IntraAlpha
Create free account Start free

Cardiff Oncology Inc CRDF

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T10:50:56.033Z

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 · 2026-10-22T10:18:37.995221121Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:50:53.562696+00:00

Share price$0.88
1D
Price history unavailable.

Cardiff Oncology Inc options

Live interpolated CRDF call and put midpoint premiums by absolute delta.Cardiff Oncology Inc$0.00$1.14$2.28$3.41$4.55$-0.63$0.14$0.91$1.68$2.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRDF spot · $0.88CRDF PRICE$0.11$0.16$0.21$0.26$0.30$0.35$0.34$0.31$0.37$0.44$0.50$0.50$0.50$0.51$0.97$1.44$1.90$2.37$2.83$3.29$3.76$4.22
PutsExpensive3.16×
CallsExpensive4.78×
SkewBullish-26.17 pp
Implied moveBearish±$2.67
TiltBearish73.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.77605.8%69.2%
25Δ0.89522.7%56.1%
30Δ2.76369.4%226.5%1.01441.3%43.1%
35Δ3.62447.5%329.5%1.50448.0%39.6%
40Δ4.48525.5%432.4%2.00454.7%36.1%
45Δ5.34603.5%535.4%2.49461.4%32.6%
50Δ6.19681.5%638.4%2.99468.1%29.1%
55Δ7.05759.5%741.4%3.48474.8%25.5%
60Δ3.76608.4%365.6%3.98481.5%22.0%
65Δ0.92336.7%39.3%4.47488.1%18.5%
70Δ0.83384.5%36.1%4.97494.8%15.0%
75Δ0.73432.4%32.9%
80Δ0.64480.3%29.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.77
IV
605.8%
B/E move
69.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.89
IV
522.7%
B/E move
56.1%

30Δ

Calls
Pseudo strike
2.76
IV
369.4%
B/E move
226.5%
Puts
Pseudo strike
1.01
IV
441.3%
B/E move
43.1%

35Δ

Calls
Pseudo strike
3.62
IV
447.5%
B/E move
329.5%
Puts
Pseudo strike
1.50
IV
448.0%
B/E move
39.6%

40Δ

Calls
Pseudo strike
4.48
IV
525.5%
B/E move
432.4%
Puts
Pseudo strike
2.00
IV
454.7%
B/E move
36.1%

45Δ

Calls
Pseudo strike
5.34
IV
603.5%
B/E move
535.4%
Puts
Pseudo strike
2.49
IV
461.4%
B/E move
32.6%

50Δ

Calls
Pseudo strike
6.19
IV
681.5%
B/E move
638.4%
Puts
Pseudo strike
2.99
IV
468.1%
B/E move
29.1%

55Δ

Calls
Pseudo strike
7.05
IV
759.5%
B/E move
741.4%
Puts
Pseudo strike
3.48
IV
474.8%
B/E move
25.5%

60Δ

Calls
Pseudo strike
3.76
IV
608.4%
B/E move
365.6%
Puts
Pseudo strike
3.98
IV
481.5%
B/E move
22.0%

65Δ

Calls
Pseudo strike
0.92
IV
336.7%
B/E move
39.3%
Puts
Pseudo strike
4.47
IV
488.1%
B/E move
18.5%

70Δ

Calls
Pseudo strike
0.83
IV
384.5%
B/E move
36.1%
Puts
Pseudo strike
4.97
IV
494.8%
B/E move
15.0%

75Δ

Calls
Pseudo strike
0.73
IV
432.4%
B/E move
32.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.64
IV
480.3%
B/E move
29.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations