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Candel Therapeutics, Inc. Common Stock CADL

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Market datapartial · fetched 2026-11-04T02:45:47.112Z

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 · 2026-11-04T00:35:33.220472886Z

FundamentalsAlpha Vantage · unavailable

Share price$8.95
1D+7.7%
AH$8.14$8.33$8.52$8.70$8.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCADL
Sold putSold callAH

Candel Therapeutics, Inc. Common Stock options

Live interpolated CADL call and put midpoint premiums by absolute delta.Candel Therapeutics, Inc. Common Stock$0.07$2.87$5.67$8.47$11.27$6.96$7.99$9.02$10.05$11.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CADL spot · $8.95CADL PRICE$0.38$0.48$0.72$0.99$1.27$1.54$1.82$2.10$2.37$2.46$2.48$0.84$1.11$1.38$2.53$2.58$2.64$2.71$2.77$3.47$4.91$5.39$10.47
Puts——
Calls——
Skew——
Implied moveBearish±$4.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.79183.8%58.2%6.44281.5%37.5%
25Δ13.14198.9%52.2%7.12273.6%32.8%
30Δ12.59217.2%48.7%7.81265.7%28.1%
35Δ12.07236.5%46.0%
40Δ11.55255.8%43.3%9.34302.9%23.9%
45Δ11.03275.0%40.5%9.81268.1%19.2%
50Δ10.51294.3%37.8%10.20240.6%15.5%
55Δ9.99313.6%35.1%10.53218.1%12.6%
60Δ9.47332.8%32.4%10.86195.6%9.6%
65Δ11.71203.9%8.0%
70Δ7.87260.3%15.4%13.21233.2%7.2%
75Δ7.39221.5%10.3%13.86222.3%5.4%
80Δ18.97300.4%5.0%

20Δ

Calls
Pseudo strike
13.79
IV
183.8%
B/E move
58.2%
Puts
Pseudo strike
6.44
IV
281.5%
B/E move
37.5%

25Δ

Calls
Pseudo strike
13.14
IV
198.9%
B/E move
52.2%
Puts
Pseudo strike
7.12
IV
273.6%
B/E move
32.8%

30Δ

Calls
Pseudo strike
12.59
IV
217.2%
B/E move
48.7%
Puts
Pseudo strike
7.81
IV
265.7%
B/E move
28.1%

35Δ

Calls
Pseudo strike
12.07
IV
236.5%
B/E move
46.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.55
IV
255.8%
B/E move
43.3%
Puts
Pseudo strike
9.34
IV
302.9%
B/E move
23.9%

45Δ

Calls
Pseudo strike
11.03
IV
275.0%
B/E move
40.5%
Puts
Pseudo strike
9.81
IV
268.1%
B/E move
19.2%

50Δ

Calls
Pseudo strike
10.51
IV
294.3%
B/E move
37.8%
Puts
Pseudo strike
10.20
IV
240.6%
B/E move
15.5%

55Δ

Calls
Pseudo strike
9.99
IV
313.6%
B/E move
35.1%
Puts
Pseudo strike
10.53
IV
218.1%
B/E move
12.6%

60Δ

Calls
Pseudo strike
9.47
IV
332.8%
B/E move
32.4%
Puts
Pseudo strike
10.86
IV
195.6%
B/E move
9.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.71
IV
203.9%
B/E move
8.0%

70Δ

Calls
Pseudo strike
7.87
IV
260.3%
B/E move
15.4%
Puts
Pseudo strike
13.21
IV
233.2%
B/E move
7.2%

75Δ

Calls
Pseudo strike
7.39
IV
221.5%
B/E move
10.3%
Puts
Pseudo strike
13.86
IV
222.3%
B/E move
5.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.97
IV
300.4%
B/E move
5.0%

Options history

IV · four-Friday blend214.20%
Daily close
CADL88.8%200.9%313.1%2026-08-05: 199.94%2026-08-06: 169.36%2026-08-07: 180.64%2026-08-10: 194.55%2026-08-11: 189.86%2026-08-12: 223.37%2026-08-13: 181.54%2026-08-14: 181.28%2026-08-17: 234.46%2026-08-18: 258.15%2026-08-19: 217.70%2026-08-20: 177.41%2026-08-21: 131.14%2026-08-24: 128.59%2026-08-25: 126.16%2026-08-26: 130.34%2026-08-27: 104.29%2026-08-28: 127.88%2026-08-31: 140.45%2026-09-01: 135.18%2026-09-02: 133.81%2026-09-03: 154.04%2026-09-04: 152.45%2026-09-08: 166.87%2026-09-09: 178.99%2026-09-10: 208.50%2026-09-11: 213.17%2026-09-14: 278.51%2026-09-15: 193.00%2026-09-16: 188.47%2026-09-17: 297.61%2026-09-18: 148.49%2026-09-21: 142.76%2026-09-22: 142.07%2026-09-23: 148.54%2026-09-24: 154.61%2026-09-25: 163.46%2026-09-28: 166.70%2026-09-29: 171.06%2026-10-01: 187.18%2026-10-05: 188.02%2026-10-06: 231.05%2026-10-07: 244.89%2026-10-08: 246.81%2026-10-09: 211.13%2026-10-12: 264.37%2026-10-13: 297.04%2026-10-14: 259.51%2026-10-16: 190.64%2026-10-19: 189.02%2026-10-20: 168.84%2026-10-21: 201.07%2026-10-22: 192.62%2026-10-23: 191.96%2026-10-26: 173.44%2026-10-27: 206.23%2026-10-28: 184.79%2026-10-29: 187.73%2026-10-30: 214.20%Aug 5Sep 16Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
199.94%
169.36%
180.64%
194.55%
189.86%
223.37%
181.54%
181.28%
234.46%
258.15%
217.70%
177.41%
131.14%
128.59%
126.16%
130.34%
104.29%
127.88%
140.45%
135.18%
133.81%
154.04%
152.45%
166.87%
178.99%
208.50%
213.17%
278.51%
193.00%
188.47%
297.61%
148.49%
142.76%
142.07%
148.54%
154.61%
163.46%
166.70%
171.06%
187.18%
188.02%
231.05%
244.89%
246.81%
211.13%
264.37%
297.04%
259.51%
190.64%
189.02%
168.84%
201.07%
192.62%
191.96%
173.44%
206.23%
184.79%
187.73%
214.20%