CLDX · Celldex Therapeutics, Inc.

Track CLDX — free Ask ALVIS about CLDX

$35.69 +0.09 (+0.25%)

Market Cap

$2.82B

78.49M

Options Chain

15-min delayed Underlying $35.69 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 76 contracts

Put / call OI

0.38

Call-heavy positioning

Open interest

796

contracts outstanding

Volume

557

traded today

Max pain

$23.00

$12.69 below spot

ATM implied vol

42.4%

market's expected move

Open interest by strike · near the money

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Oct 16 79d Nov 20 114d Dec 18 142d Jan 15 170d Feb 19 205d Mar 19 233d Dec 17 506d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	227.8%	0.966	—		$0.90	-0.029	213.8%	1	9
Call · $15 In the money Last — Breakeven — Implied vol 227.8% Delta 0.966 ≈97% ITM Gamma 0.004 Theta -0.036 Vega 0.006 Open interest 0 Model this call Put · $15 Last $0.90 Breakeven $14.10 Implied vol 213.8% Delta -0.029 ≈3% ITM Gamma 0.003 Theta -0.028 Vega 0.006 Open interest 9 Model this put
0	—	259.4%	0.941	—		$1.45	-0.041	222%	1	3
Call · $16 In the money Last — Breakeven — Implied vol 259.4% Delta 0.941 ≈94% ITM Gamma 0.005 Theta -0.061 Vega 0.01 Open interest 0 Model this call Put · $16 Last $1.45 Breakeven $14.55 Implied vol 222% Delta -0.041 ≈4% ITM Gamma 0.004 Theta -0.038 Vega 0.01 Open interest 3 Model this put
0	—	204.7%	0.957	—		$0.80	-0.044	207%	1	3
Call · $17 In the money Last — Breakeven — Implied vol 204.7% Delta 0.957 ≈96% ITM Gamma 0.005 Theta -0.038 Vega 0.011 Open interest 0 Model this call Put · $17 Last $0.80 Breakeven $16.20 Implied vol 207% Delta -0.044 ≈4% ITM Gamma 0.005 Theta -0.038 Vega 0.011 Open interest 3 Model this put
0	—	190.5%	0.954	—		$0.90	-0.048	193%	1	10
Call · $18 In the money Last — Breakeven — Implied vol 190.5% Delta 0.954 ≈95% ITM Gamma 0.006 Theta -0.038 Vega 0.011 Open interest 0 Model this call Put · $18 Last $0.90 Breakeven $17.10 Implied vol 193% Delta -0.048 ≈5% ITM Gamma 0.006 Theta -0.037 Vega 0.011 Open interest 10 Model this put
0	—	221.9%	0.923	—		$1.80	-0.051	179.7%	1	2
Call · $19 In the money Last — Breakeven — Implied vol 221.9% Delta 0.923 ≈92% ITM Gamma 0.007 Theta -0.065 Vega 0.011 Open interest 0 Model this call Put · $19 Last $1.80 Breakeven $17.20 Implied vol 179.7% Delta -0.051 ≈5% ITM Gamma 0.006 Theta -0.037 Vega 0.011 Open interest 2 Model this put
0	—	168.8%	0.944	—		$0.50	-0.055	167.2%	1	2
Call · $20 In the money Last — Breakeven — Implied vol 168.8% Delta 0.944 ≈94% ITM Gamma 0.007 Theta -0.039 Vega 0.012 Open interest 0 Model this call Put · $20 Last $0.50 Breakeven $19.50 Implied vol 167.2% Delta -0.055 ≈5% ITM Gamma 0.007 Theta -0.036 Vega 0.012 Open interest 2 Model this put
0	—	193.8%	0.912	—		$0.45	-0.063	159.5%	50	50
Call · $21 In the money Last — Breakeven — Implied vol 193.8% Delta 0.912 ≈91% ITM Gamma 0.009 Theta -0.063 Vega 0.018 Open interest 0 Model this call Put · $21 Last $0.45 Breakeven $20.55 Implied vol 159.5% Delta -0.063 ≈6% ITM Gamma 0.009 Theta -0.038 Vega 0.012 Open interest 50 Model this put
0	—	179.9%	0.905	—		$3.00	-0.068	148.1%	50	50
Call · $22 In the money Last — Breakeven — Implied vol 179.9% Delta 0.905 ≈91% ITM Gamma 0.011 Theta -0.062 Vega 0.018 Open interest 0 Model this call Put · $22 Last $3.00 Breakeven $19.00 Implied vol 148.1% Delta -0.068 ≈7% ITM Gamma 0.01 Theta -0.037 Vega 0.012 Open interest 50 Model this put
116	200	169.3%	0.896	$9.73		$0.10	-0.073	137.2%	1	0
Call · $23 In the money Last $9.73 Breakeven $32.73 Implied vol 169.3% Delta 0.896 ≈90% ITM Gamma 0.012 Theta -0.062 Vega 0.019 Open interest 116 Model this call Put · $23 Last $0.10 Breakeven $22.90 Implied vol 137.2% Delta -0.073 ≈7% ITM Gamma 0.011 Theta -0.037 Vega 0.012 Open interest 0 Model this put
38	38	156.5%	0.888	$9.20		$2.75	-0.074	122.9%	1	1
Call · $24 In the money Last $9.20 Breakeven $33.20 Implied vol 156.5% Delta 0.888 ≈89% ITM Gamma 0.014 Theta -0.06 Vega 0.019 Open interest 38 Model this call Put · $24 Last $2.75 Breakeven $21.25 Implied vol 122.9% Delta -0.074 ≈7% ITM Gamma 0.013 Theta -0.033 Vega 0.013 Open interest 1 Model this put
40	1	144.4%	0.879	$9.00		$1.21	-0.083	115%	15	15
Call · $25 In the money Last $9.00 Breakeven $34.00 Implied vol 144.4% Delta 0.879 ≈88% ITM Gamma 0.015 Theta -0.059 Vega 0.02 Open interest 40 Model this call Put · $25 Last $1.21 Breakeven $23.79 Implied vol 115% Delta -0.083 ≈8% ITM Gamma 0.015 Theta -0.034 Vega 0.013 Open interest 15 Model this put
2	1	100.2%	0.919	$10.10		$0.35	-0.136	137.4%	1	1
Call · $26 In the money Last $10.10 Breakeven $36.10 Implied vol 100.2% Delta 0.919 ≈92% ITM Gamma 0.017 Theta -0.032 Vega 0.013 Open interest 2 Model this call Put · $26 Last $0.35 Breakeven $25.65 Implied vol 137.4% Delta -0.136 ≈14% ITM Gamma 0.018 Theta -0.058 Vega 0.02 Open interest 1 Model this put
0	2	91%	0.911	$3.00		—	-0.101	98.2%	—	1
Call · $27 In the money Last $3.00 Breakeven $30.00 Implied vol 91% Delta 0.911 ≈91% ITM Gamma 0.02 Theta -0.031 Vega 0.014 Open interest 0 Model this call Put · $27 Last — Breakeven — Implied vol 98.2% Delta -0.101 ≈10% ITM Gamma 0.02 Theta -0.034 Vega 0.014 Open interest 1 Model this put
1	1	82.2%	0.903	$2.77		$2.25	-0.127	96.2%	1	3
Call · $28 In the money Last $2.77 Breakeven $30.77 Implied vol 82.2% Delta 0.903 ≈90% ITM Gamma 0.023 Theta -0.03 Vega 0.014 Open interest 1 Model this call Put · $28 Last $2.25 Breakeven $25.75 Implied vol 96.2% Delta -0.127 ≈13% ITM Gamma 0.024 Theta -0.039 Vega 0.021 Open interest 3 Model this put
0	—	70.2%	0.901	—		$2.25	-0.14	86.3%	1	6
Call · $29 In the money Last — Breakeven — Implied vol 70.2% Delta 0.901 ≈90% ITM Gamma 0.028 Theta -0.026 Vega 0.014 Open interest 0 Model this call Put · $29 Last $2.25 Breakeven $26.75 Implied vol 86.3% Delta -0.14 ≈14% ITM Gamma 0.029 Theta -0.037 Vega 0.021 Open interest 6 Model this put
40	1	81.1%	0.834	$3.50		$3.40	-0.161	79%	1	7
Call · $30 In the money Last $3.50 Breakeven $33.50 Implied vol 81.1% Delta 0.834 ≈83% ITM Gamma 0.034 Theta -0.042 Vega 0.022 Open interest 40 Model this call Put · $30 Last $3.40 Breakeven $26.60 Implied vol 79% Delta -0.161 ≈16% ITM Gamma 0.035 Theta -0.037 Vega 0.022 Open interest 7 Model this put
8	1	99.1%	0.759	$2.60		$1.95	-0.171	66.2%	1	7
Call · $31 In the money Last $2.60 Breakeven $33.60 Implied vol 99.1% Delta 0.759 ≈76% ITM Gamma 0.035 Theta -0.062 Vega 0.029 Open interest 8 Model this call Put · $31 Last $1.95 Breakeven $29.05 Implied vol 66.2% Delta -0.171 ≈17% ITM Gamma 0.043 Theta -0.032 Vega 0.022 Open interest 7 Model this put
13	1	73.9%	0.758	$7.13		$2.30	-0.221	65.6%	2	6
Call · $32 In the money Last $7.13 Breakeven $39.13 Implied vol 73.9% Delta 0.758 ≈76% ITM Gamma 0.047 Theta -0.047 Vega 0.029 Open interest 13 Model this call Put · $32 Last $2.30 Breakeven $29.70 Implied vol 65.6% Delta -0.221 ≈22% ITM Gamma 0.051 Theta -0.037 Vega 0.029 Open interest 6 Model this put
8	5	66.5%	0.718	$3.50		$1.60	-0.269	60.1%	39	39
Call · $33 In the money Last $3.50 Breakeven $36.50 Implied vol 66.5% Delta 0.718 ≈72% ITM Gamma 0.057 Theta -0.046 Vega 0.03 Open interest 8 Model this call Put · $33 Last $1.60 Breakeven $31.40 Implied vol 60.1% Delta -0.269 ≈27% ITM Gamma 0.061 Theta -0.038 Vega 0.03 Open interest 39 Model this put
9	1	65.9%	0.656	$5.41		$4.10	-0.325	54.6%	1	1
Call · $34 In the money Last $5.41 Breakeven $39.41 Implied vol 65.9% Delta 0.656 ≈66% ITM Gamma 0.063 Theta -0.05 Vega 0.035 Open interest 9 Model this call Put · $34 Last $4.10 Breakeven $29.90 Implied vol 54.6% Delta -0.325 ≈33% ITM Gamma 0.075 Theta -0.038 Vega 0.032 Open interest 1 Model this put
13	2	57.2%	0.593	$1.80		$5.60	-0.409	59.7%	1	1
Call · $35 In the money Last $1.80 Breakeven $36.80 Implied vol 57.2% Delta 0.593 ≈59% ITM Gamma 0.076 Theta -0.045 Vega 0.035 Open interest 13 Model this call Put · $35 Last $5.60 Breakeven $29.40 Implied vol 59.7% Delta -0.409 ≈41% ITM Gamma 0.073 Theta -0.044 Vega 0.035 Open interest 1 Model this put
Underlying $35.69
19	6	45.7%	0.508	$1.90		$5.20	-0.501	39%	1	1
Call · $36 Last $1.90 Breakeven $37.90 Implied vol 45.7% Delta 0.508 ≈51% ITM Gamma 0.098 Theta -0.038 Vega 0.036 Open interest 19 Model this call Put · $36 In the money Last $5.20 Breakeven $30.80 Implied vol 39% Delta -0.501 ≈50% ITM Gamma 0.116 Theta -0.029 Vega 0.036 Open interest 1 Model this put
5	1	86.6%	0.486	$1.50		$9.70	-0.661	28.9%	2	1
Call · $37 Last $1.50 Breakeven $38.50 Implied vol 86.6% Delta 0.486 ≈49% ITM Gamma 0.051 Theta -0.069 Vega 0.036 Open interest 5 Model this call Put · $37 In the money Last $9.70 Breakeven $27.30 Implied vol 28.9% Delta -0.661 ≈66% ITM Gamma 0.145 Theta -0.019 Vega 0.032 Open interest 1 Model this put
8	2	47.4%	0.335	$1.00		—	-0.641	54.7%	—	0
Call · $38 Last $1.00 Breakeven $39.00 Implied vol 47.4% Delta 0.335 ≈33% ITM Gamma 0.086 Theta -0.035 Vega 0.032 Open interest 8 Model this call Put · $38 In the money Last — Breakeven — Implied vol 54.7% Delta -0.641 ≈64% ITM Gamma 0.077 Theta -0.038 Vega 0.032 Open interest 0 Model this put
6	1	53.6%	0.288	$1.85		—	-0.67	64.6%	—	0
Call · $39 Last $1.85 Breakeven $40.85 Implied vol 53.6% Delta 0.288 ≈29% ITM Gamma 0.071 Theta -0.037 Vega 0.033 Open interest 6 Model this call Put · $39 In the money Last — Breakeven — Implied vol 64.6% Delta -0.67 ≈67% ITM Gamma 0.063 Theta -0.043 Vega 0.033 Open interest 0 Model this put
119	1	53.3%	0.227	$0.50		—	-0.732	63.7%	—	0
Call · $40 Last $0.50 Breakeven $40.50 Implied vol 53.3% Delta 0.227 ≈23% ITM Gamma 0.063 Theta -0.032 Vega 0.026 Open interest 119 Model this call Put · $40 In the money Last — Breakeven — Implied vol 63.7% Delta -0.732 ≈73% ITM Gamma 0.059 Theta -0.039 Vega 0.033 Open interest 0 Model this put
67	69	119.9%	0.385	$3.00		—	-0.766	67%	—	0
Call · $41 Last $3.00 Breakeven $44.00 Implied vol 119.9% Delta 0.385 ≈39% ITM Gamma 0.036 Theta -0.091 Vega 0.033 Open interest 67 Model this call Put · $41 In the money Last — Breakeven — Implied vol 67% Delta -0.766 ≈77% ITM Gamma 0.052 Theta -0.038 Vega 0.026 Open interest 0 Model this put
2	1	59.4%	0.16	$2.60		—	—	—	—	0
Call · $42 Last $2.60 Breakeven $44.60 Implied vol 59.4% Delta 0.16 ≈16% ITM Gamma 0.046 Theta -0.029 Vega 0.026 Open interest 2 Model this call Put · $42 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
5	1	65.1%	0.149	$2.15		—	-0.865	62.6%	—	0
Call · $43 Last $2.15 Breakeven $45.15 Implied vol 65.1% Delta 0.149 ≈15% ITM Gamma 0.04 Theta -0.03 Vega 0.018 Open interest 5 Model this call Put · $43 In the money Last — Breakeven — Implied vol 62.6% Delta -0.865 ≈87% ITM Gamma 0.041 Theta -0.024 Vega 0.017 Open interest 0 Model this put
40	40	70%	0.141	$1.65		—	—	—	—	0
Call · $44 Last $1.65 Breakeven $45.65 Implied vol 70% Delta 0.141 ≈14% ITM Gamma 0.036 Theta -0.031 Vega 0.018 Open interest 40 Model this call Put · $44 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
10	3	74.9%	0.133	$1.28		—	—	—	—	0
Call · $45 Last $1.28 Breakeven $46.28 Implied vol 74.9% Delta 0.133 ≈13% ITM Gamma 0.032 Theta -0.032 Vega 0.018 Open interest 10 Model this call Put · $45 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	79.6%	0.127	$1.60		—	—	—	—	0
Call · $46 Last $1.60 Breakeven $47.60 Implied vol 79.6% Delta 0.127 ≈13% ITM Gamma 0.029 Theta -0.033 Vega 0.018 Open interest 1 Model this call Put · $46 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	84.2%	0.121	$0.65		—	—	—	—	0
Call · $47 Last $0.65 Breakeven $47.65 Implied vol 84.2% Delta 0.121 ≈12% ITM Gamma 0.027 Theta -0.033 Vega 0.018 Open interest 1 Model this call Put · $47 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	88.7%	0.117	—		—	—	—	—	0
Call · $48 Last — Breakeven — Implied vol 88.7% Delta 0.117 ≈12% ITM Gamma 0.024 Theta -0.034 Vega 0.019 Open interest 0 Model this call Put · $48 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	95.8%	0.121	$0.60		—	—	—	—	0
Call · $49 Last $0.60 Breakeven $49.60 Implied vol 95.8% Delta 0.121 ≈12% ITM Gamma 0.023 Theta -0.038 Vega 0.019 Open interest 2 Model this call Put · $49 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
4	1	97.5%	0.109	$0.45		—	—	—	—	0
Call · $50 Last $0.45 Breakeven $50.45 Implied vol 97.5% Delta 0.109 ≈11% ITM Gamma 0.021 Theta -0.036 Vega 0.019 Open interest 4 Model this call Put · $50 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	95.1%	0.045	—		—	-0.933	106.8%	—	0
Call · $55 Last — Breakeven — Implied vol 95.1% Delta 0.045 ≈5% ITM Gamma 0.011 Theta -0.018 Vega 0.012 Open interest 0 Model this call Put · $55 In the money Last — Breakeven — Implied vol 106.8% Delta -0.933 ≈93% ITM Gamma 0.015 Theta -0.024 Vega 0.011 Open interest 0 Model this put
0	—	134.3%	0.086	—		—	-0.96	113.7%	—	0
Call · $60 Last — Breakeven — Implied vol 134.3% Delta 0.086 ≈9% ITM Gamma 0.013 Theta -0.041 Vega 0.012 Open interest 0 Model this call Put · $60 In the money Last — Breakeven — Implied vol 113.7% Delta -0.96 ≈96% ITM Gamma 0.01 Theta -0.017 Vega 0.01 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 38" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 744218 CUSIP 15117B202 13F (30d) 35 filings 35 filers Visit website Investor relations