CADL · Expected Move
Candel Therapeutics, Inc. Common Stock
The expected move for CADL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CADL straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CADL Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$2.33
30-Day ATM IV
94.6%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to CADL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CADL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $2.33 | $2.33 | 94.6% | 10% |
| 20261016 | $2.23 | $1.50 | — | — |
| 20261015 | $3.15 | $4.95 | 143.6% | 38% |
| 20261014 | $5.05 | $4.95 | — | — |
| 20261013 | $3.40 | $2.65 | — | — |
| 20261012 | $3.45 | $2.77 | 205.2% | 74% |
| 20261009 | $2.52 | $2.90 | — | — |
| 20261008 | $3.65 | $0.93 | — | — |
| 20261007 | $3.62 | $0.93 | 111.4% | 20% |
| 20261006 | $4.65 | $2.65 | 118.7% | 24% |
| 20261005 | $4.40 | $1.23 | 156.5% | 46% |
| 20261002 | $1.07 | $1.07 | 102.6% | 15% |
| 20261001 | $2.77 | $2.77 | 135.3% | 33% |
| 20260930 | $2.77 | $2.77 | 167.7% | 51% |
| 20260929 | $3.30 | $3.30 | 144.0% | 38% |
| 20260928 | $3.53 | $3.53 | 141.8% | 36% |
| 20260925 | $1.70 | $1.70 | 90.0% | 7% |
| 20260924 | $2.62 | $2.62 | 129.4% | 29% |
| 20260923 | $2.23 | $2.23 | 125.4% | 27% |
| 20260922 | $3.75 | $3.75 | 97.1% | 11% |
| 20260921 | $2.47 | $2.47 | 111.3% | 15% |
| 20260918 | $2.55 | $4.00 | 109.5% | 14% |
| 20260917 | $4.95 | $2.67 | 130.9% | 24% |
| 20260916 | $4.22 | $4.90 | 97.0% | 9% |
| 20260915 | $4.60 | $3.15 | 103.4% | 12% |
| 20260914 | $5.12 | $4.95 | 191.0% | 50% |
| 20260911 | $2.12 | $1.32 | 118.9% | 18% |
| 20260910 | $5.17 | $2.68 | 170.9% | 32% |
| 20260909 | $2.78 | $2.80 | 116.3% | 13% |
| 20260908 | $4.95 | $3.55 | 107.9% | 11% |
| 20260904 | $4.95 | $4.45 | 77.1% | 0% |
| 20260903 | $5.10 | $3.17 | 146.7% | 21% |
| 20260902 | $3.33 | $3.33 | 109.8% | 8% |
| 20260901 | $3.45 | $3.45 | 131.1% | 15% |
| 20260831 | $4.25 | $4.25 | 139.9% | 19% |
| 20260828 | $3.27 | $3.27 | 130.5% | 15% |
| 20260827 | $2.38 | $2.38 | 95.8% | 3% |
| 20260826 | $3.25 | $3.25 | 113.0% | 9% |
| 20260825 | $3.77 | $3.77 | 101.6% | 5% |
| 20260824 | $4.95 | $4.95 | 123.9% | 13% |
| 20260821 | $5.40 | $4.93 | 177.2% | 32% |
| 20260820 | $3.52 | $1.03 | 123.7% | 13% |
| 20260819 | $4.00 | $4.88 | 111.8% | 9% |
| 20260818 | $3.60 | $3.33 | 180.1% | 33% |
| 20260817 | $3.43 | $1.12 | 87.8% | 0% |
| 20260814 | $4.10 | $2.88 | 135.9% | 16% |
| 20260813 | $4.05 | $3.05 | 134.1% | 18% |
| 20260812 | $5.00 | $3.00 | 162.4% | 28% |
| 20260811 | $3.93 | $3.12 | 127.3% | 18% |
| 20260810 | $4.95 | $3.10 | 126.1% | 17% |
| 20260806 | $5.05 | $3.50 | — | — |
| 20260805 | $2.10 | $2.10 | 143.6% | 23% |
| 20260804 | $2.85 | $2.85 | 121.3% | 16% |
| 20260803 | $1.93 | $1.93 | 179.2% | 36% |
| 20260731 | $2.03 | $2.03 | 113.9% | 13% |
| 20260730 | $2.08 | $2.08 | 107.5% | 11% |
| 20260729 | $1.75 | $1.75 | 147.1% | 25% |
| 20260728 | $3.67 | $3.67 | 171.7% | 33% |
| 20260727 | $1.80 | $1.80 | 126.1% | 17% |
More on CADL
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.