Candel Therapeutics, Inc. (CADL) Options History
Historical options analytics archive for CADL with monthly max pain, implied volatility, gamma exposure, and put/call data.
30 months of complete options data available.
CADL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CADL. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 124.2% | 21.6% | $8.00 | $37.8K | -$5.8M | 3.01 |
| 2026-08 | 21 | 110.3% | 18.6% | $10.00 | $48.9K | -$7.6M | 0.87 |
| 2026-07 | 21 | 92.6% | 14.8% | $10.00 | $16.5K | -$3.9M | 2.74 |
| 2026-06 | 19 | 128.2% | 22.4% | $4.00 | $31.2K | -$5.0M | 0.97 |
| 2026-05 | 20 | 135.4% | 24.0% | $3.00 | $26.1K | -$3.1M | 0.39 |
| 2026-04 | 21 | 142.8% | 25.5% | $6.00 | $10.7K | -$1.4M | 0.41 |
This archive aggregates CADL's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how CADL option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 124.2%, a month-end max-pain strike around $8.00, an average put/call ratio of 3.01.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CADL history questions
- How much options history is available for CADL?
- This archive holds 30 months of CADL options analytics, spanning 2024-04 through 2026-09. Each entry is a monthly rollup of CADL's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the CADL archive.
- What data does each monthly CADL aggregate contain?
- Every monthly row summarizes that month of CADL option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 124.2%, an average IV rank of 21.6%, a month-end max-pain strike around $8.00, an average put/call ratio of 3.01.
- How is the CADL options-history archive built and how often does it update?
- The archive is derived from CADL's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how CADL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.