IntraAlpha
Create free account Start free

Caesarstone Ltd. Ordinary Shares CSTE

i

Market datapartial · fetched 2026-10-23T06:02:27.614Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T20:00:00.264022707Z

FundamentalsAlpha Vantage · unavailable

Share price$2.41
1D-10.4%
AH$2.28$2.39$2.50$2.61$2.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSTE
Sold putSold callAH

Caesarstone Ltd. Ordinary Shares options

Live interpolated CSTE call and put midpoint premiums by absolute delta.Caesarstone Ltd. Ordinary Shares$0.09$0.75$1.41$2.08$2.74$0.63$1.65$2.67$3.70$4.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSTE spot · $2.41CSTE PRICE$0.16$0.22$0.28$0.34$0.39$0.43$0.47$0.51$0.55$0.67$0.80$0.93$1.08$0.38$0.38$0.38$0.39$0.39$0.40$0.70$1.00$1.31$1.62$1.93$2.24$2.55
PutsCheap0.95×
CallsExpensive1.39×
SkewBullish-52.23 pp
Implied moveBearish±$1.17
TiltBearish33.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.34178.7%211.3%1.68184.9%45.7%
25Δ6.67182.5%186.2%1.93147.8%35.6%
30Δ6.01186.3%161.2%2.09125.9%28.9%
35Δ5.35190.1%136.1%2.23110.4%23.6%
40Δ4.74185.2%112.9%2.3694.9%18.3%
45Δ4.18170.7%91.5%2.4979.4%13.1%
50Δ3.63156.2%70.1%2.8384.7%11.5%
55Δ3.08141.7%48.8%3.1790.9%10.1%
60Δ2.52127.2%27.4%3.5197.2%8.7%
65Δ2.33139.1%24.4%3.86103.4%7.2%
70Δ2.14152.2%22.1%4.20109.7%5.8%
75Δ1.95164.3%19.4%4.54115.9%4.4%
80Δ1.70172.3%15.3%4.88122.1%3.0%

20Δ

Calls
Pseudo strike
7.34
IV
178.7%
B/E move
211.3%
Puts
Pseudo strike
1.68
IV
184.9%
B/E move
45.7%

25Δ

Calls
Pseudo strike
6.67
IV
182.5%
B/E move
186.2%
Puts
Pseudo strike
1.93
IV
147.8%
B/E move
35.6%

30Δ

Calls
Pseudo strike
6.01
IV
186.3%
B/E move
161.2%
Puts
Pseudo strike
2.09
IV
125.9%
B/E move
28.9%

35Δ

Calls
Pseudo strike
5.35
IV
190.1%
B/E move
136.1%
Puts
Pseudo strike
2.23
IV
110.4%
B/E move
23.6%

40Δ

Calls
Pseudo strike
4.74
IV
185.2%
B/E move
112.9%
Puts
Pseudo strike
2.36
IV
94.9%
B/E move
18.3%

45Δ

Calls
Pseudo strike
4.18
IV
170.7%
B/E move
91.5%
Puts
Pseudo strike
2.49
IV
79.4%
B/E move
13.1%

50Δ

Calls
Pseudo strike
3.63
IV
156.2%
B/E move
70.1%
Puts
Pseudo strike
2.83
IV
84.7%
B/E move
11.5%

55Δ

Calls
Pseudo strike
3.08
IV
141.7%
B/E move
48.8%
Puts
Pseudo strike
3.17
IV
90.9%
B/E move
10.1%

60Δ

Calls
Pseudo strike
2.52
IV
127.2%
B/E move
27.4%
Puts
Pseudo strike
3.51
IV
97.2%
B/E move
8.7%

65Δ

Calls
Pseudo strike
2.33
IV
139.1%
B/E move
24.4%
Puts
Pseudo strike
3.86
IV
103.4%
B/E move
7.2%

70Δ

Calls
Pseudo strike
2.14
IV
152.2%
B/E move
22.1%
Puts
Pseudo strike
4.20
IV
109.7%
B/E move
5.8%

75Δ

Calls
Pseudo strike
1.95
IV
164.3%
B/E move
19.4%
Puts
Pseudo strike
4.54
IV
115.9%
B/E move
4.4%

80Δ

Calls
Pseudo strike
1.70
IV
172.3%
B/E move
15.3%
Puts
Pseudo strike
4.88
IV
122.1%
B/E move
3.0%

Options history

CSTE137.60151.47165.332026-10-20: 139.51%2026-10-21: 163.42%Oct 20Oct 21
Table
DateIV
139.51%
163.42%