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Candel Therapeutics, Inc. Common Stock CADL

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Market datapartial · fetched 2026-11-12T02:57:44.532Z

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 · 2026-11-12T00:56:49.607095741Z

FundamentalsAlpha Vantage · unavailable

Share price$9.18
1D-2.2%
AH$9.19$9.28$9.37$9.45$9.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCADL
Sold putSold callAH

Candel Therapeutics, Inc. Common Stock options

Live interpolated CADL call and put midpoint premiums by absolute delta.Candel Therapeutics, Inc. Common Stock$2.44$2.53$2.61$2.70$2.78$-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 unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECADL PRICE$2.62$2.75$2.45$2.46$2.47$2.48$2.49$2.49
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
35Δ9.01462.3%28.6%
40Δ9.36420.0%24.8%
45Δ9.72377.6%21.0%
50Δ10.08335.3%17.2%
55Δ10.43293.0%13.4%
60Δ10.79250.7%9.6%
65Δ
70Δ
75Δ7.50315.5%10.3%
80Δ7.00282.8%6.2%

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
9.01
IV
462.3%
B/E move
28.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.36
IV
420.0%
B/E move
24.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.72
IV
377.6%
B/E move
21.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.08
IV
335.3%
B/E move
17.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.43
IV
293.0%
B/E move
13.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.79
IV
250.7%
B/E move
9.6%

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
7.50
IV
315.5%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.00
IV
282.8%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend214.20%
Daily close
CADL88.8%200.9%313.1%2026-08-13: 181.54%2026-08-14: 181.28%2026-08-17: 234.46%2026-08-18: 258.15%2026-08-19: 217.70%2026-08-20: 177.41%2026-08-21: 131.14%2026-08-24: 128.59%2026-08-25: 126.16%2026-08-26: 130.34%2026-08-27: 104.29%2026-08-28: 127.88%2026-08-31: 140.45%2026-09-01: 135.18%2026-09-02: 133.81%2026-09-03: 154.04%2026-09-04: 152.45%2026-09-08: 166.87%2026-09-09: 178.99%2026-09-10: 208.50%2026-09-11: 213.17%2026-09-14: 278.51%2026-09-15: 193.00%2026-09-16: 188.47%2026-09-17: 297.61%2026-09-18: 148.49%2026-09-21: 142.76%2026-09-22: 142.07%2026-09-23: 148.54%2026-09-24: 154.61%2026-09-25: 163.46%2026-09-28: 166.70%2026-09-29: 171.06%2026-10-01: 187.18%2026-10-05: 188.02%2026-10-06: 231.05%2026-10-07: 244.89%2026-10-08: 246.81%2026-10-09: 211.13%2026-10-12: 264.37%2026-10-13: 297.04%2026-10-14: 259.51%2026-10-16: 190.64%2026-10-19: 189.02%2026-10-20: 168.84%2026-10-21: 201.07%2026-10-22: 192.62%2026-10-23: 191.96%2026-10-26: 173.44%2026-10-27: 206.23%2026-10-28: 184.79%2026-10-29: 187.73%2026-10-30: 214.20%Aug 13Sep 21Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
181.54%
181.28%
234.46%
258.15%
217.70%
177.41%
131.14%
128.59%
126.16%
130.34%
104.29%
127.88%
140.45%
135.18%
133.81%
154.04%
152.45%
166.87%
178.99%
208.50%
213.17%
278.51%
193.00%
188.47%
297.61%
148.49%
142.76%
142.07%
148.54%
154.61%
163.46%
166.70%
171.06%
187.18%
188.02%
231.05%
244.89%
246.81%
211.13%
264.37%
297.04%
259.51%
190.64%
189.02%
168.84%
201.07%
192.62%
191.96%
173.44%
206.23%
184.79%
187.73%
214.20%