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Castle Biosciences, Inc. Common Stock CSTL

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Market datapartial · fetched 2026-10-22T04:39:57.295Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:03.21605313Z

FundamentalsAlpha Vantage · unavailable

Share price$34.37
1D+4.4%
AH$32.79$33.30$33.80$34.30$34.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSTL
Sold putSold callAH

Castle Biosciences, Inc. Common Stock options

Live interpolated CSTL call and put midpoint premiums by absolute delta.Castle Biosciences, Inc. Common Stock$0.90$2.70$4.51$6.32$8.12$24.98$29.56$34.14$38.72$43.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSTL spot · $34.37CSTL PRICE$1.09$1.19$1.31$1.48$1.64$1.81$2.02$2.63$3.24$3.85$4.46$5.07$5.90$1.40$1.58$1.87$2.17$2.46$2.76$3.12$3.74$4.37$5.00$5.63$6.26$7.60
PutsExpensive1.47×
CallsExpensive1.47×
SkewBearish+4.66 pp
Implied moveBearish±$5.14
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.38116.5%43.9%27.38114.2%24.4%
25Δ43.1293.9%28.9%29.7894.7%18.0%
30Δ39.8979.2%19.9%30.9688.5%15.4%
35Δ38.6373.4%16.7%32.0283.7%13.1%
40Δ37.3767.5%13.5%33.0878.9%10.9%
45Δ36.1161.7%10.3%34.1474.2%8.7%
50Δ34.9056.9%7.4%35.1770.1%6.7%
55Δ34.0359.8%6.7%36.1169.4%5.8%
60Δ33.1662.7%5.9%37.0568.7%4.9%
65Δ32.2965.6%5.1%37.9868.0%4.0%
70Δ31.4268.5%4.4%38.9267.3%3.1%
75Δ30.5571.5%3.6%39.8666.7%2.2%
80Δ29.4573.2%2.9%41.4266.6%1.6%

20Δ

Calls
Pseudo strike
48.38
IV
116.5%
B/E move
43.9%
Puts
Pseudo strike
27.38
IV
114.2%
B/E move
24.4%

25Δ

Calls
Pseudo strike
43.12
IV
93.9%
B/E move
28.9%
Puts
Pseudo strike
29.78
IV
94.7%
B/E move
18.0%

30Δ

Calls
Pseudo strike
39.89
IV
79.2%
B/E move
19.9%
Puts
Pseudo strike
30.96
IV
88.5%
B/E move
15.4%

35Δ

Calls
Pseudo strike
38.63
IV
73.4%
B/E move
16.7%
Puts
Pseudo strike
32.02
IV
83.7%
B/E move
13.1%

40Δ

Calls
Pseudo strike
37.37
IV
67.5%
B/E move
13.5%
Puts
Pseudo strike
33.08
IV
78.9%
B/E move
10.9%

45Δ

Calls
Pseudo strike
36.11
IV
61.7%
B/E move
10.3%
Puts
Pseudo strike
34.14
IV
74.2%
B/E move
8.7%

50Δ

Calls
Pseudo strike
34.90
IV
56.9%
B/E move
7.4%
Puts
Pseudo strike
35.17
IV
70.1%
B/E move
6.7%

55Δ

Calls
Pseudo strike
34.03
IV
59.8%
B/E move
6.7%
Puts
Pseudo strike
36.11
IV
69.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
33.16
IV
62.7%
B/E move
5.9%
Puts
Pseudo strike
37.05
IV
68.7%
B/E move
4.9%

65Δ

Calls
Pseudo strike
32.29
IV
65.6%
B/E move
5.1%
Puts
Pseudo strike
37.98
IV
68.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
31.42
IV
68.5%
B/E move
4.4%
Puts
Pseudo strike
38.92
IV
67.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
30.55
IV
71.5%
B/E move
3.6%
Puts
Pseudo strike
39.86
IV
66.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
29.45
IV
73.2%
B/E move
2.9%
Puts
Pseudo strike
41.42
IV
66.6%
B/E move
1.6%

Options history

No recorded observations