Share price$298.00
1D-14.4%
Sold putSold callAH
Carpenter Technology Corp CRS
i
Market datapartial · fetched 2026-10-23T09:06:39.918Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:58:51.534876382Z
FundamentalsAlpha Vantage · unavailable
Carpenter Technology Corp options
PutsCheap0.74×
CallsCheap0.87×
SkewBearish+16.79 pp
Implied moveBearish±$36.07
TiltBearish27.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 338.88 | 49.7% | 15.2% | |||
| 25Δ | 329.73 | 47.8% | 12.5% | 270.44 | 61.2% | 12.0% |
| 30Δ | 323.75 | 48.5% | 11.0% | 277.74 | 59.6% | 10.2% |
| 35Δ | 317.73 | 48.3% | 9.6% | 284.32 | 59.4% | 8.9% |
| 40Δ | 311.61 | 46.8% | 8.0% | 290.58 | 59.6% | 7.7% |
| 45Δ | 306.34 | 46.2% | 6.9% | 296.78 | 59.6% | 6.6% |
| 50Δ | 301.36 | 45.9% | 5.8% | 303.09 | 59.8% | 5.7% |
| 55Δ | 296.52 | 46.0% | 5.0% | 309.52 | 60.2% | 4.8% |
| 60Δ | 291.72 | 46.2% | 4.2% | 317.12 | 62.4% | 4.2% |
| 65Δ | 287.09 | 45.3% | 3.5% | 324.94 | 63.4% | 3.5% |
| 70Δ | 282.55 | 43.9% | 2.8% | 333.69 | 64.5% | 2.8% |
| 75Δ | 278.07 | 42.2% | 2.2% | 345.60 | 67.9% | 2.2% |
| 80Δ | 273.67 | 40.3% | 1.6% | 363.88 | 75.0% | 1.7% |
20Δ
- Pseudo strike
- 338.88
- IV
- 49.7%
- B/E move
- 15.2%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 329.73
- IV
- 47.8%
- B/E move
- 12.5%
- Pseudo strike
- 270.44
- IV
- 61.2%
- B/E move
- 12.0%
30Δ
- Pseudo strike
- 323.75
- IV
- 48.5%
- B/E move
- 11.0%
- Pseudo strike
- 277.74
- IV
- 59.6%
- B/E move
- 10.2%
35Δ
- Pseudo strike
- 317.73
- IV
- 48.3%
- B/E move
- 9.6%
- Pseudo strike
- 284.32
- IV
- 59.4%
- B/E move
- 8.9%
40Δ
- Pseudo strike
- 311.61
- IV
- 46.8%
- B/E move
- 8.0%
- Pseudo strike
- 290.58
- IV
- 59.6%
- B/E move
- 7.7%
45Δ
- Pseudo strike
- 306.34
- IV
- 46.2%
- B/E move
- 6.9%
- Pseudo strike
- 296.78
- IV
- 59.6%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 301.36
- IV
- 45.9%
- B/E move
- 5.8%
- Pseudo strike
- 303.09
- IV
- 59.8%
- B/E move
- 5.7%
55Δ
- Pseudo strike
- 296.52
- IV
- 46.0%
- B/E move
- 5.0%
- Pseudo strike
- 309.52
- IV
- 60.2%
- B/E move
- 4.8%
60Δ
- Pseudo strike
- 291.72
- IV
- 46.2%
- B/E move
- 4.2%
- Pseudo strike
- 317.12
- IV
- 62.4%
- B/E move
- 4.2%
65Δ
- Pseudo strike
- 287.09
- IV
- 45.3%
- B/E move
- 3.5%
- Pseudo strike
- 324.94
- IV
- 63.4%
- B/E move
- 3.5%
70Δ
- Pseudo strike
- 282.55
- IV
- 43.9%
- B/E move
- 2.8%
- Pseudo strike
- 333.69
- IV
- 64.5%
- B/E move
- 2.8%
75Δ
- Pseudo strike
- 278.07
- IV
- 42.2%
- B/E move
- 2.2%
- Pseudo strike
- 345.60
- IV
- 67.9%
- B/E move
- 2.2%
80Δ
- Pseudo strike
- 273.67
- IV
- 40.3%
- B/E move
- 1.6%
- Pseudo strike
- 363.88
- IV
- 75.0%
- B/E move
- 1.7%
Options history
Table
| Date | IV |
|---|---|
| 50.63% | |
| 51.62% |