CLDX250117C00030000 Option on Celldex Therapeutics
CLDX Stock | USD 27.60 1.02 3.84% |
CLDX250117C00030000 is a PUT option contract on Celldex Therapeutics' common stock with a strick price of 30.0 expiring on 2025-01-17. The contract was not traded in recent days and, as of today, has 9 days remaining before the expiration. The option is currently trading at a bid price of $8.3, and an ask price of $9.0. The implied volatility as of the 8th of January is 9.0.
Celldex |
A put option written on Celldex Therapeutics becomes more valuable as the price of Celldex Therapeutics drops. Conversely, Celldex Therapeutics' put option loses its value as Celldex Stock rises.
Rule 16 of 2025-01-17 Option Contract
The options market is anticipating that Celldex Therapeutics will have an average daily up or down price movement of about 0.0458% per day over the life of the option. With Celldex Therapeutics trading at USD 27.6, that is roughly USD 0.0126. If you think that the market is fully understating Celldex Therapeutics' daily price movement you should consider buying Celldex Therapeutics options at that current volatility level of 0.73%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Out Of The Money Call Option on Celldex Therapeutics
An 'Out of The Money' option on Celldex has a strike price that Celldex Stock has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for Celldex Therapeutics' 'Out of The Money' options include buying the options if you expect a big move in Celldex Therapeutics' stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Call Contract Name | CLDX250117C00030000 |
Expires On | 2025-01-17 |
Days Before Expriration | 9 |
Delta | 0.652259 |
Vega | 0.115006 |
Gamma | 0.016198 |
Theoretical Value | 8.65 |
Open Interest | 213 |
Strike Price | 30.0 |
Current Price Spread | 8.3 | 9.0 |
Rule 16 Daily Up or Down | USD 0.0126 |
Celldex short PUT Option Greeks
Celldex Therapeutics' Option Greeks for the contract ending on 2025-01-17 at a strike price of 30.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Celldex Therapeutics' option greeks, its implied volatility helps estimate the risk of Celldex Therapeutics stock implied by the prices of the options on Celldex Therapeutics' stock.
Delta | 0.652259 | |
Gamma | 0.016198 | |
Theta | -0.010308 | |
Vega | 0.115006 | |
Rho | 0.119003 |
Celldex long PUT Option Payoff at expiration
Put options written on Celldex Therapeutics grant holders of the option the right to sell a specified amount of Celldex Therapeutics at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Celldex Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Celldex Therapeutics is like buying insurance aginst Celldex Therapeutics' downside shift.
Profit |
Celldex Therapeutics Price At Expiration |
Celldex short PUT Option Payoff at expiration
By selling Celldex Therapeutics' put option, the investors signal their bearish sentiment. A short position in a put option written on Celldex Therapeutics will generally make money when the underlying price is above the strike price. Therefore Celldex Therapeutics' put payoff at expiration depends on where the Celldex Stock price is relative to the put option strike price. The breakeven price of 38.65 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Celldex Therapeutics' price. Finally, at the strike price of 30.0, the payoff chart is constant and positive.
Profit |
Celldex Therapeutics Price At Expiration |
Celldex Therapeutics Available Call Options
Celldex Therapeutics' option chain is a display of a range of information that helps investors for ways to trade options on Celldex. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Celldex. It also shows strike prices and maturity days for a Celldex Therapeutics against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Call | CLDX250117C00015000 | 0 | 15.0 | 14.1 - 16.3 | 14.1 | |
Call | CLDX250117C00018000 | 2 | 18.0 | 12.1 - 14.6 | 12.1 | Out |
Call | CLDX250117C00020000 | 2 | 20.0 | 11.6 - 13.5 | 11.6 | Out |
Call | CLDX250117C00023000 | 0 | 23.0 | 11.1 - 12.0 | 11.1 | |
Call | CLDX250117C00025000 | 0 | 25.0 | 10.4 - 11.1 | 10.4 | |
Call | CLDX250117C00028000 | 2 | 28.0 | 9.1 - 9.8 | 9.1 | Out |
Call | CLDX250117C00030000 | 213 | 30.0 | 8.3 - 9.0 | 8.3 | Out |
Call | CLDX250117C00032000 | 0 | 32.0 | 7.5 - 8.3 | 7.5 | |
Call | CLDX250117C00035000 | 84 | 35.0 | 6.3 - 7.2 | 6.3 | Out |
Call | CLDX250117C00037000 | 111 | 37.0 | 5.5 - 6.5 | 5.5 | Out |
Call | CLDX250117C00040000 | 16 | 40.0 | 4.6 - 5.7 | 4.6 | Out |
Call | CLDX250117C00045000 | 26 | 45.0 | 3.4 - 4.4 | 3.4 | Out |
Call | CLDX250117C00050000 | 7 | 50.0 | 2.2 - 3.5 | 3.15 | Out |
Call | CLDX250117C00055000 | 16 | 55.0 | 1.6 - 2.6 | 1.6 | Out |
Call | CLDX250117C00060000 | 9 | 60.0 | 1.0 - 1.95 | 1.66 | Out |
Call | CLDX250117C00065000 | 10 | 65.0 | 0.6 - 1.5 | 0.6 | Out |
Call | CLDX250117C00070000 | 4 | 70.0 | 0.2 - 1.1 | 0.2 | Out |
Celldex Therapeutics Corporate Management
Ronald Pepin | Chief Bus. Officer and Sr. VP | Profile | |
Patrick Till | Senior Communications | Profile | |
Prof Schlessinger | CoFounder Board | Profile | |
Diane MD | Senior Officer | Profile | |
Margo MD | Senior Affairs | Profile |
Additional Tools for Celldex Stock Analysis
When running Celldex Therapeutics' price analysis, check to measure Celldex Therapeutics' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Celldex Therapeutics is operating at the current time. Most of Celldex Therapeutics' value examination focuses on studying past and present price action to predict the probability of Celldex Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Celldex Therapeutics' price. Additionally, you may evaluate how the addition of Celldex Therapeutics to your portfolios can decrease your overall portfolio volatility.