Share price$292.30
1D
Price history unavailable.
Carpenter Technology Corporation CRS
INDUSTRIALS · METAL FABRICATIONi
Market dataready · fetched 2026-10-23T10:02:05.960Z
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 · 2026-10-23T09:42:54.123475134Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T10:02:05.479227+00:00
Carpenter Technology Corporation options
PutsCheap0.60×
CallsFair1.04×
SkewBullish-4.14 pp
Implied moveBearish±$34.64
TiltBearish20.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 336.69 | 54.2% | 16.8% | |||
| 25Δ | 327.76 | 53.6% | 14.2% | |||
| 30Δ | 321.25 | 54.9% | 12.6% | 273.75 | 54.6% | 9.5% |
| 35Δ | 314.38 | 54.3% | 10.8% | 280.10 | 52.8% | 7.9% |
| 40Δ | 307.89 | 53.8% | 9.3% | 285.52 | 52.4% | 6.9% |
| 45Δ | 302.18 | 54.2% | 8.1% | 290.91 | 52.0% | 5.8% |
| 50Δ | 296.56 | 55.2% | 7.1% | 296.13 | 51.3% | 4.9% |
| 55Δ | 290.98 | 56.5% | 6.2% | 301.36 | 50.6% | 4.1% |
| 60Δ | 285.23 | 56.6% | 5.2% | 306.64 | 50.0% | 3.4% |
| 65Δ | 279.39 | 56.5% | 4.3% | 312.30 | 49.8% | 2.7% |
| 70Δ | 273.18 | 56.9% | 3.6% | 318.65 | 50.4% | 2.2% |
| 75Δ | 324.65 | 49.3% | 1.6% | |||
| 80Δ | 330.68 | 47.8% | 1.1% | |||
20Δ
- Pseudo strike
- 336.69
- IV
- 54.2%
- B/E move
- 16.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 327.76
- IV
- 53.6%
- B/E move
- 14.2%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 321.25
- IV
- 54.9%
- B/E move
- 12.6%
- Pseudo strike
- 273.75
- IV
- 54.6%
- B/E move
- 9.5%
35Δ
- Pseudo strike
- 314.38
- IV
- 54.3%
- B/E move
- 10.8%
- Pseudo strike
- 280.10
- IV
- 52.8%
- B/E move
- 7.9%
40Δ
- Pseudo strike
- 307.89
- IV
- 53.8%
- B/E move
- 9.3%
- Pseudo strike
- 285.52
- IV
- 52.4%
- B/E move
- 6.9%
45Δ
- Pseudo strike
- 302.18
- IV
- 54.2%
- B/E move
- 8.1%
- Pseudo strike
- 290.91
- IV
- 52.0%
- B/E move
- 5.8%
50Δ
- Pseudo strike
- 296.56
- IV
- 55.2%
- B/E move
- 7.1%
- Pseudo strike
- 296.13
- IV
- 51.3%
- B/E move
- 4.9%
55Δ
- Pseudo strike
- 290.98
- IV
- 56.5%
- B/E move
- 6.2%
- Pseudo strike
- 301.36
- IV
- 50.6%
- B/E move
- 4.1%
60Δ
- Pseudo strike
- 285.23
- IV
- 56.6%
- B/E move
- 5.2%
- Pseudo strike
- 306.64
- IV
- 50.0%
- B/E move
- 3.4%
65Δ
- Pseudo strike
- 279.39
- IV
- 56.5%
- B/E move
- 4.3%
- Pseudo strike
- 312.30
- IV
- 49.8%
- B/E move
- 2.7%
70Δ
- Pseudo strike
- 273.18
- IV
- 56.9%
- B/E move
- 3.6%
- Pseudo strike
- 318.65
- IV
- 50.4%
- B/E move
- 2.2%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 324.65
- IV
- 49.3%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 330.68
- IV
- 47.8%
- B/E move
- 1.1%
Options history
Table
| Date | IV |
|---|---|
| 50.63% | |
| 51.62% |