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Celldex Therapeutics, Inc. CLDX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T14:57:30.750Z

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 · 2026-11-12T14:56:42.811782692Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:57:28.936759+00:00

Share price$29.45
1D-1.9%
$29.20$29.42$29.64$29.85$30.075:30 AM6:30 AM9:00 AM1:00 PMCLDX
Sold putSold call

Celldex Therapeutics, Inc. options

Live interpolated CLDX call and put midpoint premiums by absolute delta.Celldex Therapeutics, Inc.$0.82$1.59$2.36$3.13$3.89$25.47$27.38$29.28$31.19$33.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CLDX spot · $29.45CLDX PRICE$1.40$1.63$1.87$2.45$2.65$2.90$3.16$3.42$3.67$1.24$0.90$1.12$1.55$1.85$1.96$2.06$2.17$2.28$2.38$2.49$2.60
Puts——
Calls——
Skew——
Implied moveBullish±$4.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ25.85160.3%16.4%
30Δ35.75191.4%26.2%27.5299.6%9.6%
35Δ33.89179.0%20.6%28.2295.9%8.0%
40Δ28.72108.7%7.7%
45Δ30.92139.9%11.4%29.24111.8%7.0%
50Δ30.28160.2%11.1%29.78102.1%5.5%
55Δ30.1894.0%4.5%
60Δ28.67127.0%6.4%30.4987.0%3.8%
65Δ28.10119.9%5.3%30.7980.0%3.2%
70Δ27.53112.8%4.2%31.1072.9%2.5%
75Δ26.96105.7%3.2%31.4065.9%1.8%
80Δ26.3998.6%2.1%31.7158.9%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.85
IV
160.3%
B/E move
16.4%

30Δ

Calls
Pseudo strike
35.75
IV
191.4%
B/E move
26.2%
Puts
Pseudo strike
27.52
IV
99.6%
B/E move
9.6%

35Δ

Calls
Pseudo strike
33.89
IV
179.0%
B/E move
20.6%
Puts
Pseudo strike
28.22
IV
95.9%
B/E move
8.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.72
IV
108.7%
B/E move
7.7%

45Δ

Calls
Pseudo strike
30.92
IV
139.9%
B/E move
11.4%
Puts
Pseudo strike
29.24
IV
111.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
30.28
IV
160.2%
B/E move
11.1%
Puts
Pseudo strike
29.78
IV
102.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.18
IV
94.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
28.67
IV
127.0%
B/E move
6.4%
Puts
Pseudo strike
30.49
IV
87.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
28.10
IV
119.9%
B/E move
5.3%
Puts
Pseudo strike
30.79
IV
80.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
27.53
IV
112.8%
B/E move
4.2%
Puts
Pseudo strike
31.10
IV
72.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
26.96
IV
105.7%
B/E move
3.2%
Puts
Pseudo strike
31.40
IV
65.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
26.39
IV
98.6%
B/E move
2.1%
Puts
Pseudo strike
31.71
IV
58.9%
B/E move
1.1%

Options history

IV · four-Friday blend56.15%
Daily EOD
CLDX49.2%57.5%65.8%2026-10-19: 62.28%2026-10-20: 64.66%2026-10-21: 59.10%2026-10-22: 55.30%2026-10-23: 57.39%2026-10-26: 55.47%2026-10-27: 59.05%2026-10-28: 50.83%2026-10-29: 50.32%2026-10-30: 56.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.28%
64.66%
59.10%
55.30%
57.39%
55.47%
59.05%
50.83%
50.32%
56.15%