IntraAlpha
Create free account Start free

CareDx, Inc. Common Stock CDNA

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-11T14:06:18.569Z

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 · 2026-11-11T13:59:31.692072782Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:06:15.781074+00:00

Share price$82.46
1D+0.0%
$82.42$82.44$82.46$82.48$82.505:30 AM6:30 AM9:00 AM1:00 PMCDNA
Sold putSold call

CareDx, Inc. Common Stock options

Live interpolated CDNA call and put midpoint premiums by absolute delta.CareDx, Inc. Common Stock$0.88$5.50$10.12$14.74$19.36$64.29$72.92$81.55$90.18$98.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CDNA spot · $82.46CDNA PRICE$1.62$1.38$1.60$1.91$2.32$2.74$3.15$3.57$3.98$4.49$5.04$5.59$1.65$1.97$2.44$2.90$3.51$4.38$5.25$6.11$7.44$8.79$10.54$13.54$18.03
PutsCheap0.86×
Calls——
Skew——
Implied moveBearish±$7.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.65113.4%20.4%72.48106.0%14.1%
25Δ75.4494.3%10.9%
30Δ87.4158.7%7.7%77.1791.0%9.4%
35Δ85.8755.1%6.1%78.8987.7%7.8%
40Δ84.6253.0%4.9%80.5286.3%6.6%
45Δ83.7452.8%4.4%82.0088.2%5.9%
50Δ82.8752.6%3.8%83.4790.1%5.1%
55Δ82.0052.4%3.3%84.9492.0%4.4%
60Δ81.1252.2%2.7%86.7794.0%3.8%
65Δ80.2552.0%2.1%88.6196.0%3.2%
70Δ79.4249.5%1.8%90.8399.8%2.6%
75Δ78.6246.1%1.5%94.15109.2%2.2%
80Δ77.8142.7%1.1%98.97122.5%1.8%

20Δ

Calls
Pseudo strike
97.65
IV
113.4%
B/E move
20.4%
Puts
Pseudo strike
72.48
IV
106.0%
B/E move
14.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.44
IV
94.3%
B/E move
10.9%

30Δ

Calls
Pseudo strike
87.41
IV
58.7%
B/E move
7.7%
Puts
Pseudo strike
77.17
IV
91.0%
B/E move
9.4%

35Δ

Calls
Pseudo strike
85.87
IV
55.1%
B/E move
6.1%
Puts
Pseudo strike
78.89
IV
87.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
84.62
IV
53.0%
B/E move
4.9%
Puts
Pseudo strike
80.52
IV
86.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
83.74
IV
52.8%
B/E move
4.4%
Puts
Pseudo strike
82.00
IV
88.2%
B/E move
5.9%

50Δ

Calls
Pseudo strike
82.87
IV
52.6%
B/E move
3.8%
Puts
Pseudo strike
83.47
IV
90.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
82.00
IV
52.4%
B/E move
3.3%
Puts
Pseudo strike
84.94
IV
92.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
81.12
IV
52.2%
B/E move
2.7%
Puts
Pseudo strike
86.77
IV
94.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
80.25
IV
52.0%
B/E move
2.1%
Puts
Pseudo strike
88.61
IV
96.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
79.42
IV
49.5%
B/E move
1.8%
Puts
Pseudo strike
90.83
IV
99.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
78.62
IV
46.1%
B/E move
1.5%
Puts
Pseudo strike
94.15
IV
109.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
77.81
IV
42.7%
B/E move
1.1%
Puts
Pseudo strike
98.97
IV
122.5%
B/E move
1.8%

Options history

IV · four-Friday blend54.21%
Daily EOD
CDNA52.7%63.5%74.3%2026-10-19: 69.00%2026-10-20: 69.98%2026-10-21: 69.59%2026-10-22: 71.87%2026-10-23: 70.49%2026-10-26: 71.05%2026-10-27: 72.82%2026-10-28: 70.57%2026-10-29: 70.22%2026-10-30: 54.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
69.00%
69.98%
69.59%
71.87%
70.49%
71.05%
72.82%
70.57%
70.22%
54.21%