IntraAlpha
Create free account Start free

Climb Bio, Inc. Common Stock CLYM

i

Market datapartial · fetched 2026-10-22T15:12:36.829Z

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 · 2026-10-22T15:12:32.544848545Z

FundamentalsAlpha Vantage · unavailable

Share price$10.72
1D+0.8%
$10.56$10.71$10.87$11.03$11.195:30 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$0.23$2.64$5.05$7.45$9.86$4.99$8.01$11.04$14.06$17.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLYM spot · $10.72CLYM PRICE$0.49$0.67$0.98$0.97$1.06$1.20$1.45$1.69$1.93$2.18$2.72$3.25$3.79$0.69$0.90$1.11$1.32$1.69$2.07$2.44$2.81$3.30$3.83$4.35$5.45$9.16
PutsExpensive1.61×
CallsExpensive1.93×
SkewBullish-21.01 pp
Implied moveBearish±$3.89
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.91179.9%81.0%8.07158.4%31.1%
25Δ18.04190.8%74.5%8.71154.0%27.1%
30Δ20.56239.7%100.9%9.35149.5%23.2%
35Δ14.74173.9%46.6%9.98145.1%19.2%
40Δ13.41156.5%35.0%10.58145.5%17.1%
45Δ12.32145.3%26.1%11.18146.1%15.0%
50Δ11.74147.4%23.0%11.77146.7%13.0%
55Δ11.16149.5%19.8%12.36147.3%10.9%
60Δ10.58151.7%16.7%13.04145.7%9.2%
65Δ9.99153.9%13.6%13.73143.4%7.6%
70Δ9.27167.0%11.8%14.43141.1%5.9%
75Δ8.54180.1%10.0%15.69146.5%4.5%
80Δ7.82193.2%8.3%19.46186.4%4.0%

20Δ

Calls
Pseudo strike
18.91
IV
179.9%
B/E move
81.0%
Puts
Pseudo strike
8.07
IV
158.4%
B/E move
31.1%

25Δ

Calls
Pseudo strike
18.04
IV
190.8%
B/E move
74.5%
Puts
Pseudo strike
8.71
IV
154.0%
B/E move
27.1%

30Δ

Calls
Pseudo strike
20.56
IV
239.7%
B/E move
100.9%
Puts
Pseudo strike
9.35
IV
149.5%
B/E move
23.2%

35Δ

Calls
Pseudo strike
14.74
IV
173.9%
B/E move
46.6%
Puts
Pseudo strike
9.98
IV
145.1%
B/E move
19.2%

40Δ

Calls
Pseudo strike
13.41
IV
156.5%
B/E move
35.0%
Puts
Pseudo strike
10.58
IV
145.5%
B/E move
17.1%

45Δ

Calls
Pseudo strike
12.32
IV
145.3%
B/E move
26.1%
Puts
Pseudo strike
11.18
IV
146.1%
B/E move
15.0%

50Δ

Calls
Pseudo strike
11.74
IV
147.4%
B/E move
23.0%
Puts
Pseudo strike
11.77
IV
146.7%
B/E move
13.0%

55Δ

Calls
Pseudo strike
11.16
IV
149.5%
B/E move
19.8%
Puts
Pseudo strike
12.36
IV
147.3%
B/E move
10.9%

60Δ

Calls
Pseudo strike
10.58
IV
151.7%
B/E move
16.7%
Puts
Pseudo strike
13.04
IV
145.7%
B/E move
9.2%

65Δ

Calls
Pseudo strike
9.99
IV
153.9%
B/E move
13.6%
Puts
Pseudo strike
13.73
IV
143.4%
B/E move
7.6%

70Δ

Calls
Pseudo strike
9.27
IV
167.0%
B/E move
11.8%
Puts
Pseudo strike
14.43
IV
141.1%
B/E move
5.9%

75Δ

Calls
Pseudo strike
8.54
IV
180.1%
B/E move
10.0%
Puts
Pseudo strike
15.69
IV
146.5%
B/E move
4.5%

80Δ

Calls
Pseudo strike
7.82
IV
193.2%
B/E move
8.3%
Puts
Pseudo strike
19.46
IV
186.4%
B/E move
4.0%

Options history

CLYM130.50131.60132.692026-10-20: 132.54%2026-10-21: 130.66%Oct 20Oct 21
Table
DateIV
132.54%
130.66%