CalciMedica Inc (CALC) Straddle

Trading a CALC straddle lets you take a pure volatility position on CalciMedica Inc without committing to a direction. CalciMedica Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate CALC straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on CALC profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when CalciMedica Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the CALC straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

CalciMedica, Inc., a clinical-stage biotechnology company, focuses on developing therapies for life-threatening inflammatory diseases with unmet needs. Its proprietary technology targets the inhibition of calcium release-activated (CRAC) channels designs to modulate the immune response and protect against tissue cell injury in life-threatening inflammatory diseases. Its lead product candidate is Auxora, a proprietary intravenous-formulated CRAC channel inhibitor for the treatment of acute pancreatitis, asparaginase-associated acute pancreatitis, and acute kidney injury. The company is based in La Jolla, California.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the CALC straddle is the cleanest expression of that view. Our scanner prices every CALC straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a CALC straddle into a catalyst or short a CALC straddle to harvest decay, the options straddle setups that matter are all in one place.