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Crane Company CR

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Market datapartial · fetched 2026-10-22T12:18:54.210Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002232473Z

FundamentalsAlpha Vantage · unavailable

Share price$204.43
1D+0.2%
AH$202.49$203.48$204.47$205.46$206.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCR
Sold putSold callAH

Crane Company options

Live interpolated CR call and put midpoint premiums by absolute delta.Crane Company$1.87$7.91$13.95$19.98$26.02$174.54$189.60$204.66$219.71$234.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CR spot · $204.43CR PRICE$2.52$3.37$4.26$5.35$6.43$7.59$9.09$10.60$12.11$14.52$16.94$19.25$22.33$3.17$4.04$5.14$6.37$7.67$8.93$10.20$11.46$13.40$15.58$17.75$20.76$24.28
PutsExpensive1.43×
CallsExpensive1.50×
SkewBullish-0.78 pp
Implied moveBearish±$19.29
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ227.6440.7%12.6%185.2846.3%10.9%
25Δ223.4240.8%10.9%190.0444.1%9.0%
30Δ219.3740.9%9.4%193.6543.7%7.8%
35Δ216.0841.1%8.3%197.0443.5%6.7%
40Δ212.7841.2%7.2%200.2743.4%5.8%
45Δ209.5241.4%6.2%203.2542.1%4.9%
50Δ206.4841.6%5.4%206.2340.9%4.1%
55Δ203.4341.9%4.7%209.2139.6%3.3%
60Δ200.3942.1%3.9%212.3539.3%2.7%
65Δ196.9243.9%3.4%215.5539.2%2.2%
70Δ193.4044.9%2.9%218.7639.2%1.7%
75Δ189.8744.7%2.3%222.6539.3%1.2%
80Δ185.7644.9%1.8%226.9739.4%0.9%

20Δ

Calls
Pseudo strike
227.64
IV
40.7%
B/E move
12.6%
Puts
Pseudo strike
185.28
IV
46.3%
B/E move
10.9%

25Δ

Calls
Pseudo strike
223.42
IV
40.8%
B/E move
10.9%
Puts
Pseudo strike
190.04
IV
44.1%
B/E move
9.0%

30Δ

Calls
Pseudo strike
219.37
IV
40.9%
B/E move
9.4%
Puts
Pseudo strike
193.65
IV
43.7%
B/E move
7.8%

35Δ

Calls
Pseudo strike
216.08
IV
41.1%
B/E move
8.3%
Puts
Pseudo strike
197.04
IV
43.5%
B/E move
6.7%

40Δ

Calls
Pseudo strike
212.78
IV
41.2%
B/E move
7.2%
Puts
Pseudo strike
200.27
IV
43.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
209.52
IV
41.4%
B/E move
6.2%
Puts
Pseudo strike
203.25
IV
42.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
206.48
IV
41.6%
B/E move
5.4%
Puts
Pseudo strike
206.23
IV
40.9%
B/E move
4.1%

55Δ

Calls
Pseudo strike
203.43
IV
41.9%
B/E move
4.7%
Puts
Pseudo strike
209.21
IV
39.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
200.39
IV
42.1%
B/E move
3.9%
Puts
Pseudo strike
212.35
IV
39.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
196.92
IV
43.9%
B/E move
3.4%
Puts
Pseudo strike
215.55
IV
39.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
193.40
IV
44.9%
B/E move
2.9%
Puts
Pseudo strike
218.76
IV
39.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
189.87
IV
44.7%
B/E move
2.3%
Puts
Pseudo strike
222.65
IV
39.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
185.76
IV
44.9%
B/E move
1.8%
Puts
Pseudo strike
226.97
IV
39.4%
B/E move
0.9%

Options history

No recorded observations