Candel Therapeutics Inc (CADL) Expected Move

Tracking the CADL expected move helps you see how far Candel Therapeutics Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Candel Therapeutics Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the CADL expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For CADL, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The CADL expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Candel Therapeutics Inc is unlikely to go.

Candel Therapeutics, Inc., a clinical stage biopharmaceutical company, engages in the development immunotherapies for the cancer patients. The company develops CAN-2409, which is in Phase II clinical trails for the treatment of pancreatic cancer; Phase III clinical trials for the treatment of prostate cancer; and Phase II clinical trials for the treatment of lung cancer, as well as has completed Phase Ib/II clinical trials for the treatment of high-grade glioma. It also develops CAN-3110, which is in Phase I clinical trials for the treatment of recurrent glioblastoma. The company was formerly known as Advantagene, Inc.

and changed its name to Candel Therapeutics, Inc. in November 2020. The company was incorporated in 2003 and is based in Needham, Massachusetts.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the CADL expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Candel Therapeutics Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about CADL.