Share price$1.16
1D-0.4%
Sold putSold callAH
Cardiol Therapeutics Inc Class A CRDL
HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERICi
Market dataready · fetched 2026-10-23T06:53:44.084Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T21:17:27.070740675Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:43.668170+00:00
Cardiol Therapeutics Inc Class A options
PutsExpensive2.45×
CallsExpensive2.42×
SkewBearish+1.56 pp
Implied moveBearish±$1.18
TiltBearish65.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.90 | 141.2% | 67.2% | 0.99 | 528.3% | 57.9% |
| 25Δ | 1.57 | 118.8% | 39.7% | 1.09 | 480.5% | 50.7% |
| 30Δ | 1.58 | 156.1% | 43.9% | 1.18 | 436.5% | 44.2% |
| 35Δ | 1.68 | 209.6% | 56.6% | 1.28 | 392.5% | 37.7% |
| 40Δ | 1.77 | 263.1% | 69.4% | 1.37 | 348.6% | 31.2% |
| 45Δ | 1.87 | 316.6% | 82.1% | 1.46 | 304.6% | 24.7% |
| 50Δ | 1.97 | 370.1% | 94.9% | 1.81 | 294.7% | 20.7% |
| 55Δ | 4.33 | 555.0% | 307.1% | 2.30 | 305.3% | 18.3% |
| 60Δ | 7.41 | 779.5% | 583.3% | 2.80 | 315.9% | 15.9% |
| 65Δ | 5.17 | 632.7% | 389.6% | 3.29 | 326.5% | 13.4% |
| 70Δ | 2.93 | 486.0% | 196.0% | 3.78 | 337.0% | 11.0% |
| 75Δ | 0.98 | 360.7% | 28.6% | 4.28 | 347.6% | 8.6% |
| 80Δ | 0.83 | 366.8% | 22.1% | 4.77 | 358.2% | 6.1% |
20Δ
- Pseudo strike
- 1.90
- IV
- 141.2%
- B/E move
- 67.2%
- Pseudo strike
- 0.99
- IV
- 528.3%
- B/E move
- 57.9%
25Δ
- Pseudo strike
- 1.57
- IV
- 118.8%
- B/E move
- 39.7%
- Pseudo strike
- 1.09
- IV
- 480.5%
- B/E move
- 50.7%
30Δ
- Pseudo strike
- 1.58
- IV
- 156.1%
- B/E move
- 43.9%
- Pseudo strike
- 1.18
- IV
- 436.5%
- B/E move
- 44.2%
35Δ
- Pseudo strike
- 1.68
- IV
- 209.6%
- B/E move
- 56.6%
- Pseudo strike
- 1.28
- IV
- 392.5%
- B/E move
- 37.7%
40Δ
- Pseudo strike
- 1.77
- IV
- 263.1%
- B/E move
- 69.4%
- Pseudo strike
- 1.37
- IV
- 348.6%
- B/E move
- 31.2%
45Δ
- Pseudo strike
- 1.87
- IV
- 316.6%
- B/E move
- 82.1%
- Pseudo strike
- 1.46
- IV
- 304.6%
- B/E move
- 24.7%
50Δ
- Pseudo strike
- 1.97
- IV
- 370.1%
- B/E move
- 94.9%
- Pseudo strike
- 1.81
- IV
- 294.7%
- B/E move
- 20.7%
55Δ
- Pseudo strike
- 4.33
- IV
- 555.0%
- B/E move
- 307.1%
- Pseudo strike
- 2.30
- IV
- 305.3%
- B/E move
- 18.3%
60Δ
- Pseudo strike
- 7.41
- IV
- 779.5%
- B/E move
- 583.3%
- Pseudo strike
- 2.80
- IV
- 315.9%
- B/E move
- 15.9%
65Δ
- Pseudo strike
- 5.17
- IV
- 632.7%
- B/E move
- 389.6%
- Pseudo strike
- 3.29
- IV
- 326.5%
- B/E move
- 13.4%
70Δ
- Pseudo strike
- 2.93
- IV
- 486.0%
- B/E move
- 196.0%
- Pseudo strike
- 3.78
- IV
- 337.0%
- B/E move
- 11.0%
75Δ
- Pseudo strike
- 0.98
- IV
- 360.7%
- B/E move
- 28.6%
- Pseudo strike
- 4.28
- IV
- 347.6%
- B/E move
- 8.6%
80Δ
- Pseudo strike
- 0.83
- IV
- 366.8%
- B/E move
- 22.1%
- Pseudo strike
- 4.77
- IV
- 358.2%
- B/E move
- 6.1%
Options history
Table
| Date | IV |
|---|---|
| 237.53% |