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
$5.20
7-Day Straddle
$5.20
Avg IV
0.9%
IV Rank
32%
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
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%
20260609 $5.25 $4.47 0.7% 10%
20260608 $5.28 $2.15 0.7% 9%
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%