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CRH Public Limited Company CRH

i

Market dataready · fetched 2026-11-10T22:27:15.765Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.001988752Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:27:15.271954+00:00

Share price$96.86
1D-1.0%
AH$96.19$96.80$97.41$98.02$98.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRH
Sold putSold callAH

CRH Public Limited Company options

Live interpolated CRH call and put midpoint premiums by absolute delta.CRH Public Limited Company$0.34$1.66$2.97$4.28$5.59$94.05$95.52$96.98$98.45$99.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CRH spot · $96.86CRH PRICE$0.49$0.61$0.82$0.97$1.09$1.44$1.80$1.94$2.10$2.51$3.99$4.35$0.61$0.66$0.92$1.19$1.47$1.70$1.90$2.08$3.28$4.05$4.44$5.22
Puts——
Calls——
Skew——
Implied moveBearish±$3.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.8551.3%4.6%92.6560.3%5.0%
25Δ99.8347.3%3.7%94.2347.6%3.4%
30Δ99.2949.3%3.4%94.6652.1%3.2%
35Δ98.6648.1%2.9%95.1455.7%3.0%
40Δ97.9544.2%2.2%95.7656.7%2.6%
45Δ97.4848.5%2.1%96.3855.3%2.2%
50Δ97.0052.9%2.0%97.0052.6%1.8%
55Δ96.4849.1%1.6%97.5149.5%1.5%
60Δ95.9645.7%1.2%
65Δ95.3847.0%1.1%99.0157.9%1.2%
70Δ99.9461.7%1.0%
75Δ93.6857.3%0.8%100.5758.7%0.8%
80Δ93.0954.0%0.6%101.5459.3%0.6%

20Δ

Calls
Pseudo strike
100.85
IV
51.3%
B/E move
4.6%
Puts
Pseudo strike
92.65
IV
60.3%
B/E move
5.0%

25Δ

Calls
Pseudo strike
99.83
IV
47.3%
B/E move
3.7%
Puts
Pseudo strike
94.23
IV
47.6%
B/E move
3.4%

30Δ

Calls
Pseudo strike
99.29
IV
49.3%
B/E move
3.4%
Puts
Pseudo strike
94.66
IV
52.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
98.66
IV
48.1%
B/E move
2.9%
Puts
Pseudo strike
95.14
IV
55.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
97.95
IV
44.2%
B/E move
2.2%
Puts
Pseudo strike
95.76
IV
56.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
97.48
IV
48.5%
B/E move
2.1%
Puts
Pseudo strike
96.38
IV
55.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
97.00
IV
52.9%
B/E move
2.0%
Puts
Pseudo strike
97.00
IV
52.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
96.48
IV
49.1%
B/E move
1.6%
Puts
Pseudo strike
97.51
IV
49.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
95.96
IV
45.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
95.38
IV
47.0%
B/E move
1.1%
Puts
Pseudo strike
99.01
IV
57.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.94
IV
61.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
93.68
IV
57.3%
B/E move
0.8%
Puts
Pseudo strike
100.57
IV
58.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
93.09
IV
54.0%
B/E move
0.6%
Puts
Pseudo strike
101.54
IV
59.3%
B/E move
0.6%

Options history

IV · four-Friday blend37.55%
Daily EOD
CRH36.1%46.8%57.4%2026-10-19: 41.93%2026-10-20: 41.45%2026-10-21: 43.25%2026-10-22: 54.19%2026-10-23: 44.36%2026-10-26: 51.70%2026-10-27: 51.77%2026-10-28: 55.95%2026-10-29: 48.11%2026-10-30: 37.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.93%
41.45%
43.25%
54.19%
44.36%
51.70%
51.77%
55.95%
48.11%
37.55%