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Cardiol Therapeutics Inc. Class A Common Shares CRDL

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Market datapartial · fetched 2026-10-23T06:04:27.102Z

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 · 2026-10-22T21:17:27.070740675Z

FundamentalsAlpha Vantage · unavailable

Share price$1.16
1D-0.4%
AH$1.15$1.16$1.17$1.18$1.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRDL
Sold putSold callAH

Cardiol Therapeutics Inc. Class A Common Shares options

Live interpolated CRDL call and put midpoint premiums by absolute delta.Cardiol Therapeutics Inc. Class A Common Shares$0.00$0.99$1.99$2.98$3.98$-0.32$0.42$1.16$1.89$2.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRDL spot · $1.16CRDL PRICE$0.04$0.05$0.09$0.14$0.19$0.24$0.29$0.38$0.50$0.50$0.50$0.51$0.59$0.50$0.52$0.54$0.56$0.57$0.59$0.89$1.36$1.82$2.29$2.75$3.22$3.68
PutsExpensive2.45×
CallsExpensive2.42×
SkewBearish+1.65 pp
Implied moveBearish±$1.18
TiltBearish65.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.90141.1%67.2%0.99528.0%57.9%
25Δ1.57118.7%39.7%1.09480.2%50.7%
30Δ1.58156.0%43.9%1.18436.3%44.2%
35Δ1.68209.4%56.6%1.28392.4%37.7%
40Δ1.77262.9%69.4%1.37348.5%31.2%
45Δ1.87316.4%82.1%1.46304.6%24.7%
50Δ1.97369.8%94.9%1.81294.7%20.7%
55Δ4.33554.7%307.1%2.30305.3%18.3%
60Δ7.41779.1%583.3%2.80315.8%15.9%
65Δ5.17632.4%389.6%3.29326.4%13.4%
70Δ2.93485.7%196.0%3.78336.9%11.0%
75Δ0.98360.5%28.6%4.28347.5%8.6%
80Δ0.83366.6%22.1%4.77358.0%6.1%

20Δ

Calls
Pseudo strike
1.90
IV
141.1%
B/E move
67.2%
Puts
Pseudo strike
0.99
IV
528.0%
B/E move
57.9%

25Δ

Calls
Pseudo strike
1.57
IV
118.7%
B/E move
39.7%
Puts
Pseudo strike
1.09
IV
480.2%
B/E move
50.7%

30Δ

Calls
Pseudo strike
1.58
IV
156.0%
B/E move
43.9%
Puts
Pseudo strike
1.18
IV
436.3%
B/E move
44.2%

35Δ

Calls
Pseudo strike
1.68
IV
209.4%
B/E move
56.6%
Puts
Pseudo strike
1.28
IV
392.4%
B/E move
37.7%

40Δ

Calls
Pseudo strike
1.77
IV
262.9%
B/E move
69.4%
Puts
Pseudo strike
1.37
IV
348.5%
B/E move
31.2%

45Δ

Calls
Pseudo strike
1.87
IV
316.4%
B/E move
82.1%
Puts
Pseudo strike
1.46
IV
304.6%
B/E move
24.7%

50Δ

Calls
Pseudo strike
1.97
IV
369.8%
B/E move
94.9%
Puts
Pseudo strike
1.81
IV
294.7%
B/E move
20.7%

55Δ

Calls
Pseudo strike
4.33
IV
554.7%
B/E move
307.1%
Puts
Pseudo strike
2.30
IV
305.3%
B/E move
18.3%

60Δ

Calls
Pseudo strike
7.41
IV
779.1%
B/E move
583.3%
Puts
Pseudo strike
2.80
IV
315.8%
B/E move
15.9%

65Δ

Calls
Pseudo strike
5.17
IV
632.4%
B/E move
389.6%
Puts
Pseudo strike
3.29
IV
326.4%
B/E move
13.4%

70Δ

Calls
Pseudo strike
2.93
IV
485.7%
B/E move
196.0%
Puts
Pseudo strike
3.78
IV
336.9%
B/E move
11.0%

75Δ

Calls
Pseudo strike
0.98
IV
360.5%
B/E move
28.6%
Puts
Pseudo strike
4.28
IV
347.5%
B/E move
8.6%

80Δ

Calls
Pseudo strike
0.83
IV
366.6%
B/E move
22.1%
Puts
Pseudo strike
4.77
IV
358.0%
B/E move
6.1%

Options history

CRDL237.29237.53237.762026-10-20: 237.53%Oct 20Oct 20
Table
DateIV
237.53%