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Celldex Therapeutics Inc CLDX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T06:52:21.720Z

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 · 2026-10-22T20:27:52.388476972Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:21.231592+00:00

Share price$28.97
1D-0.8%
AH$28.45$28.76$29.06$29.37$29.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLDX
Sold putSold callAH

Celldex Therapeutics Inc options

Live interpolated CLDX call and put midpoint premiums by absolute delta.Celldex Therapeutics Inc$0.61$1.87$3.12$4.38$5.64$21.63$25.66$29.69$33.72$37.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLDX spot · $28.97CLDX PRICE$1.37$0.74$2.45$2.23$1.25$1.47$1.77$1.99$1.97$2.11$3.34$4.03$4.56$2.45$1.45$1.22$1.46$1.69$1.92$1.91$1.82$1.73$2.87$3.24$3.92$5.28
PutsExpensive1.34×
CallsExpensive1.65×
SkewBullish-17.81 pp
Implied moveBearish±$3.67
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.22191.8%88.4%21.20201.1%35.3%
25Δ33.7268.4%18.9%24.99104.3%18.7%
30Δ46.92209.3%70.4%26.6971.8%12.1%
35Δ37.63147.5%37.6%27.4869.0%10.2%
40Δ30.7259.6%10.4%28.2066.4%8.5%
45Δ30.0759.5%8.9%28.8663.4%7.0%
50Δ29.4760.7%7.8%29.2755.6%5.5%
55Δ28.8959.7%6.6%29.6346.5%4.0%
60Δ28.4251.0%4.9%29.9837.4%2.5%
65Δ27.8746.1%3.5%31.0251.7%2.8%
70Δ26.8366.2%4.1%31.5850.4%2.2%
75Δ25.9570.7%3.5%32.4152.4%1.7%
80Δ25.1869.3%2.6%33.8758.1%1.3%

20Δ

Calls
Pseudo strike
53.22
IV
191.8%
B/E move
88.4%
Puts
Pseudo strike
21.20
IV
201.1%
B/E move
35.3%

25Δ

Calls
Pseudo strike
33.72
IV
68.4%
B/E move
18.9%
Puts
Pseudo strike
24.99
IV
104.3%
B/E move
18.7%

30Δ

Calls
Pseudo strike
46.92
IV
209.3%
B/E move
70.4%
Puts
Pseudo strike
26.69
IV
71.8%
B/E move
12.1%

35Δ

Calls
Pseudo strike
37.63
IV
147.5%
B/E move
37.6%
Puts
Pseudo strike
27.48
IV
69.0%
B/E move
10.2%

40Δ

Calls
Pseudo strike
30.72
IV
59.6%
B/E move
10.4%
Puts
Pseudo strike
28.20
IV
66.4%
B/E move
8.5%

45Δ

Calls
Pseudo strike
30.07
IV
59.5%
B/E move
8.9%
Puts
Pseudo strike
28.86
IV
63.4%
B/E move
7.0%

50Δ

Calls
Pseudo strike
29.47
IV
60.7%
B/E move
7.8%
Puts
Pseudo strike
29.27
IV
55.6%
B/E move
5.5%

55Δ

Calls
Pseudo strike
28.89
IV
59.7%
B/E move
6.6%
Puts
Pseudo strike
29.63
IV
46.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
28.42
IV
51.0%
B/E move
4.9%
Puts
Pseudo strike
29.98
IV
37.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
27.87
IV
46.1%
B/E move
3.5%
Puts
Pseudo strike
31.02
IV
51.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
26.83
IV
66.2%
B/E move
4.1%
Puts
Pseudo strike
31.58
IV
50.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
25.95
IV
70.7%
B/E move
3.5%
Puts
Pseudo strike
32.41
IV
52.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
25.18
IV
69.3%
B/E move
2.6%
Puts
Pseudo strike
33.87
IV
58.1%
B/E move
1.3%

Options history

CLDX58.6561.8865.112026-10-20: 64.66%2026-10-21: 59.10%Oct 20Oct 21
Table
DateIV
64.66%
59.10%