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Cardiol Therapeutics Inc. Class A Common Shares CRDL

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Market datapartial · fetched 2026-11-07T08:06:56.402Z

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 · 2026-11-06T22:03:37.543876966Z

FundamentalsAlpha Vantage · unavailable

Share price$1.00
1D+1.1%
AH$0.94$0.96$0.97$0.99$1.015:30 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$0.12$0.49$0.86$1.23$1.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECRDL PRICE$0.16$0.20$0.23$0.27$0.31$0.35$0.39$0.42$0.46$0.50$0.54$1.11$1.30$1.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ1.72381.1%87.8%
35Δ1.64416.6%83.6%
40Δ1.56452.2%79.4%
45Δ1.48487.7%75.2%
50Δ1.40523.2%71.0%
55Δ1.32558.7%66.8%
60Δ1.24594.2%62.6%
65Δ1.16629.7%58.4%
70Δ1.08665.2%54.2%2.01397.4%9.9%
75Δ1.00700.7%50.0%2.22388.4%7.8%
80Δ0.81637.1%34.9%2.43379.4%5.7%

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
1.72
IV
381.1%
B/E move
87.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.64
IV
416.6%
B/E move
83.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.56
IV
452.2%
B/E move
79.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.48
IV
487.7%
B/E move
75.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.40
IV
523.2%
B/E move
71.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.32
IV
558.7%
B/E move
66.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.24
IV
594.2%
B/E move
62.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.16
IV
629.7%
B/E move
58.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.08
IV
665.2%
B/E move
54.2%
Puts
Pseudo strike
2.01
IV
397.4%
B/E move
9.9%

75Δ

Calls
Pseudo strike
1.00
IV
700.7%
B/E move
50.0%
Puts
Pseudo strike
2.22
IV
388.4%
B/E move
7.8%

80Δ

Calls
Pseudo strike
0.81
IV
637.1%
B/E move
34.9%
Puts
Pseudo strike
2.43
IV
379.4%
B/E move
5.7%

Options history

IV · four-Friday blend237.53%
Daily EOD
CRDL237.3%237.5%237.8%2026-10-20: 237.53%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
237.53%