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Charles River Laboratories International, Inc. CRL

i

Market dataready · fetched 2026-11-11T14:03:38.471Z

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 · 2026-11-11T09:03:15.168170773Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-11T14:03:38.038822+00:00

Share price$345.80
1D
Price history unavailable.

Charles River Laboratories International, Inc. options

Live interpolated CRL call and put midpoint premiums by absolute delta.Charles River Laboratories International, Inc.$2.69$10.60$18.51$26.43$34.34$281.83$312.66$343.49$374.32$405.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRL spot · $345.80CRL PRICE$3.54$4.74$5.88$7.04$8.82$10.60$12.42$14.29$16.30$19.56$22.82$27.27$32.06$3.87$4.79$5.91$7.20$8.52$10.36$12.20$14.17$16.50$18.83$21.75$25.05$28.94
PutsCheap0.57×
CallsCheap0.71×
SkewBullish-7.51 pp
Implied moveBalanced±$24.62
TiltBalanced2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ376.7960.3%10.0%320.6661.1%8.4%
25Δ371.0461.0%8.7%326.9156.8%6.8%
30Δ365.4459.6%7.4%332.0554.2%5.7%
35Δ359.9257.7%6.1%336.1053.3%4.9%
40Δ355.8759.0%5.5%340.1452.4%4.1%
45Δ351.8360.3%4.8%343.7452.6%3.6%
50Δ347.7560.4%4.2%347.3552.7%3.1%
55Δ343.6659.6%3.5%350.9952.8%2.6%
60Δ339.5059.2%2.9%354.7652.5%2.2%
65Δ334.8461.2%2.5%358.5252.3%1.8%
70Δ330.1963.2%2.1%362.6952.0%1.4%
75Δ324.4365.3%1.7%367.1151.8%1.1%
80Δ318.3467.1%1.3%372.0551.7%0.8%

20Δ

Calls
Pseudo strike
376.79
IV
60.3%
B/E move
10.0%
Puts
Pseudo strike
320.66
IV
61.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
371.04
IV
61.0%
B/E move
8.7%
Puts
Pseudo strike
326.91
IV
56.8%
B/E move
6.8%

30Δ

Calls
Pseudo strike
365.44
IV
59.6%
B/E move
7.4%
Puts
Pseudo strike
332.05
IV
54.2%
B/E move
5.7%

35Δ

Calls
Pseudo strike
359.92
IV
57.7%
B/E move
6.1%
Puts
Pseudo strike
336.10
IV
53.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
355.87
IV
59.0%
B/E move
5.5%
Puts
Pseudo strike
340.14
IV
52.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
351.83
IV
60.3%
B/E move
4.8%
Puts
Pseudo strike
343.74
IV
52.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
347.75
IV
60.4%
B/E move
4.2%
Puts
Pseudo strike
347.35
IV
52.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
343.66
IV
59.6%
B/E move
3.5%
Puts
Pseudo strike
350.99
IV
52.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
339.50
IV
59.2%
B/E move
2.9%
Puts
Pseudo strike
354.76
IV
52.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
334.84
IV
61.2%
B/E move
2.5%
Puts
Pseudo strike
358.52
IV
52.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
330.19
IV
63.2%
B/E move
2.1%
Puts
Pseudo strike
362.69
IV
52.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
324.43
IV
65.3%
B/E move
1.7%
Puts
Pseudo strike
367.11
IV
51.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
318.34
IV
67.1%
B/E move
1.3%
Puts
Pseudo strike
372.05
IV
51.7%
B/E move
0.8%

Options history

IV · four-Friday blend60.02%
Daily close
CRL42.5%51.9%61.3%2026-08-13: 45.47%2026-08-14: 43.80%2026-08-17: 47.02%2026-08-18: 46.60%2026-08-19: 48.29%2026-08-20: 51.22%2026-08-21: 47.18%2026-08-24: 47.27%2026-08-25: 46.34%2026-08-26: 46.57%2026-08-27: 46.25%2026-08-28: 45.64%2026-08-31: 46.30%2026-09-01: 47.64%2026-09-02: 46.55%2026-09-03: 45.99%2026-09-04: 46.28%2026-09-08: 48.57%2026-09-09: 48.29%2026-09-10: 48.96%2026-09-11: 46.73%2026-09-14: 50.08%2026-09-15: 49.42%2026-09-16: 55.47%2026-09-17: 54.53%2026-09-18: 49.68%2026-09-21: 50.49%2026-09-22: 49.42%2026-09-23: 50.23%2026-09-24: 49.19%2026-09-25: 48.83%2026-09-28: 49.08%2026-09-29: 48.71%2026-09-30: 48.62%2026-10-01: 48.23%2026-10-02: 47.93%2026-10-05: 47.96%2026-10-06: 50.41%2026-10-07: 50.85%2026-10-08: 50.84%2026-10-09: 49.35%2026-10-12: 52.53%2026-10-13: 52.36%2026-10-14: 55.28%2026-10-15: 56.81%2026-10-16: 54.52%2026-10-19: 53.76%2026-10-20: 54.49%2026-10-21: 53.23%2026-10-22: 54.62%2026-10-23: 55.36%2026-10-26: 56.69%2026-10-27: 55.59%2026-10-28: 55.69%2026-10-29: 56.21%2026-10-30: 60.02%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
45.47%
43.80%
47.02%
46.60%
48.29%
51.22%
47.18%
47.27%
46.34%
46.57%
46.25%
45.64%
46.30%
47.64%
46.55%
45.99%
46.28%
48.57%
48.29%
48.96%
46.73%
50.08%
49.42%
55.47%
54.53%
49.68%
50.49%
49.42%
50.23%
49.19%
48.83%
49.08%
48.71%
48.62%
48.23%
47.93%
47.96%
50.41%
50.85%
50.84%
49.35%
52.53%
52.36%
55.28%
56.81%
54.52%
53.76%
54.49%
53.23%
54.62%
55.36%
56.69%
55.59%
55.69%
56.21%
60.02%