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Crane Company CR

i

Market dataready · fetched 2026-11-11T14:56:58.935Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:56:16.448517277Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:56:58.450949+00:00

Share price$210.45
1D-0.4%
$209.25$209.78$210.31$210.84$211.375:30 AM6:30 AM9:00 AM1:00 PMCR
Sold putSold call

Crane Company options

Live interpolated CR call and put midpoint premiums by absolute delta.Crane Company$1.44$4.25$7.05$9.85$12.66$190.84$201.28$211.72$222.16$232.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CR spot · $210.45CR PRICE$1.88$2.16$2.43$2.71$2.99$3.26$3.54$4.05$5.35$6.64$7.94$9.24$10.53$1.75$2.16$2.62$3.08$3.54$4.00$4.83$5.85$6.86$7.87$8.89$9.90$11.85
PutsCheap0.79×
CallsExpensive1.13×
SkewBullish-17.37 pp
Implied moveBearish±$8.37
TiltBearish7.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ286.90114.2%37.2%198.2946.4%6.6%
25Δ275.54101.2%32.0%201.3742.6%5.3%
30Δ264.1888.1%26.7%203.3640.6%4.6%
35Δ252.8275.1%21.4%205.3638.6%3.9%
40Δ241.4562.0%16.2%207.3636.6%3.2%
45Δ230.0949.0%10.9%209.3534.6%2.4%
50Δ218.7336.0%5.6%211.0533.9%2.0%
55Δ209.6226.2%1.5%212.6133.9%1.8%
60Δ207.9727.6%1.4%214.1733.8%1.5%
65Δ206.3128.9%1.2%215.7333.8%1.2%
70Δ204.6630.2%1.0%217.2933.7%1.0%
75Δ203.0131.5%0.9%218.8433.6%0.7%
80Δ201.3632.9%0.7%221.2735.0%0.5%

20Δ

Calls
Pseudo strike
286.90
IV
114.2%
B/E move
37.2%
Puts
Pseudo strike
198.29
IV
46.4%
B/E move
6.6%

25Δ

Calls
Pseudo strike
275.54
IV
101.2%
B/E move
32.0%
Puts
Pseudo strike
201.37
IV
42.6%
B/E move
5.3%

30Δ

Calls
Pseudo strike
264.18
IV
88.1%
B/E move
26.7%
Puts
Pseudo strike
203.36
IV
40.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
252.82
IV
75.1%
B/E move
21.4%
Puts
Pseudo strike
205.36
IV
38.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
241.45
IV
62.0%
B/E move
16.2%
Puts
Pseudo strike
207.36
IV
36.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
230.09
IV
49.0%
B/E move
10.9%
Puts
Pseudo strike
209.35
IV
34.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
218.73
IV
36.0%
B/E move
5.6%
Puts
Pseudo strike
211.05
IV
33.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
209.62
IV
26.2%
B/E move
1.5%
Puts
Pseudo strike
212.61
IV
33.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
207.97
IV
27.6%
B/E move
1.4%
Puts
Pseudo strike
214.17
IV
33.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
206.31
IV
28.9%
B/E move
1.2%
Puts
Pseudo strike
215.73
IV
33.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
204.66
IV
30.2%
B/E move
1.0%
Puts
Pseudo strike
217.29
IV
33.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
203.01
IV
31.5%
B/E move
0.9%
Puts
Pseudo strike
218.84
IV
33.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
201.36
IV
32.9%
B/E move
0.7%
Puts
Pseudo strike
221.27
IV
35.0%
B/E move
0.5%

Options history

IV · four-Friday blend33.30%
Daily EOD
CR31.4%35.6%39.9%2026-10-19: 36.71%2026-10-20: 37.23%2026-10-21: 36.27%2026-10-22: 38.55%2026-10-23: 39.27%2026-10-26: 39.06%2026-10-27: 38.20%2026-10-28: 33.05%2026-10-29: 32.00%2026-10-30: 33.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.71%
37.23%
36.27%
38.55%
39.27%
39.06%
38.20%
33.05%
32.00%
33.30%