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Climb Bio, Inc. Common Stock CLYM

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:52:22.118Z

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 · 2026-11-11T14:52:15.068355749Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:52:21.685506+00:00

Share price$12.08
1D+1.8%
$11.59$11.73$11.86$11.99$12.135:30 AM6:30 AM9:00 AM1:00 PMCLYM
Sold putSold call

Climb Bio, Inc. Common Stock options

Live interpolated CLYM call and put midpoint premiums by absolute delta.Climb Bio, Inc. Common Stock$0.39$0.92$1.45$1.98$2.51$7.76$9.81$11.86$13.91$15.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CLYM spot · $12.08CLYM PRICE$0.86$0.56$0.65$0.74$0.83$0.92$1.01$1.10$1.19$0.45$0.67$0.89$1.04$1.13$1.22$1.30$1.60$1.98$2.35
Puts——
Calls——
Skew——
Implied moveBearish±$1.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.33147.7%18.2%
25Δ10.60170.0%17.8%
30Δ10.87192.4%17.4%
35Δ14.90229.7%30.5%11.20195.2%15.9%
40Δ11.60179.1%13.3%
45Δ12.4795.2%7.9%12.00162.9%10.7%
50Δ12.2791.8%7.0%12.40146.7%8.2%
55Δ12.0788.3%6.1%12.86147.8%6.9%
60Δ11.8884.9%5.2%13.33154.7%6.0%
65Δ11.6881.4%4.3%13.81161.6%5.1%
70Δ11.4878.0%3.4%
75Δ11.2874.5%2.5%
80Δ11.0871.1%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.33
IV
147.7%
B/E move
18.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.60
IV
170.0%
B/E move
17.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.87
IV
192.4%
B/E move
17.4%

35Δ

Calls
Pseudo strike
14.90
IV
229.7%
B/E move
30.5%
Puts
Pseudo strike
11.20
IV
195.2%
B/E move
15.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.60
IV
179.1%
B/E move
13.3%

45Δ

Calls
Pseudo strike
12.47
IV
95.2%
B/E move
7.9%
Puts
Pseudo strike
12.00
IV
162.9%
B/E move
10.7%

50Δ

Calls
Pseudo strike
12.27
IV
91.8%
B/E move
7.0%
Puts
Pseudo strike
12.40
IV
146.7%
B/E move
8.2%

55Δ

Calls
Pseudo strike
12.07
IV
88.3%
B/E move
6.1%
Puts
Pseudo strike
12.86
IV
147.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
11.88
IV
84.9%
B/E move
5.2%
Puts
Pseudo strike
13.33
IV
154.7%
B/E move
6.0%

65Δ

Calls
Pseudo strike
11.68
IV
81.4%
B/E move
4.3%
Puts
Pseudo strike
13.81
IV
161.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
11.48
IV
78.0%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.28
IV
74.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.08
IV
71.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend121.75%
Daily EOD
CLYM111.4%135.7%160.0%2026-10-19: 132.47%2026-10-20: 132.54%2026-10-21: 130.66%2026-10-22: 136.72%2026-10-23: 133.08%2026-10-26: 127.24%2026-10-27: 129.45%2026-10-28: 156.63%2026-10-29: 114.73%2026-10-30: 121.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
132.47%
132.54%
130.66%
136.72%
133.08%
127.24%
129.45%
156.63%
114.73%
121.75%