Share price$8.57
1D+0.8%
Sold putSold call
Candel Therapeutics, Inc. Common Stock CADL
i
Market datapartial · fetched 2026-10-22T14:52:33.082Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T14:51:58.585740036Z
FundamentalsAlpha Vantage · unavailable
Candel Therapeutics, Inc. Common Stock options
PutsExpensive1.65×
CallsExpensive1.21×
SkewBearish+45.90 pp
Implied moveBearish±$2.99
TiltBearish46.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.61 | 336.4% | 46.7% | |||
| 25Δ | 10.90 | 101.6% | 30.9% | 6.47 | 247.0% | 34.6% |
| 30Δ | 10.50 | 100.3% | 27.3% | 7.33 | 157.7% | 22.5% |
| 35Δ | 10.09 | 98.9% | 23.7% | 8.08 | 91.7% | 13.1% |
| 40Δ | 9.69 | 97.6% | 20.0% | 8.47 | 110.3% | 13.1% |
| 45Δ | 9.29 | 96.3% | 16.4% | 8.85 | 128.9% | 13.1% |
| 50Δ | 8.89 | 100.2% | 13.6% | 9.66 | 141.1% | 12.2% |
| 55Δ | 8.50 | 117.2% | 13.0% | 10.76 | 149.0% | 10.9% |
| 60Δ | 8.11 | 134.2% | 12.5% | 11.86 | 156.9% | 9.5% |
| 65Δ | 7.73 | 151.2% | 11.9% | 12.96 | 164.8% | 8.2% |
| 70Δ | 7.34 | 168.2% | 11.3% | 14.06 | 172.7% | 6.8% |
| 75Δ | 6.97 | 180.4% | 10.5% | 15.16 | 180.6% | 5.4% |
| 80Δ | 6.67 | 157.3% | 7.8% | 16.26 | 188.5% | 4.1% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.61
- IV
- 336.4%
- B/E move
- 46.7%
25Δ
- Pseudo strike
- 10.90
- IV
- 101.6%
- B/E move
- 30.9%
- Pseudo strike
- 6.47
- IV
- 247.0%
- B/E move
- 34.6%
30Δ
- Pseudo strike
- 10.50
- IV
- 100.3%
- B/E move
- 27.3%
- Pseudo strike
- 7.33
- IV
- 157.7%
- B/E move
- 22.5%
35Δ
- Pseudo strike
- 10.09
- IV
- 98.9%
- B/E move
- 23.7%
- Pseudo strike
- 8.08
- IV
- 91.7%
- B/E move
- 13.1%
40Δ
- Pseudo strike
- 9.69
- IV
- 97.6%
- B/E move
- 20.0%
- Pseudo strike
- 8.47
- IV
- 110.3%
- B/E move
- 13.1%
45Δ
- Pseudo strike
- 9.29
- IV
- 96.3%
- B/E move
- 16.4%
- Pseudo strike
- 8.85
- IV
- 128.9%
- B/E move
- 13.1%
50Δ
- Pseudo strike
- 8.89
- IV
- 100.2%
- B/E move
- 13.6%
- Pseudo strike
- 9.66
- IV
- 141.1%
- B/E move
- 12.2%
55Δ
- Pseudo strike
- 8.50
- IV
- 117.2%
- B/E move
- 13.0%
- Pseudo strike
- 10.76
- IV
- 149.0%
- B/E move
- 10.9%
60Δ
- Pseudo strike
- 8.11
- IV
- 134.2%
- B/E move
- 12.5%
- Pseudo strike
- 11.86
- IV
- 156.9%
- B/E move
- 9.5%
65Δ
- Pseudo strike
- 7.73
- IV
- 151.2%
- B/E move
- 11.9%
- Pseudo strike
- 12.96
- IV
- 164.8%
- B/E move
- 8.2%
70Δ
- Pseudo strike
- 7.34
- IV
- 168.2%
- B/E move
- 11.3%
- Pseudo strike
- 14.06
- IV
- 172.7%
- B/E move
- 6.8%
75Δ
- Pseudo strike
- 6.97
- IV
- 180.4%
- B/E move
- 10.5%
- Pseudo strike
- 15.16
- IV
- 180.6%
- B/E move
- 5.4%
80Δ
- Pseudo strike
- 6.67
- IV
- 157.3%
- B/E move
- 7.8%
- Pseudo strike
- 16.26
- IV
- 188.5%
- B/E move
- 4.1%
Options history
Table
| Date | IV |
|---|---|
| 168.14% | |
| 194.36% |