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Carpenter Technology Corp CRS

i

Market dataready · fetched 2026-11-12T17:41:26.053Z

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 · 2026-11-12T17:41:14.742268192Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:41:25.132379+00:00

Share price$303.73
1D+0.6%
$297$299$301$303$3055:30 AM6:30 AM9:00 AM1:00 PMCRS
Sold putSold call

Carpenter Technology Corp options

Live interpolated CRS call and put midpoint premiums by absolute delta.Carpenter Technology Corp$1.79$9.27$16.76$24.24$31.72$264.43$283.71$302.99$322.27$341.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRS spot · $303.73CRS PRICE$2.60$3.49$4.46$5.49$6.52$8.00$9.69$11.39$13.19$15.12$17.05$19.81$23.88$3.40$4.46$5.58$6.90$8.22$9.77$11.52$13.26$15.55$18.24$20.92$25.15$29.56
PutsCheap0.88×
CallsCheap0.82×
SkewBearish+6.29 pp
Implied moveBearish±$21.21
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ325.2451.0%7.9%281.6164.4%8.4%
25Δ321.6553.0%7.1%286.3963.0%7.2%
30Δ318.1153.7%6.2%290.9161.7%6.1%
35Δ314.6253.3%5.4%294.5861.1%5.3%
40Δ311.1352.9%4.6%298.2660.5%4.5%
45Δ307.9253.7%4.0%301.7960.0%3.9%
50Δ304.8355.2%3.6%305.1859.7%3.3%
55Δ301.7556.6%3.1%308.5659.4%2.8%
60Δ298.5857.2%2.6%312.2359.6%2.3%
65Δ295.3056.5%2.2%316.0960.2%1.9%
70Δ292.0355.8%1.8%319.9660.7%1.5%
75Δ288.1156.3%1.4%325.1662.1%1.2%
80Δ283.1858.9%1.1%330.5263.5%0.9%

20Δ

Calls
Pseudo strike
325.24
IV
51.0%
B/E move
7.9%
Puts
Pseudo strike
281.61
IV
64.4%
B/E move
8.4%

25Δ

Calls
Pseudo strike
321.65
IV
53.0%
B/E move
7.1%
Puts
Pseudo strike
286.39
IV
63.0%
B/E move
7.2%

30Δ

Calls
Pseudo strike
318.11
IV
53.7%
B/E move
6.2%
Puts
Pseudo strike
290.91
IV
61.7%
B/E move
6.1%

35Δ

Calls
Pseudo strike
314.62
IV
53.3%
B/E move
5.4%
Puts
Pseudo strike
294.58
IV
61.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
311.13
IV
52.9%
B/E move
4.6%
Puts
Pseudo strike
298.26
IV
60.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
307.92
IV
53.7%
B/E move
4.0%
Puts
Pseudo strike
301.79
IV
60.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
304.83
IV
55.2%
B/E move
3.6%
Puts
Pseudo strike
305.18
IV
59.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
301.75
IV
56.6%
B/E move
3.1%
Puts
Pseudo strike
308.56
IV
59.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
298.58
IV
57.2%
B/E move
2.6%
Puts
Pseudo strike
312.23
IV
59.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
295.30
IV
56.5%
B/E move
2.2%
Puts
Pseudo strike
316.09
IV
60.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
292.03
IV
55.8%
B/E move
1.8%
Puts
Pseudo strike
319.96
IV
60.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
288.11
IV
56.3%
B/E move
1.4%
Puts
Pseudo strike
325.16
IV
62.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
283.18
IV
58.9%
B/E move
1.1%
Puts
Pseudo strike
330.52
IV
63.5%
B/E move
0.9%

Options history

IV · four-Friday blend53.25%
Daily close
CRS44.1%49.0%53.9%2026-08-14: 48.37%2026-08-17: 51.20%2026-08-18: 50.55%2026-08-19: 49.64%2026-08-20: 51.85%2026-08-21: 48.14%2026-08-24: 48.16%2026-08-25: 48.15%2026-08-26: 47.14%2026-08-27: 46.47%2026-08-28: 46.58%2026-08-31: 46.52%2026-09-01: 45.86%2026-09-02: 45.49%2026-09-03: 45.49%2026-09-04: 45.22%2026-09-08: 47.97%2026-09-09: 47.52%2026-09-10: 46.58%2026-09-11: 46.28%2026-09-14: 50.03%2026-09-15: 50.04%2026-09-16: 50.16%2026-09-17: 51.92%2026-09-18: 48.81%2026-09-21: 49.82%2026-09-22: 48.50%2026-09-23: 48.29%2026-09-24: 48.44%2026-09-25: 47.66%2026-09-28: 48.71%2026-09-29: 48.45%2026-09-30: 46.90%2026-10-01: 47.10%2026-10-02: 46.00%2026-10-05: 46.48%2026-10-06: 45.44%2026-10-07: 45.27%2026-10-08: 45.87%2026-10-09: 44.80%2026-10-12: 48.49%2026-10-13: 49.00%2026-10-14: 49.73%2026-10-15: 51.44%2026-10-16: 49.26%2026-10-19: 50.09%2026-10-20: 50.62%2026-10-21: 51.78%2026-10-22: 49.26%2026-10-23: 48.62%2026-10-26: 48.68%2026-10-27: 47.84%2026-10-28: 49.36%2026-10-29: 49.59%2026-10-30: 53.25%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
48.37%
51.20%
50.55%
49.64%
51.85%
48.14%
48.16%
48.15%
47.14%
46.47%
46.58%
46.52%
45.86%
45.49%
45.49%
45.22%
47.97%
47.52%
46.58%
46.28%
50.03%
50.04%
50.16%
51.92%
48.81%
49.82%
48.50%
48.29%
48.44%
47.66%
48.71%
48.45%
46.90%
47.10%
46.00%
46.48%
45.44%
45.27%
45.87%
44.80%
48.49%
49.00%
49.73%
51.44%
49.26%
50.09%
50.62%
51.78%
49.26%
48.62%
48.68%
47.84%
49.36%
49.59%
53.25%