CRDF - Latest News
Cardiff Oncology, Inc. (CRDF), operates in Healthcare / Biotechnology, trades on NASDAQ.
Market capitalization stands near $115.5M. Beta to the broader market is 1.36.
The article list below shows the most recent CRDF headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.
Recent CRDF Headlines
Cardiff Oncology Reports First Quarter 2026 Results and Provides Business Update
globenewswire.com - May 14, 2026
Completed successful End-of-Phase 2 meeting with the FDA and selected onvansertib dose and chemotherapy regimen for planned Phase 3 trial
Cardiff Oncology Reports Inducement Grant Under Nasdaq Listing Rule 5635(c)(4)
globenewswire.com - Apr 28, 2026
SAN DIEGO, Calif. , April 28, 2026 (GLOBE NEWSWIRE) -- Cardiff Oncology, Inc.
Cardiff Oncology to Host Key Opinion Leader Discussion on Onvansertib's Promising Single-Agent Activity
globenewswire.com - Apr 27, 2026
SAN DIEGO, April 27, 2026 (GLOBE NEWSWIRE) -- Cardiff Oncology, Inc. (Nasdaq: CRDF), a clinical-stage biotechnology company leveraging PLK1 inhibitio
Cardiff Oncology to Present Updated Phase 2 Data of Onvansertib in First-Line RAS-Mutated mCRC in a Rapid Oral Session at ASCO 2026
globenewswire.com - Apr 21, 2026
SAN DIEGO, April 21, 2026 (GLOBE NEWSWIRE) -- Cardiff Oncology, Inc. (Nasdaq: CRDF), a clinical-stage biotechnology company leveraging PLK1 inhibitio
Cardiff Oncology Presents Preclinical Data on its PLK1 Inhibitor Onvansertib in Combination with a HER2-Targeted ADC at the 2026 AACR Annual Meeting
globenewswire.com - Apr 17, 2026
Onvansertib in combination with trastuzumab deruxtecan demonstrated enhanced antitumor activity, including tumor regression and apoptosis in HER2-low
How News Affects CRDF Options Pricing
Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track CRDF's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.
Frequently asked CRDF news questions
- What is the latest CRDF news headline?
- The most recent CRDF headline (May 14, 2026) is "Cardiff Oncology Reports First Quarter 2026 Results and Provides Business Update". The five most recent stories with summaries and publication times are listed above, sourced from major financial news vendors.
- How fresh is the CRDF news on this page?
- News rows refresh roughly every 30 minutes during the trading day. The five most recent headlines are listed in publication-time order. Press releases from the company itself typically appear within minutes of the wire release; third-party reporting may lag by 30-60 minutes depending on the source.
- What CRDF news moves options pricing?
- Three categories move single-name IV most aggressively: scheduled earnings releases (priced into pre-event IV, crushed post-event), unscheduled M&A or strategic announcements (rapid IV expansion, slower decay), and regulatory or legal events (drug-trial readouts, antitrust filings, FDA approvals). Routine news flow (analyst commentary, sector rotation) typically does not move IV meaningfully unless it triggers a cluster of rating changes.
- How can I track unusual CRDF options activity related to news?
- Unusual options activity often precedes news by hours to days; the canonical signals are volume substantially above the trailing average concentrated in a small number of strikes, atypical put/call skew, and aggressive execution (at-the-ask sweeps or block prints). Cross-reference the per-ticker gamma-exposure and volume-history pages with the news flow above to triangulate informed vs uninformed flow.