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Charles River Laboratories International, Inc. CRL

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Market datapartial · fetched 2026-10-22T04:38:53.646Z

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 · 2026-10-21T23:00:00.002277653Z

FundamentalsAlpha Vantage · unavailable

Share price$344.87
1D+10.5%
AH$310$320$331$341$3515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRL
Sold putSold callAH

Charles River Laboratories International, Inc. options

Live interpolated CRL call and put midpoint premiums by absolute delta.Charles River Laboratories International, Inc.$4.45$21.80$39.16$56.51$73.87$260.64$302.12$343.60$385.08$426.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRL spot · $344.87CRL PRICE$6.32$8.28$10.55$12.92$15.58$18.59$21.83$25.53$29.64$34.20$39.28$45.64$53.42$7.57$10.22$12.89$15.82$18.98$22.48$26.38$30.89$35.98$42.19$49.57$58.21$68.87
PutsExpensive1.16×
CallsCheap0.95×
SkewBullish-1.21 pp
Implied moveBearish±$48.21
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ408.4363.2%20.3%302.2763.5%14.5%
25Δ395.3062.0%17.0%311.2464.1%12.7%
30Δ385.2462.2%14.8%320.1163.2%10.9%
35Δ375.7361.8%12.7%328.2662.4%9.4%
40Δ367.1161.8%11.0%336.0361.6%8.1%
45Δ359.1962.3%9.5%343.5961.0%6.9%
50Δ351.3862.5%8.2%351.0760.8%5.9%
55Δ343.6763.0%7.1%358.7260.7%4.9%
60Δ335.9063.5%6.0%366.6760.7%4.1%
65Δ327.9764.0%5.0%375.4261.2%3.4%
70Δ319.7564.4%4.1%385.1262.0%2.7%
75Δ310.6565.5%3.3%395.9762.6%2.1%
80Δ300.3767.0%2.6%408.6763.4%1.5%

20Δ

Calls
Pseudo strike
408.43
IV
63.2%
B/E move
20.3%
Puts
Pseudo strike
302.27
IV
63.5%
B/E move
14.5%

25Δ

Calls
Pseudo strike
395.30
IV
62.0%
B/E move
17.0%
Puts
Pseudo strike
311.24
IV
64.1%
B/E move
12.7%

30Δ

Calls
Pseudo strike
385.24
IV
62.2%
B/E move
14.8%
Puts
Pseudo strike
320.11
IV
63.2%
B/E move
10.9%

35Δ

Calls
Pseudo strike
375.73
IV
61.8%
B/E move
12.7%
Puts
Pseudo strike
328.26
IV
62.4%
B/E move
9.4%

40Δ

Calls
Pseudo strike
367.11
IV
61.8%
B/E move
11.0%
Puts
Pseudo strike
336.03
IV
61.6%
B/E move
8.1%

45Δ

Calls
Pseudo strike
359.19
IV
62.3%
B/E move
9.5%
Puts
Pseudo strike
343.59
IV
61.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
351.38
IV
62.5%
B/E move
8.2%
Puts
Pseudo strike
351.07
IV
60.8%
B/E move
5.9%

55Δ

Calls
Pseudo strike
343.67
IV
63.0%
B/E move
7.1%
Puts
Pseudo strike
358.72
IV
60.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
335.90
IV
63.5%
B/E move
6.0%
Puts
Pseudo strike
366.67
IV
60.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
327.97
IV
64.0%
B/E move
5.0%
Puts
Pseudo strike
375.42
IV
61.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
319.75
IV
64.4%
B/E move
4.1%
Puts
Pseudo strike
385.12
IV
62.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
310.65
IV
65.5%
B/E move
3.3%
Puts
Pseudo strike
395.97
IV
62.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
300.37
IV
67.0%
B/E move
2.6%
Puts
Pseudo strike
408.67
IV
63.4%
B/E move
1.5%

Options history

No recorded observations