IntraAlpha
Create free account Start free

CareDx Inc CDNA

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-10-22T04:22:15.828Z

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 · 2026-10-21T22:19:25.257953365Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:22:14.598191+00:00

Share price$71.97
1D+5.3%
AH$68$69$71$72$735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDNA
Sold putSold callAH

CareDx Inc options

Live interpolated CDNA call and put midpoint premiums by absolute delta.CareDx Inc$1.43$8.08$14.73$21.38$28.03$49.16$60.35$71.54$82.73$93.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDNA spot · $71.97CDNA PRICE$2.15$2.47$2.69$3.12$3.80$4.47$5.30$6.20$7.11$8.34$9.57$10.65$11.59$2.48$2.92$3.57$4.57$5.57$7.15$8.76$10.39$12.03$14.02$16.29$20.83$26.11
PutsExpensive1.16×
CallsCheap0.91×
SkewBearish+12.08 pp
Implied moveBearish±$14.06
TiltBearish27.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.88107.2%39.0%59.6195.8%20.6%
25Δ90.6094.4%29.3%62.9885.8%16.5%
30Δ83.1677.9%19.3%65.7780.5%13.6%
35Δ79.7972.6%15.2%67.8582.0%12.1%
40Δ77.7472.7%13.3%69.9383.4%10.6%
45Δ75.6972.8%11.4%72.2887.1%9.5%
50Δ73.7573.3%9.8%74.6490.8%8.5%
55Δ71.8774.0%8.5%77.1491.3%7.3%
60Δ69.9874.7%7.1%79.6691.2%6.0%
65Δ67.9775.5%6.0%82.4390.9%5.0%
70Δ65.9576.3%4.9%85.4391.2%3.9%
75Δ64.1374.1%3.9%90.4898.3%3.2%
80Δ62.4869.1%2.9%96.34103.3%2.4%

20Δ

Calls
Pseudo strike
97.88
IV
107.2%
B/E move
39.0%
Puts
Pseudo strike
59.61
IV
95.8%
B/E move
20.6%

25Δ

Calls
Pseudo strike
90.60
IV
94.4%
B/E move
29.3%
Puts
Pseudo strike
62.98
IV
85.8%
B/E move
16.5%

30Δ

Calls
Pseudo strike
83.16
IV
77.9%
B/E move
19.3%
Puts
Pseudo strike
65.77
IV
80.5%
B/E move
13.6%

35Δ

Calls
Pseudo strike
79.79
IV
72.6%
B/E move
15.2%
Puts
Pseudo strike
67.85
IV
82.0%
B/E move
12.1%

40Δ

Calls
Pseudo strike
77.74
IV
72.7%
B/E move
13.3%
Puts
Pseudo strike
69.93
IV
83.4%
B/E move
10.6%

45Δ

Calls
Pseudo strike
75.69
IV
72.8%
B/E move
11.4%
Puts
Pseudo strike
72.28
IV
87.1%
B/E move
9.5%

50Δ

Calls
Pseudo strike
73.75
IV
73.3%
B/E move
9.8%
Puts
Pseudo strike
74.64
IV
90.8%
B/E move
8.5%

55Δ

Calls
Pseudo strike
71.87
IV
74.0%
B/E move
8.5%
Puts
Pseudo strike
77.14
IV
91.3%
B/E move
7.3%

60Δ

Calls
Pseudo strike
69.98
IV
74.7%
B/E move
7.1%
Puts
Pseudo strike
79.66
IV
91.2%
B/E move
6.0%

65Δ

Calls
Pseudo strike
67.97
IV
75.5%
B/E move
6.0%
Puts
Pseudo strike
82.43
IV
90.9%
B/E move
5.0%

70Δ

Calls
Pseudo strike
65.95
IV
76.3%
B/E move
4.9%
Puts
Pseudo strike
85.43
IV
91.2%
B/E move
3.9%

75Δ

Calls
Pseudo strike
64.13
IV
74.1%
B/E move
3.9%
Puts
Pseudo strike
90.48
IV
98.3%
B/E move
3.2%

80Δ

Calls
Pseudo strike
62.48
IV
69.1%
B/E move
2.9%
Puts
Pseudo strike
96.34
IV
103.3%
B/E move
2.4%

Options history

No recorded observations