What move does the options market price into Celldex Therapeutics's report?

Implied ±7.9%, either direction.

How often does Celldex Therapeutics move more than the options market prices?

0 of the last 8 reports moved at least as far as the implied move.

CLDXNasdaqIn Vitro & In Vivo Diagnostic Substances

Celldex Therapeutics, Inc. (CLDX) earnings date, market-implied expected move, and options open interest by expiry

29.77

+0.06 · +0.19%

post 29.77 0.00%

After hours16:00 ETdelayed

Open30.60Volume872,044Mkt cap$2.3BEPS-4.36

Day29.07 – 30.6045%52-wk22.10 – 45.1433%

CLDX

Celldex Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.9%implied · straddle

27.3532.07

spot 29.71exp Nov 20ATM strike 30ATM straddle 2.77IV 54%

Nov 3 close

Expected move

Inputs

Next report

Nov 9

after close · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

+0.36%

vs ±9.8% implied · ×0.04

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+28.48%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

255 managers

Top fund weight

0.70%

CLDX weight · XBI

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Celldex Therapeutics (CLDX) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±12.0%
avg realized: ±3.1%

Nov 6 '24Nov 6 '24confirmed±11.8%▼−4.20%×0.36

Feb 27 '25Feb 27 '25confirmed±11.4%▲+1.28%×0.11

May 8 '25May 8 '25confirmed±10.9%▼−6.10%×0.56

Aug 7 '25Aug 7 '25confirmed±13.8%▼−2.59%×0.19

Q3 FY25Nov 10 '25confirmed±17.3%▲+7.50%×0.43

Q1 FY26Feb 25 '26confirmed±13.6%▼−0.58%×0.04

May 7 '26May 7 '26confirmed±7.6%▲+1.95%×0.26

Q2 FY26Aug 6 '26confirmed±9.8%▲+0.36%×0.04

quarterimplied−20%0+20%realized×

Q2 FY26±9.8%▲+0.36%×0.04

May '26±7.6%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 5 expiries · Nov 2 close

0.25OI · 5 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,1070%Nov 2016d8,5600%

3,0780%Dec 1844d1.532,0120%1.53

8650%Jan 1572d0.909620%0.90

350%Feb 19107d0.67520%0.67

51+2%Mar 19135d0.09570+1%0.09

ExpiryPutsCallsP/C

Nov 2016d2,1070%8,5600%0.25

Dec 1844d3,0780%2,0120%1.53

Jan 1572d8650%9620%0.90

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±7.9%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−334104.55%as filednet margin · revenue +46.67% QoQ · −96.99% YoY

Revenue$22,000+46.67%

Gross profit$22,000100.00%+46.67%

Operating income−$81M−366468.18%+4.51%

Pre-tax income−$74M+6.59%

Net income−$74M−334104.55%+6.59%

Cost of revenue$0—

Operating expenses$81M−4.51%

Other income$7M+23.83%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.18· ±3.1% vs ±2.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%14 of 24×1.18

PPIproducer prices±2.2%6 of 11×0.86

CPROFcorporate profits±2.2%7 of 12×0.84

GDPgross domestic product±1.9%10 of 20×0.74

PCEpersonal income & outlays±1.8%9 of 20×0.68

CPIconsumer prices±1.6%3 of 11×0.64

NFPjobs report±1.5%6 of 10×0.60

Bar = avg |move| to ±4% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS -0.94 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.94	—
Q1 FY26	Feb 25 '26 · confirmed	-1.18	—
Q3 FY25	Nov 10 '25 · confirmed	-1.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod