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Castle Biosciences, Inc. Common Stock CSTL

i

Market dataready · fetched 2026-11-11T14:49:06.012Z

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 · 2026-11-11T14:48:43.66603931Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:49:05.047010+00:00

Share price$34.55
1D-1.6%
$34.47$34.76$35.05$35.34$35.635:30 AM6:30 AM9:00 AM1:00 PMCSTL
Sold putSold call

Castle Biosciences, Inc. Common Stock options

Live interpolated CSTL call and put midpoint premiums by absolute delta.Castle Biosciences, Inc. Common Stock$0.37$1.45$2.53$3.60$4.68$29.83$32.28$34.74$37.19$39.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CSTL spot · $34.55CSTL PRICE$0.49$0.62$0.75$0.88$1.01$1.14$1.46$1.94$2.43$2.91$3.40$3.89$4.37$0.68$0.94$1.20$1.46$1.72$1.97$2.23
Puts——
CallsExpensive1.06×
Skew——
Implied moveBearish±$3.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.4585.0%15.6%30.8289.7%12.8%
25Δ38.6381.0%13.6%31.5190.3%11.5%
30Δ37.8277.1%11.6%32.2090.9%10.3%
35Δ37.0173.1%9.7%32.8891.6%9.0%
40Δ36.1969.1%7.7%33.5792.2%7.8%
45Δ35.3865.1%5.7%34.2692.9%6.5%
50Δ34.6665.1%4.5%34.9593.5%5.3%
55Δ34.0168.5%4.1%
60Δ33.3671.9%3.6%
65Δ32.7175.4%3.1%
70Δ32.0778.8%2.7%
75Δ31.4282.2%2.2%
80Δ30.7785.7%1.7%

20Δ

Calls
Pseudo strike
39.45
IV
85.0%
B/E move
15.6%
Puts
Pseudo strike
30.82
IV
89.7%
B/E move
12.8%

25Δ

Calls
Pseudo strike
38.63
IV
81.0%
B/E move
13.6%
Puts
Pseudo strike
31.51
IV
90.3%
B/E move
11.5%

30Δ

Calls
Pseudo strike
37.82
IV
77.1%
B/E move
11.6%
Puts
Pseudo strike
32.20
IV
90.9%
B/E move
10.3%

35Δ

Calls
Pseudo strike
37.01
IV
73.1%
B/E move
9.7%
Puts
Pseudo strike
32.88
IV
91.6%
B/E move
9.0%

40Δ

Calls
Pseudo strike
36.19
IV
69.1%
B/E move
7.7%
Puts
Pseudo strike
33.57
IV
92.2%
B/E move
7.8%

45Δ

Calls
Pseudo strike
35.38
IV
65.1%
B/E move
5.7%
Puts
Pseudo strike
34.26
IV
92.9%
B/E move
6.5%

50Δ

Calls
Pseudo strike
34.66
IV
65.1%
B/E move
4.5%
Puts
Pseudo strike
34.95
IV
93.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
34.01
IV
68.5%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
33.36
IV
71.9%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.71
IV
75.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.07
IV
78.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.42
IV
82.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.77
IV
85.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend66.34%
Daily EOD
CSTL58.9%62.9%66.9%2026-10-19: 63.60%2026-10-20: 62.68%2026-10-21: 59.43%2026-10-22: 60.95%2026-10-23: 64.25%2026-10-26: 65.20%2026-10-27: 64.87%2026-10-28: 63.70%2026-10-29: 65.55%2026-10-30: 66.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.60%
62.68%
59.43%
60.95%
64.25%
65.20%
64.87%
63.70%
65.55%
66.34%