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Cardiff Oncology Inc CRDF

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T03:55:26.469Z

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 · 2026-10-21T23:54:26.678150058Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:54:08.238028+00:00

Share price$1.05
1D+1.1%
AH$0.92$0.94$0.95$0.97$0.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRDF
Sold putSold callAH

Cardiff Oncology Inc options

Live interpolated CRDF call and put midpoint premiums by absolute delta.Cardiff Oncology Inc$0.02$1.06$2.09$3.13$4.16$-0.66$0.15$0.95$1.76$2.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRDF spot · $1.05CRDF PRICE$0.13$0.19$0.24$0.29$0.35$0.36$0.30$0.26$0.32$0.39$0.45$0.50$0.74$1.36$1.99$2.61$3.24$3.86$2.67$0.75$1.04$3.10
PutsExpensive4.01×
CallsExpensive3.78×
SkewBearish+64.30 pp
Implied moveBearish±$4.21
TiltBearish73.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.90549.6%61.7%
25Δ1.25495.6%50.9%
30Δ3.10344.0%207.8%1.92512.9%46.9%
35Δ4.07426.9%305.6%2.59530.2%42.9%
40Δ5.05509.7%403.5%3.25547.5%39.0%
45Δ6.02592.6%501.4%3.92564.8%35.0%
50Δ7.00675.5%599.3%4.59582.1%31.0%
55Δ4.62611.4%374.3%3.49438.5%22.4%
60Δ2.71390.4%186.5%1.65249.3%13.6%
65Δ0.99194.8%18.8%1.96276.9%12.1%
70Δ0.90209.6%16.1%4.03378.8%11.2%
75Δ0.80224.5%13.4%
80Δ0.71239.3%10.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.90
IV
549.6%
B/E move
61.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.25
IV
495.6%
B/E move
50.9%

30Δ

Calls
Pseudo strike
3.10
IV
344.0%
B/E move
207.8%
Puts
Pseudo strike
1.92
IV
512.9%
B/E move
46.9%

35Δ

Calls
Pseudo strike
4.07
IV
426.9%
B/E move
305.6%
Puts
Pseudo strike
2.59
IV
530.2%
B/E move
42.9%

40Δ

Calls
Pseudo strike
5.05
IV
509.7%
B/E move
403.5%
Puts
Pseudo strike
3.25
IV
547.5%
B/E move
39.0%

45Δ

Calls
Pseudo strike
6.02
IV
592.6%
B/E move
501.4%
Puts
Pseudo strike
3.92
IV
564.8%
B/E move
35.0%

50Δ

Calls
Pseudo strike
7.00
IV
675.5%
B/E move
599.3%
Puts
Pseudo strike
4.59
IV
582.1%
B/E move
31.0%

55Δ

Calls
Pseudo strike
4.62
IV
611.4%
B/E move
374.3%
Puts
Pseudo strike
3.49
IV
438.5%
B/E move
22.4%

60Δ

Calls
Pseudo strike
2.71
IV
390.4%
B/E move
186.5%
Puts
Pseudo strike
1.65
IV
249.3%
B/E move
13.6%

65Δ

Calls
Pseudo strike
0.99
IV
194.8%
B/E move
18.8%
Puts
Pseudo strike
1.96
IV
276.9%
B/E move
12.1%

70Δ

Calls
Pseudo strike
0.90
IV
209.6%
B/E move
16.1%
Puts
Pseudo strike
4.03
IV
378.8%
B/E move
11.2%

75Δ

Calls
Pseudo strike
0.80
IV
224.5%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.71
IV
239.3%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations