CLDX (Celldex Therapeutics, Inc)

Expected Move & Straddle Price History

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).

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.

Current CLDX Expected Move
30-Day Straddle
$5.28
7-Day Straddle
$4.45
Avg IV
0.7%
IV Rank
12%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260605 $5.28 $4.45 0.7% 12%
20260604 $3.83 $2.22 0.6% 1%
20260603 $6.18 $4.85 0.6% 3%
20260602 $3.67 $3.67 1.0% 43%
20260601 $5.22 $5.22 0.9% 35%
20260529 $2.95 $2.95 0.8% 19%
20260528 $3.67 $3.67 0.8% 16%
20260527 $2.95 $2.95 0.8% 18%
20260526 $2.73 $2.73 0.8% 19%
20260510 $3.67 $3.08 0.6% 1%
20260508 $3.67 $3.08 0.6% 0%
20260507 $6.28 $2.95 0.6% 0%
20260506 $4.78 $2.50 0.6% 2%
20260505 $4.78 $2.62 0.6% 2%
20260504 $6.00 $2.40 0.6% 0%
20260502 $2.98 $2.98 1.3% 78%
20260501 $2.98 $2.98 1.2% 58%
20260430 $2.55 $2.55 1.1% 50%
20260429 $3.75 $3.75 1.0% 38%
20260428 $3.35 $3.35 1.1% 50%
20260427 $3.90 $3.90 1.1% 46%
20260424 $4.35 $4.35 0.9% 20%
20260423 $3.17 $3.17 0.9% 26%
20260422 $3.88 $3.88 0.9% 31%
20260421 $4.78 $4.78 0.8% 11%
20260420 $4.15 $4.15 0.9% 28%
20260417 $2.85 $1.18 0.8% 17%
20260416 $4.40 $2.85 0.8% 17%
20260415 $3.90 $3.00 0.9% 19%
20260414 $3.83 $1.52 0.8% 16%
20260413 $4.50 $3.15 0.8% 6%
20260410 $5.20 $4.88 0.8% 12%
20260409 $5.03 $2.30 0.8% 6%
20260408 $4.35 $3.08 0.8% 6%
20260407 $4.97 $4.65 0.8% 7%
20260406 $5.68 $4.72 0.8% 7%
20260402 $5.30 $4.50 0.8% 7%
20260401 $3.55 $3.55 1.5% 65%
20260331 $4.88 $4.88 1.1% 32%
20260330 $3.95 $3.95 1.0% 23%
20260327 $4.12 $4.12 1.0% 24%
20260326 $6.17 $6.17 1.1% 29%
20260325 $4.62 $4.62 0.9% 16%
20260324 $3.47 $3.47 0.8% 11%
20260323 $5.03 $5.03 1.0% 24%
20260320 $4.50 $2.25 0.9% 13%
20260319 $4.28 $4.80 0.9% 12%
20260318 $4.95 $4.80 0.8% 8%
20260317 $4.15 $3.40 0.9% 12%
20260316 $3.28 $3.50 0.8% 11%
20260313 $4.30 $3.05 0.8% 10%
20260312 $4.20 $3.40 0.9% 13%
20260311 $5.20 $4.88 0.8% 6%
20260310 $4.97 $3.53 0.7% 4%
20260309 $4.80 $3.80 0.8% 8%
20260308 $5.05 $4.95 0.8% 7%
20260306 $4.62 $4.88 0.7% 0%
20260305 $5.10 $5.22 0.7% 3%
20260304 $3.67 $3.67 1.2% 36%
20260303 $2.45 $2.45 1.2% 39%