Share price$8.50
1D-1.2%
Sold putSold callAH
Candel Therapeutics, Inc. Common Stock CADL
i
Market datapartial · fetched 2026-10-22T23:28:24.662Z
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 · 2026-10-22T23:22:12.384956024Z
FundamentalsAlpha Vantage · unavailable
Candel Therapeutics, Inc. Common Stock options
PutsExpensive1.39×
CallsExpensive1.27×
SkewBearish+12.06 pp
Implied moveBearish±$3.14
TiltBearish19.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.98 | 119.6% | 44.2% | |||
| 25Δ | 10.73 | 97.4% | 29.9% | |||
| 30Δ | 10.35 | 97.7% | 26.6% | |||
| 35Δ | 9.97 | 98.0% | 23.3% | |||
| 40Δ | 9.59 | 98.4% | 19.9% | 8.38 | 166.1% | 19.0% |
| 45Δ | 9.21 | 98.7% | 16.6% | 8.76 | 146.3% | 14.9% |
| 50Δ | 9.18 | 136.4% | 20.3% | 9.47 | 156.8% | 13.2% |
| 55Δ | 9.58 | 222.7% | 33.1% | 10.11 | 173.4% | 12.8% |
| 60Δ | 9.98 | 308.9% | 46.0% | 10.29 | 157.3% | 10.7% |
| 65Δ | 7.94 | 105.0% | 8.6% | 10.47 | 141.2% | 8.5% |
| 70Δ | 7.53 | 108.0% | 7.3% | 10.66 | 125.0% | 6.4% |
| 75Δ | 7.12 | 111.0% | 6.0% | 10.84 | 108.9% | 4.2% |
| 80Δ | 6.71 | 114.0% | 4.7% | 12.08 | 121.4% | 2.8% |
20Δ
- Pseudo strike
- 11.98
- IV
- 119.6%
- B/E move
- 44.2%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 10.73
- IV
- 97.4%
- B/E move
- 29.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 10.35
- IV
- 97.7%
- B/E move
- 26.6%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 9.97
- IV
- 98.0%
- B/E move
- 23.3%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 9.59
- IV
- 98.4%
- B/E move
- 19.9%
- Pseudo strike
- 8.38
- IV
- 166.1%
- B/E move
- 19.0%
45Δ
- Pseudo strike
- 9.21
- IV
- 98.7%
- B/E move
- 16.6%
- Pseudo strike
- 8.76
- IV
- 146.3%
- B/E move
- 14.9%
50Δ
- Pseudo strike
- 9.18
- IV
- 136.4%
- B/E move
- 20.3%
- Pseudo strike
- 9.47
- IV
- 156.8%
- B/E move
- 13.2%
55Δ
- Pseudo strike
- 9.58
- IV
- 222.7%
- B/E move
- 33.1%
- Pseudo strike
- 10.11
- IV
- 173.4%
- B/E move
- 12.8%
60Δ
- Pseudo strike
- 9.98
- IV
- 308.9%
- B/E move
- 46.0%
- Pseudo strike
- 10.29
- IV
- 157.3%
- B/E move
- 10.7%
65Δ
- Pseudo strike
- 7.94
- IV
- 105.0%
- B/E move
- 8.6%
- Pseudo strike
- 10.47
- IV
- 141.2%
- B/E move
- 8.5%
70Δ
- Pseudo strike
- 7.53
- IV
- 108.0%
- B/E move
- 7.3%
- Pseudo strike
- 10.66
- IV
- 125.0%
- B/E move
- 6.4%
75Δ
- Pseudo strike
- 7.12
- IV
- 111.0%
- B/E move
- 6.0%
- Pseudo strike
- 10.84
- IV
- 108.9%
- B/E move
- 4.2%
80Δ
- Pseudo strike
- 6.71
- IV
- 114.0%
- B/E move
- 4.7%
- Pseudo strike
- 12.08
- IV
- 121.4%
- B/E move
- 2.8%
Options history
Table
| Date | IV |
|---|---|
| 168.14% | |
| 194.36% |