IntraAlpha
Create free account Start free

Corbus Pharmaceuticals Holdings, Inc. Common Stock CRBP

i

Market datapartial · fetched 2026-11-13T19:12:07.704Z

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 · 2026-11-13T19:10:32.379018781Z

FundamentalsAlpha Vantage · unavailable

Share price$3.45
1D-1.4%
$3.29$3.35$3.41$3.47$3.535:30 AM6:30 AM9:00 AM1:00 PMCRBP
Sold putSold call

Corbus Pharmaceuticals Holdings, Inc. Common Stock options

Live interpolated CRBP call and put midpoint premiums by absolute delta.Corbus Pharmaceuticals Holdings, Inc. Common Stock$0.23$0.77$1.30$1.84$2.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECRBP PRICE$0.29$0.53$0.77$1.01$1.25$1.49$1.74$1.98$2.22$1.00$1.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ3.98247.7%23.9%
45Δ3.71297.7%23.0%
50Δ3.44347.7%22.2%
55Δ3.17397.7%21.3%
60Δ2.90447.7%20.5%
65Δ2.63497.7%19.6%
70Δ2.36547.6%18.8%4.29213.3%4.7%
75Δ2.09597.6%17.9%4.69243.6%4.1%
80Δ1.82647.6%17.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.98
IV
247.7%
B/E move
23.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.71
IV
297.7%
B/E move
23.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.44
IV
347.7%
B/E move
22.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.17
IV
397.7%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.90
IV
447.7%
B/E move
20.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.63
IV
497.7%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.36
IV
547.6%
B/E move
18.8%
Puts
Pseudo strike
4.29
IV
213.3%
B/E move
4.7%

75Δ

Calls
Pseudo strike
2.09
IV
597.6%
B/E move
17.9%
Puts
Pseudo strike
4.69
IV
243.6%
B/E move
4.1%

80Δ

Calls
Pseudo strike
1.82
IV
647.6%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations