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Caribou Biosciences, Inc. Common Stock CRBU

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Market datapartial · fetched 2026-10-23T06:04:29.254Z

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 · 2026-10-22T23:35:52.511648731Z

FundamentalsAlpha Vantage · unavailable

Share price$0.53
1D+4.4%
AH$0.52$0.53$0.54$0.55$0.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRBU
Sold putSold callAH

Caribou Biosciences, Inc. Common Stock options

Live interpolated CRBU call and put midpoint premiums by absolute delta.Caribou Biosciences, Inc. Common Stock$0.00$1.03$2.07$3.10$4.13$-0.40$0.08$0.56$1.04$1.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRBU spot · $0.53CRBU PRICE$0.03$0.03$0.04$0.04$0.05$0.06$0.06$0.07$0.07$0.52$0.53$0.55$0.56$0.57$0.59$0.60$1.12$1.66$2.20$2.75$3.29$3.83
PutsExpensive1.52×
CallsExpensive1.22×
SkewBearish+314.86 pp
Implied moveBearish±$0.66
TiltBearish95.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.42256.0%172.8%0.60721.1%85.1%
25Δ1.31238.4%154.2%0.66667.8%75.1%
30Δ1.21220.8%135.6%0.73614.6%65.1%
35Δ1.11203.2%116.9%0.80561.3%55.1%
40Δ1.00185.6%98.3%0.86508.1%45.1%
45Δ0.90167.9%79.7%0.93454.8%35.0%
50Δ0.79150.3%61.0%1.00401.5%25.0%
55Δ0.69132.7%42.4%1.53407.5%22.1%
60Δ0.59115.1%23.8%2.09416.2%19.4%
65Δ2.64425.0%16.8%
70Δ3.20433.7%14.2%
75Δ3.76442.5%11.6%
80Δ4.31451.2%8.9%

20Δ

Calls
Pseudo strike
1.42
IV
256.0%
B/E move
172.8%
Puts
Pseudo strike
0.60
IV
721.1%
B/E move
85.1%

25Δ

Calls
Pseudo strike
1.31
IV
238.4%
B/E move
154.2%
Puts
Pseudo strike
0.66
IV
667.8%
B/E move
75.1%

30Δ

Calls
Pseudo strike
1.21
IV
220.8%
B/E move
135.6%
Puts
Pseudo strike
0.73
IV
614.6%
B/E move
65.1%

35Δ

Calls
Pseudo strike
1.11
IV
203.2%
B/E move
116.9%
Puts
Pseudo strike
0.80
IV
561.3%
B/E move
55.1%

40Δ

Calls
Pseudo strike
1.00
IV
185.6%
B/E move
98.3%
Puts
Pseudo strike
0.86
IV
508.1%
B/E move
45.1%

45Δ

Calls
Pseudo strike
0.90
IV
167.9%
B/E move
79.7%
Puts
Pseudo strike
0.93
IV
454.8%
B/E move
35.0%

50Δ

Calls
Pseudo strike
0.79
IV
150.3%
B/E move
61.0%
Puts
Pseudo strike
1.00
IV
401.5%
B/E move
25.0%

55Δ

Calls
Pseudo strike
0.69
IV
132.7%
B/E move
42.4%
Puts
Pseudo strike
1.53
IV
407.5%
B/E move
22.1%

60Δ

Calls
Pseudo strike
0.59
IV
115.1%
B/E move
23.8%
Puts
Pseudo strike
2.09
IV
416.2%
B/E move
19.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.64
IV
425.0%
B/E move
16.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.20
IV
433.7%
B/E move
14.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.76
IV
442.5%
B/E move
11.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.31
IV
451.2%
B/E move
8.9%

Options history

No recorded observations