CLDX · Expected Move
Celldex Therapeutics, Inc
The expected move for CLDX 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).
CLDX straddle price & implied vol
60 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 CLDX Expected Move
30-Day Straddle
$5.22
7-Day Straddle
$5.22
30-Day ATM IV
74.4%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to CLDX'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.
CLDX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $5.22 | $5.22 | 74.4% | 20% |
| 20261016 | $4.15 | $4.95 | 60.4% | 12% |
| 20261015 | $5.05 | $1.70 | 70.0% | 18% |
| 20261014 | $4.75 | $2.00 | 65.5% | 15% |
| 20261013 | $4.90 | $1.23 | 66.5% | 16% |
| 20261012 | $4.80 | $1.85 | 62.4% | 13% |
| 20261009 | $4.85 | $1.68 | 59.5% | 11% |
| 20261008 | $4.78 | $1.33 | 61.9% | 13% |
| 20261007 | $4.65 | $1.80 | 56.5% | 10% |
| 20261006 | $5.47 | $1.35 | 60.1% | 12% |
| 20261005 | $5.55 | $1.95 | 58.1% | 11% |
| 20261002 | $2.80 | $2.80 | 56.1% | 9% |
| 20261001 | $2.98 | $2.98 | 59.6% | 11% |
| 20260930 | $2.03 | $2.03 | 56.5% | 10% |
| 20260929 | $2.77 | $2.77 | 58.0% | 11% |
| 20260928 | $2.35 | $2.35 | 53.2% | 8% |
| 20260925 | $3.42 | $3.42 | 63.7% | 14% |
| 20260924 | $2.38 | $2.38 | 51.9% | 7% |
| 20260923 | $3.60 | $3.60 | 61.8% | 13% |
| 20260922 | $5.65 | $5.65 | 77.4% | 22% |
| 20260921 | $16.45 | $16.45 | 203.5% | 96% |
| 20260918 | $17.45 | $3.10 | 209.4% | 99% |
| 20260917 | $17.95 | $4.08 | 209.2% | 99% |
| 20260916 | $18.20 | $5.00 | 206.6% | 98% |
| 20260915 | $17.60 | $5.53 | 200.5% | 94% |
| 20260914 | $19.15 | $5.57 | 210.4% | 100% |
| 20260911 | $17.10 | $5.40 | 193.6% | 100% |
| 20260910 | $16.35 | $4.97 | 171.0% | 100% |
| 20260909 | $15.80 | $5.70 | 159.8% | 100% |
| 20260908 | $16.30 | $5.18 | 159.9% | 100% |
| 20260904 | $17.60 | $6.53 | 157.0% | 100% |
| 20260903 | $17.60 | $5.60 | 145.4% | 100% |
| 20260902 | $5.30 | $5.30 | 138.1% | 100% |
| 20260901 | $5.28 | $5.28 | 133.6% | 100% |
| 20260831 | $4.88 | $4.88 | 126.0% | 100% |
| 20260828 | $4.40 | $4.40 | 110.2% | 100% |
| 20260827 | $5.57 | $5.57 | 109.6% | 100% |
| 20260826 | $6.75 | $6.75 | 106.4% | 100% |
| 20260825 | $5.38 | $5.38 | 100.8% | 100% |
| 20260824 | $6.05 | $6.05 | 99.2% | 100% |
| 20260821 | $5.35 | $4.80 | 72.8% | 94% |
| 20260820 | $5.55 | $3.38 | 69.4% | 84% |
| 20260819 | $6.47 | $3.20 | 66.8% | 61% |
| 20260818 | $4.80 | $2.55 | 51.7% | 27% |
| 20260817 | $6.60 | $2.92 | 67.0% | 61% |
| 20260814 | $5.38 | $2.47 | 52.8% | 29% |
| 20260813 | $6.22 | $2.52 | 59.2% | 44% |
| 20260812 | $5.75 | $3.58 | 51.8% | 27% |
| 20260811 | $6.60 | $2.55 | 54.2% | 32% |
| 20260810 | $5.95 | $2.73 | 52.2% | 28% |
| 20260807 | — | — | 52.9% | 29% |
| 20260806 | $6.60 | $5.05 | 60.8% | 47% |
| 20260805 | $4.70 | $4.70 | 63.7% | 54% |
| 20260804 | $2.90 | $2.90 | 56.3% | 37% |
| 20260803 | $3.45 | $3.45 | 57.4% | 39% |
| 20260731 | $3.73 | $3.73 | 56.1% | 36% |
| 20260730 | $3.75 | $3.75 | 53.4% | 30% |
| 20260729 | $2.90 | $2.90 | 47.2% | 16% |
| 20260728 | $3.35 | $3.35 | 51.2% | 25% |
| 20260727 | $4.15 | $4.15 | 60.1% | 46% |
More on CLDX
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.