Live interpolated CBIO call and put midpoint premiums by absolute delta.Crescent Biopharma, Inc.$2.39$2.92$3.46$3.99$4.52$5.40$9.26$13.13$16.99$20.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBIO spot · $13.39CBIO PRICE$2.45$2.46$2.49$2.54$2.77$3.01$3.24$2.45$2.46$2.48$2.51$2.57$2.64$2.70$2.76$3.02$3.36$3.69$4.03$4.37
PutsExpensive1.88×
CallsExpensive1.79×
SkewBearish+14.08 pp
Implied moveBearish±$5.15
TiltBearish34.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.36361.6%48.4%
25Δ10.64286.4%38.9%
30Δ11.68243.2%31.3%
35Δ12.61204.8%24.6%
40Δ13.17185.3%20.8%
45Δ13.73165.8%17.1%
50Δ16.84236.4%44.0%14.29146.3%13.4%
55Δ14.69195.7%28.1%14.85126.8%9.7%
60Δ13.57168.7%20.0%15.38117.6%7.7%
65Δ12.48142.5%12.1%15.89112.4%6.4%
70Δ11.95133.4%10.0%16.41107.2%5.0%
75Δ11.43124.3%7.8%16.93102.0%3.7%
80Δ10.91115.2%5.7%17.4596.8%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.36
IV
361.6%
B/E move
48.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.64
IV
286.4%
B/E move
38.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.68
IV
243.2%
B/E move
31.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.61
IV
204.8%
B/E move
24.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.17
IV
185.3%
B/E move
20.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.73
IV
165.8%
B/E move
17.1%

50Δ

Calls
Pseudo strike
16.84
IV
236.4%
B/E move
44.0%
Puts
Pseudo strike
14.29
IV
146.3%
B/E move
13.4%

55Δ

Calls
Pseudo strike
14.69
IV
195.7%
B/E move
28.1%
Puts
Pseudo strike
14.85
IV
126.8%
B/E move
9.7%

60Δ

Calls
Pseudo strike
13.57
IV
168.7%
B/E move
20.0%
Puts
Pseudo strike
15.38
IV
117.6%
B/E move
7.7%

65Δ

Calls
Pseudo strike
12.48
IV
142.5%
B/E move
12.1%
Puts
Pseudo strike
15.89
IV
112.4%
B/E move
6.4%

70Δ

Calls
Pseudo strike
11.95
IV
133.4%
B/E move
10.0%
Puts
Pseudo strike
16.41
IV
107.2%
B/E move
5.0%

75Δ

Calls
Pseudo strike
11.43
IV
124.3%
B/E move
7.8%
Puts
Pseudo strike
16.93
IV
102.0%
B/E move
3.7%

80Δ

Calls
Pseudo strike
10.91
IV
115.2%
B/E move
5.7%
Puts
Pseudo strike
17.45
IV
96.8%
B/E move
2.3%

Options history

CBIO145.96152.01158.052026-10-20: 146.80%2026-10-21: 157.22%Oct 20Oct 21
Table
DateIV
146.80%
157.22%