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CSW Industrials, Inc. CSW

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-11T13:47:35.103Z

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 · 2026-11-11T00:00:00.003871778Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:46:59.200365+00:00

Share price$284.10
1D-0.1%
AH$284$285$286$287$2885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSW
Sold putSold callAH

CSW Industrials, Inc. options

Live interpolated CSW call and put midpoint premiums by absolute delta.CSW Industrials, Inc.$1.73$8.38$15.02$21.67$28.31$259.30$273.38$287.47$301.56$315.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSW spot · $284.10CSW PRICE$2.83$3.92$5.02$5.85$6.63$7.81$9.32$10.84$12.54$14.85$17.16$20.64$26.40$2.45$3.20$4.25$5.29$6.33$7.37$8.40$9.44$10.48$11.76$13.07$14.37$15.68
PutsFair1.02×
CallsFair1.02×
SkewBullish-14.87 pp
Implied moveBullish±$17.73
TiltBullish12.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ308.6157.4%9.6%267.3047.6%6.8%
25Δ304.6459.6%8.6%271.9143.8%5.4%
30Δ300.6761.7%7.6%274.5545.1%4.9%
35Δ296.3858.8%6.4%277.1846.3%4.3%
40Δ292.0355.0%5.1%279.8247.5%3.7%
45Δ288.3953.4%4.3%282.3046.2%3.2%
50Δ285.3553.9%3.7%284.7744.7%2.7%
55Δ282.3254.3%3.2%287.2443.2%2.2%
60Δ279.1954.9%2.7%289.7141.7%1.7%
65Δ275.7455.8%2.3%291.8739.9%1.4%
70Δ272.2956.6%1.9%293.9838.1%1.1%
75Δ267.8559.7%1.5%296.0936.3%0.8%
80Δ261.4567.2%1.3%298.2034.6%0.6%

20Δ

Calls
Pseudo strike
308.61
IV
57.4%
B/E move
9.6%
Puts
Pseudo strike
267.30
IV
47.6%
B/E move
6.8%

25Δ

Calls
Pseudo strike
304.64
IV
59.6%
B/E move
8.6%
Puts
Pseudo strike
271.91
IV
43.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
300.67
IV
61.7%
B/E move
7.6%
Puts
Pseudo strike
274.55
IV
45.1%
B/E move
4.9%

35Δ

Calls
Pseudo strike
296.38
IV
58.8%
B/E move
6.4%
Puts
Pseudo strike
277.18
IV
46.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
292.03
IV
55.0%
B/E move
5.1%
Puts
Pseudo strike
279.82
IV
47.5%
B/E move
3.7%

45Δ

Calls
Pseudo strike
288.39
IV
53.4%
B/E move
4.3%
Puts
Pseudo strike
282.30
IV
46.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
285.35
IV
53.9%
B/E move
3.7%
Puts
Pseudo strike
284.77
IV
44.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
282.32
IV
54.3%
B/E move
3.2%
Puts
Pseudo strike
287.24
IV
43.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
279.19
IV
54.9%
B/E move
2.7%
Puts
Pseudo strike
289.71
IV
41.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
275.74
IV
55.8%
B/E move
2.3%
Puts
Pseudo strike
291.87
IV
39.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
272.29
IV
56.6%
B/E move
1.9%
Puts
Pseudo strike
293.98
IV
38.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
267.85
IV
59.7%
B/E move
1.5%
Puts
Pseudo strike
296.09
IV
36.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
261.45
IV
67.2%
B/E move
1.3%
Puts
Pseudo strike
298.20
IV
34.6%
B/E move
0.6%

Options history

IV · four-Friday blend36.92%
Daily EOD
CSW35.8%38.5%41.2%2026-10-19: 36.21%2026-10-20: 39.88%2026-10-21: 37.99%2026-10-22: 37.74%2026-10-23: 38.84%2026-10-26: 40.65%2026-10-27: 39.48%2026-10-28: 40.81%2026-10-29: 36.93%2026-10-30: 36.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.21%
39.88%
37.99%
37.74%
38.84%
40.65%
39.48%
40.81%
36.93%
36.92%