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CRH PLC CRH

BASIC MATERIALS · BUILDING MATERIALS
i

Market dataready · fetched 2026-10-21T17:52:56.119Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:52:50.737088213Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:55.344635+00:00

Share price$85.85
1D+0.3%
$84.78$85.15$85.53$85.90$86.275:30 AM6:30 AM9:00 AM1:00 PMCRH
Sold putSold call

CRH PLC options

Live interpolated CRH call and put midpoint premiums by absolute delta.CRH PLC$0.21$1.30$2.40$3.49$4.59$81.72$84.02$86.32$88.62$90.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRH spot · $85.84CRH PRICE$0.49$0.40$0.51$0.62$0.75$0.88$1.04$1.24$1.45$1.77$2.25$2.52$2.63$0.32$0.42$0.52$0.62$0.75$0.89$1.03$1.21$1.41$1.60$2.83$3.30$4.27
PutsFair0.96×
CallsCheap0.72×
SkewBullish-0.51 pp
Implied moveBalanced±$2.07
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.8678.5%6.4%83.5045.0%3.1%
25Δ87.7942.8%2.7%84.0743.2%2.6%
30Δ87.3642.4%2.4%84.4842.0%2.2%
35Δ86.9542.0%2.0%84.8940.9%1.8%
40Δ86.6041.7%1.8%85.2440.4%1.6%
45Δ86.2541.3%1.5%85.5740.0%1.4%
50Δ85.9041.3%1.3%85.9039.7%1.1%
55Δ85.5542.0%1.1%86.2239.6%1.0%
60Δ85.2142.7%0.9%86.5539.5%0.8%
65Δ84.7845.2%0.8%86.8839.5%0.7%
70Δ84.2350.3%0.7%87.9860.2%0.8%
75Δ83.8649.5%0.6%88.6060.3%0.6%
80Δ83.6244.4%0.5%89.6767.3%0.5%

20Δ

Calls
Pseudo strike
90.86
IV
78.5%
B/E move
6.4%
Puts
Pseudo strike
83.50
IV
45.0%
B/E move
3.1%

25Δ

Calls
Pseudo strike
87.79
IV
42.8%
B/E move
2.7%
Puts
Pseudo strike
84.07
IV
43.2%
B/E move
2.6%

30Δ

Calls
Pseudo strike
87.36
IV
42.4%
B/E move
2.4%
Puts
Pseudo strike
84.48
IV
42.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
86.95
IV
42.0%
B/E move
2.0%
Puts
Pseudo strike
84.89
IV
40.9%
B/E move
1.8%

40Δ

Calls
Pseudo strike
86.60
IV
41.7%
B/E move
1.8%
Puts
Pseudo strike
85.24
IV
40.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
86.25
IV
41.3%
B/E move
1.5%
Puts
Pseudo strike
85.57
IV
40.0%
B/E move
1.4%

50Δ

Calls
Pseudo strike
85.90
IV
41.3%
B/E move
1.3%
Puts
Pseudo strike
85.90
IV
39.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
85.55
IV
42.0%
B/E move
1.1%
Puts
Pseudo strike
86.22
IV
39.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
85.21
IV
42.7%
B/E move
0.9%
Puts
Pseudo strike
86.55
IV
39.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
84.78
IV
45.2%
B/E move
0.8%
Puts
Pseudo strike
86.88
IV
39.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
84.23
IV
50.3%
B/E move
0.7%
Puts
Pseudo strike
87.98
IV
60.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
83.86
IV
49.5%
B/E move
0.6%
Puts
Pseudo strike
88.60
IV
60.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
83.62
IV
44.4%
B/E move
0.5%
Puts
Pseudo strike
89.67
IV
67.3%
B/E move
0.5%

Options history

CRH41.4141.6941.972026-10-19: 41.93%2026-10-20: 41.45%Oct 19Oct 20
Table
DateIV
41.93%
41.45%