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Carlisle Companies, Inc. CSL

i

Market dataready · fetched 2026-11-11T13:47:21.663Z

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 · 2026-11-11T13:00:00.087092662Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:47:21.204590+00:00

Share price$396.50
1D
Price history unavailable.

Carlisle Companies, Inc. options

Live interpolated CSL call and put midpoint premiums by absolute delta.Carlisle Companies, Inc.$2.12$12.32$22.51$32.70$42.90$356.97$377.62$398.26$418.90$439.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSL spot · $396.50CSL PRICE$3.22$4.08$4.79$5.62$6.50$7.39$8.71$10.09$11.47$12.83$14.17$15.51$16.85$3.97$4.65$5.84$7.24$8.71$10.57$12.44$14.66$17.29$19.92$24.20$29.43$39.96
PutsExpensive1.09×
CallsCheap0.67×
SkewBearish+12.79 pp
Implied moveBearish±$21.15
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ424.3847.5%7.8%370.4454.8%7.6%
25Δ417.9145.7%6.4%377.8548.5%5.9%
30Δ411.9842.0%5.1%382.7946.7%4.9%
35Δ407.6139.6%4.2%386.7246.7%4.3%
40Δ404.0237.9%3.5%390.6146.8%3.7%
45Δ400.4436.2%2.9%394.3147.1%3.2%
50Δ397.5635.7%2.5%398.0047.3%2.8%
55Δ394.7735.4%2.1%401.8647.7%2.3%
60Δ391.9935.1%1.8%405.9148.2%2.0%
65Δ389.3334.3%1.4%409.9648.7%1.6%
70Δ387.0132.6%1.2%415.3450.5%1.4%
75Δ384.6830.8%0.9%421.6053.4%1.1%
80Δ382.3529.0%0.7%432.7861.6%0.9%

20Δ

Calls
Pseudo strike
424.38
IV
47.5%
B/E move
7.8%
Puts
Pseudo strike
370.44
IV
54.8%
B/E move
7.6%

25Δ

Calls
Pseudo strike
417.91
IV
45.7%
B/E move
6.4%
Puts
Pseudo strike
377.85
IV
48.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
411.98
IV
42.0%
B/E move
5.1%
Puts
Pseudo strike
382.79
IV
46.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
407.61
IV
39.6%
B/E move
4.2%
Puts
Pseudo strike
386.72
IV
46.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
404.02
IV
37.9%
B/E move
3.5%
Puts
Pseudo strike
390.61
IV
46.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
400.44
IV
36.2%
B/E move
2.9%
Puts
Pseudo strike
394.31
IV
47.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
397.56
IV
35.7%
B/E move
2.5%
Puts
Pseudo strike
398.00
IV
47.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
394.77
IV
35.4%
B/E move
2.1%
Puts
Pseudo strike
401.86
IV
47.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
391.99
IV
35.1%
B/E move
1.8%
Puts
Pseudo strike
405.91
IV
48.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
389.33
IV
34.3%
B/E move
1.4%
Puts
Pseudo strike
409.96
IV
48.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
387.01
IV
32.6%
B/E move
1.2%
Puts
Pseudo strike
415.34
IV
50.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
384.68
IV
30.8%
B/E move
0.9%
Puts
Pseudo strike
421.60
IV
53.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
382.35
IV
29.0%
B/E move
0.7%
Puts
Pseudo strike
432.78
IV
61.6%
B/E move
0.9%

Options history

IV · four-Friday blend34.31%
Daily EOD
CSL33.3%37.9%42.5%2026-10-19: 38.17%2026-10-20: 38.29%2026-10-21: 38.42%2026-10-22: 38.61%2026-10-23: 39.59%2026-10-26: 41.18%2026-10-27: 41.39%2026-10-28: 41.82%2026-10-29: 33.92%2026-10-30: 34.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.17%
38.29%
38.42%
38.61%
39.59%
41.18%
41.39%
41.82%
33.92%
34.31%