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
$17.60
7-Day Straddle
$6.53
Avg IV
1.7%
IV Rank
100%
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
20260904 $17.60 $6.53 1.7% 100%
20260903 $17.60 $5.60 1.6% 100%
20260902 $5.30 $5.30 1.2% 74%
20260901 $5.28 $5.28 1.2% 74%
20260831 $4.88 $4.88 1.1% 67%
20260828 $4.40 $4.40 1.1% 68%
20260827 $5.57 $5.57 1.1% 65%
20260826 $6.75 $6.75 1.0% 56%
20260825 $5.38 $5.38 0.9% 45%
20260824 $6.05 $6.05 0.9% 36%
20260821 $5.35 $4.80 1.0% 38%
20260820 $5.55 $3.38 0.9% 29%
20260819 $6.47 $3.20 0.9% 35%
20260818 $4.80 $2.55 0.9% 33%
20260817 $6.60 $2.92 0.9% 35%
20260814 $5.38 $2.47 0.7% 15%
20260813 $6.22 $2.52 1.0% 37%
20260812 $5.75 $3.58 0.8% 20%
20260811 $6.60 $2.55 0.9% 30%
20260810 $5.95 $2.73 0.8% 18%
20260806 $6.60 $5.05 0.8% 19%
20260805 $4.70 $4.70 1.2% 63%
20260804 $2.90 $2.90 1.0% 42%
20260803 $3.45 $3.45 1.1% 58%
20260731 $3.73 $3.73 1.0% 39%
20260730 $3.75 $3.75 0.9% 36%
20260729 $2.90 $2.90 0.9% 32%
20260728 $3.35 $3.35 0.8% 25%
20260727 $4.15 $4.15 0.8% 24%
20260724 $4.12 $4.12 0.8% 23%
20260723 $4.03 $4.03 1.1% 51%
20260722 $2.92 $2.92 0.8% 21%
20260721 $5.20 $5.20 0.9% 32%
20260720 $3.70 $3.70 0.9% 33%
20260716 $4.42 $3.52 1.0% 46%
20260715 $5.10 $4.88 0.8% 21%
20260714 $5.28 $2.15 0.9% 36%
20260713 $5.47 $3.05 0.7% 16%
20260710 $5.62 $3.17 0.8% 19%
20260709 $7.00 $2.70 0.8% 17%
20260708 $6.50 $3.48 0.8% 22%
20260707 $7.00 $3.90 0.8% 25%
20260706 $5.05 $2.45 0.8% 16%
20260702 $4.47 $4.47 0.9% 31%
20260701 $3.10 $3.10 1.0% 39%
20260630 $3.20 $3.20 0.9% 27%
20260629 $3.92 $3.92 0.9% 32%
20260626 $3.90 $3.90 0.8% 18%
20260625 $4.47 $4.47 0.9% 27%
20260624 $3.92 $3.92 0.8% 16%
20260623 $3.83 $3.83 0.8% 21%
20260622 $3.15 $3.15 0.7% 11%
20260618 $3.88 $2.02 0.7% 12%
20260617 $4.25 $3.32 0.7% 15%
20260616 $3.95 $2.25 0.6% 5%
20260615 $3.72 $1.43 0.7% 5%
20260613 $3.55 $2.05 0.7% 10%
20260612 $3.40 $1.80 0.6% 3%
20260611 $4.03 $1.95 0.6% 4%
20260610 $4.30 $1.58 0.6% 2%