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Cardiff Oncology, Inc. Common Stock CRDF

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:44:24.248Z

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 · 2026-11-11T14:40:00.121967725Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:41:19.983738+00:00

Share price$0.79
1D+1.0%
$0.77$0.78$0.78$0.79$0.805:30 AM6:30 AM9:00 AM1:00 PMCRDF
Sold putSold call

Cardiff Oncology, Inc. Common Stock options

Live interpolated CRDF call and put midpoint premiums by absolute delta.Cardiff Oncology, Inc. Common Stock$0.17$0.31$0.45$0.60$0.74$0.60$0.69$0.79$0.88$0.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRDF spot · $0.79CRDF PRICE$0.18$0.21$0.24$0.27$0.30$0.33$0.35$0.40$0.46$0.52$0.58$0.64$0.70
Puts——
Calls——
Skew——
Implied moveBearish±$0.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ0.78315.7%21.2%1.04458.5%19.8%
55Δ0.74343.0%19.6%1.12442.5%17.3%
60Δ0.69370.4%18.0%1.20426.4%14.8%
65Δ0.65397.7%16.5%1.28410.4%12.2%
70Δ0.61425.0%14.9%1.36394.3%9.7%
75Δ0.57452.4%13.3%1.44378.3%7.2%
80Δ0.53479.7%11.8%

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
0.78
IV
315.7%
B/E move
21.2%
Puts
Pseudo strike
1.04
IV
458.5%
B/E move
19.8%

55Δ

Calls
Pseudo strike
0.74
IV
343.0%
B/E move
19.6%
Puts
Pseudo strike
1.12
IV
442.5%
B/E move
17.3%

60Δ

Calls
Pseudo strike
0.69
IV
370.4%
B/E move
18.0%
Puts
Pseudo strike
1.20
IV
426.4%
B/E move
14.8%

65Δ

Calls
Pseudo strike
0.65
IV
397.7%
B/E move
16.5%
Puts
Pseudo strike
1.28
IV
410.4%
B/E move
12.2%

70Δ

Calls
Pseudo strike
0.61
IV
425.0%
B/E move
14.9%
Puts
Pseudo strike
1.36
IV
394.3%
B/E move
9.7%

75Δ

Calls
Pseudo strike
0.57
IV
452.4%
B/E move
13.3%
Puts
Pseudo strike
1.44
IV
378.3%
B/E move
7.2%

80Δ

Calls
Pseudo strike
0.53
IV
479.7%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend307.78%
Daily EOD
CRDF226.3%288.4%350.4%2026-10-20: 234.83%2026-10-21: 341.87%2026-10-22: 239.44%2026-10-23: 336.49%2026-10-27: 261.80%2026-10-28: 307.78%Oct 20Oct 22Oct 28
6 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
234.83%
341.87%
239.44%
336.49%
261.80%
307.78%