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C4 Therapeutics Inc CCCC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T06:48:22.428Z

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 · 2026-10-21T23:56:51.027669943Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:48:21.610142+00:00

Share price$3.10
1D+0.6%
AH$3.11$3.14$3.17$3.19$3.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCCC
Sold putSold callAH

C4 Therapeutics Inc options

Live interpolated CCCC call and put midpoint premiums by absolute delta.C4 Therapeutics Inc$0.13$0.54$0.95$1.35$1.76$1.63$2.55$3.48$4.40$5.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCCC spot · $3.10CCCC PRICE$0.27$0.39$0.50$0.53$0.55$0.57$0.59$0.67$0.78$0.89$1.00$0.18$0.23$0.28$0.33$0.40$0.52$0.63$0.75$0.87$0.98$1.13$1.39$1.64
PutsExpensive1.33×
CallsExpensive2.30×
SkewBullish-84.52 pp
Implied moveBearish±$1.18
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.43115.5%27.3%
25Δ2.58118.2%24.1%
30Δ5.07208.5%72.0%2.73121.0%21.0%
35Δ5.58267.9%92.5%2.88123.7%17.9%
40Δ5.88310.6%105.9%3.04126.0%15.1%
45Δ5.23276.4%85.5%3.20126.9%13.4%
50Δ4.58242.1%65.1%3.37127.7%11.8%
55Δ3.92207.8%44.7%3.54128.6%10.2%
60Δ3.27173.6%24.4%3.70129.5%8.6%
65Δ2.89159.1%14.6%3.87130.3%7.0%
70Δ2.70158.2%12.2%4.06131.0%5.5%
75Δ2.52157.4%9.8%4.36131.2%4.3%
80Δ2.33156.6%7.4%4.65131.3%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
115.5%
B/E move
27.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.58
IV
118.2%
B/E move
24.1%

30Δ

Calls
Pseudo strike
5.07
IV
208.5%
B/E move
72.0%
Puts
Pseudo strike
2.73
IV
121.0%
B/E move
21.0%

35Δ

Calls
Pseudo strike
5.58
IV
267.9%
B/E move
92.5%
Puts
Pseudo strike
2.88
IV
123.7%
B/E move
17.9%

40Δ

Calls
Pseudo strike
5.88
IV
310.6%
B/E move
105.9%
Puts
Pseudo strike
3.04
IV
126.0%
B/E move
15.1%

45Δ

Calls
Pseudo strike
5.23
IV
276.4%
B/E move
85.5%
Puts
Pseudo strike
3.20
IV
126.9%
B/E move
13.4%

50Δ

Calls
Pseudo strike
4.58
IV
242.1%
B/E move
65.1%
Puts
Pseudo strike
3.37
IV
127.7%
B/E move
11.8%

55Δ

Calls
Pseudo strike
3.92
IV
207.8%
B/E move
44.7%
Puts
Pseudo strike
3.54
IV
128.6%
B/E move
10.2%

60Δ

Calls
Pseudo strike
3.27
IV
173.6%
B/E move
24.4%
Puts
Pseudo strike
3.70
IV
129.5%
B/E move
8.6%

65Δ

Calls
Pseudo strike
2.89
IV
159.1%
B/E move
14.6%
Puts
Pseudo strike
3.87
IV
130.3%
B/E move
7.0%

70Δ

Calls
Pseudo strike
2.70
IV
158.2%
B/E move
12.2%
Puts
Pseudo strike
4.06
IV
131.0%
B/E move
5.5%

75Δ

Calls
Pseudo strike
2.52
IV
157.4%
B/E move
9.8%
Puts
Pseudo strike
4.36
IV
131.2%
B/E move
4.3%

80Δ

Calls
Pseudo strike
2.33
IV
156.6%
B/E move
7.4%
Puts
Pseudo strike
4.65
IV
131.3%
B/E move
3.1%

Options history

No recorded observations