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C4 Therapeutics, Inc. Common Stock CCCC

i

Market dataready · fetched 2026-11-11T14:01:32.744Z

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 · 2026-11-11T11:11:36.060221765Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:01:32.380971+00:00

Share price$3.01
1D
Price history unavailable.

C4 Therapeutics, Inc. Common Stock options

Live interpolated CCCC call and put midpoint premiums by absolute delta.C4 Therapeutics, Inc. Common Stock$0.05$0.60$1.15$1.71$2.26$2.15$2.54$2.93$3.31$3.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CCCC spot · $3.01CCCC PRICE$0.11$0.13$0.14$0.17$0.28$0.38$0.48$0.59$0.69$0.11$0.12$0.13$0.13$0.14$0.15$0.38$0.66$0.95$1.24$1.53$1.81$2.10
PutsExpensive1.29×
Calls——
Skew——
Implied moveBearish±$0.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.23231.6%29.8%
25Δ2.37202.9%25.1%
30Δ2.52174.1%20.4%
35Δ2.67145.4%15.7%
40Δ3.35103.0%15.2%2.82116.7%11.0%
45Δ3.2393.3%11.4%2.9787.9%6.3%
50Δ3.1083.7%7.6%3.2493.6%4.9%
55Δ2.9778.5%4.5%3.54108.2%4.4%
60Δ2.8588.0%4.0%3.84122.9%3.9%
65Δ2.7497.4%3.6%4.15137.5%3.4%
70Δ2.62106.9%3.1%4.45152.1%2.9%
75Δ2.50116.3%2.6%4.75166.8%2.4%
80Δ2.38125.7%2.1%5.05181.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.23
IV
231.6%
B/E move
29.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.37
IV
202.9%
B/E move
25.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.52
IV
174.1%
B/E move
20.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.67
IV
145.4%
B/E move
15.7%

40Δ

Calls
Pseudo strike
3.35
IV
103.0%
B/E move
15.2%
Puts
Pseudo strike
2.82
IV
116.7%
B/E move
11.0%

45Δ

Calls
Pseudo strike
3.23
IV
93.3%
B/E move
11.4%
Puts
Pseudo strike
2.97
IV
87.9%
B/E move
6.3%

50Δ

Calls
Pseudo strike
3.10
IV
83.7%
B/E move
7.6%
Puts
Pseudo strike
3.24
IV
93.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
2.97
IV
78.5%
B/E move
4.5%
Puts
Pseudo strike
3.54
IV
108.2%
B/E move
4.4%

60Δ

Calls
Pseudo strike
2.85
IV
88.0%
B/E move
4.0%
Puts
Pseudo strike
3.84
IV
122.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
2.74
IV
97.4%
B/E move
3.6%
Puts
Pseudo strike
4.15
IV
137.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
2.62
IV
106.9%
B/E move
3.1%
Puts
Pseudo strike
4.45
IV
152.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
2.50
IV
116.3%
B/E move
2.6%
Puts
Pseudo strike
4.75
IV
166.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
2.38
IV
125.7%
B/E move
2.1%
Puts
Pseudo strike
5.05
IV
181.4%
B/E move
1.9%

Options history

IV · four-Friday blend108.81%
Daily EOD
CCCC106.5%123.4%140.3%2026-10-19: 126.62%2026-10-20: 112.11%2026-10-21: 137.93%2026-10-22: 123.75%2026-10-23: 125.94%2026-10-26: 117.17%2026-10-27: 124.95%2026-10-28: 113.22%2026-10-29: 117.68%2026-10-30: 108.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
126.62%
112.11%
137.93%
123.75%
125.94%
117.17%
124.95%
113.22%
117.68%
108.81%