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Crane NXT, Co. CXT

INDUSTRIALS · BUSINESS EQUIPMENT & SUPPLIES
i

Market dataready · fetched 2026-11-12T15:51:20.377Z

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 · 2026-11-12T15:48:23.468832925Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:51:19.720488+00:00

Share price$57.45
1D-0.9%
$57.40$57.55$57.71$57.86$58.015:30 AM6:30 AM9:00 AM1:00 PMCXT
Sold putSold call

Crane NXT, Co. options

Live interpolated CXT call and put midpoint premiums by absolute delta.Crane NXT, Co.$0.41$1.76$3.11$4.45$5.80$48.14$52.54$56.94$61.34$65.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CXT spot · $57.45CXT PRICE$0.64$0.73$0.82$1.10$1.41$1.71$2.01$2.32$2.62$2.92$3.23$4.12$5.41$0.56$0.66$0.85$1.05$1.26$1.46$1.67$1.88$2.08$2.29$2.49$2.70
Puts——
CallsCheap0.75×
Skew——
Implied moveBullish±$3.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.7872.8%12.1%53.0660.4%8.6%
25Δ61.9662.8%9.1%54.7350.2%5.9%
30Δ60.1452.9%6.1%55.4047.4%5.0%
35Δ59.4552.5%5.4%55.8746.2%4.6%
40Δ58.8552.9%4.9%56.3444.9%4.1%
45Δ58.2453.3%4.4%56.8143.6%3.7%
50Δ57.6453.7%3.8%57.2942.3%3.2%
55Δ57.0454.0%3.3%57.7641.0%2.7%
60Δ56.4454.4%2.8%58.2339.8%2.3%
65Δ55.8454.8%2.3%58.7138.5%1.8%
70Δ55.2455.2%1.8%59.1837.2%1.3%
75Δ54.1459.4%1.4%59.6535.9%0.9%
80Δ52.7166.3%1.2%

20Δ

Calls
Pseudo strike
63.78
IV
72.8%
B/E move
12.1%
Puts
Pseudo strike
53.06
IV
60.4%
B/E move
8.6%

25Δ

Calls
Pseudo strike
61.96
IV
62.8%
B/E move
9.1%
Puts
Pseudo strike
54.73
IV
50.2%
B/E move
5.9%

30Δ

Calls
Pseudo strike
60.14
IV
52.9%
B/E move
6.1%
Puts
Pseudo strike
55.40
IV
47.4%
B/E move
5.0%

35Δ

Calls
Pseudo strike
59.45
IV
52.5%
B/E move
5.4%
Puts
Pseudo strike
55.87
IV
46.2%
B/E move
4.6%

40Δ

Calls
Pseudo strike
58.85
IV
52.9%
B/E move
4.9%
Puts
Pseudo strike
56.34
IV
44.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
58.24
IV
53.3%
B/E move
4.4%
Puts
Pseudo strike
56.81
IV
43.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
57.64
IV
53.7%
B/E move
3.8%
Puts
Pseudo strike
57.29
IV
42.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
57.04
IV
54.0%
B/E move
3.3%
Puts
Pseudo strike
57.76
IV
41.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
56.44
IV
54.4%
B/E move
2.8%
Puts
Pseudo strike
58.23
IV
39.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
55.84
IV
54.8%
B/E move
2.3%
Puts
Pseudo strike
58.71
IV
38.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
55.24
IV
55.2%
B/E move
1.8%
Puts
Pseudo strike
59.18
IV
37.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
54.14
IV
59.4%
B/E move
1.4%
Puts
Pseudo strike
59.65
IV
35.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
52.71
IV
66.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.58%
Daily EOD
CXT38.1%39.7%41.3%2026-10-19: 39.48%2026-10-20: 39.86%2026-10-21: 39.63%2026-10-22: 38.36%2026-10-23: 39.28%2026-10-26: 41.08%2026-10-27: 39.44%2026-10-28: 39.48%2026-10-29: 39.50%2026-10-30: 40.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.48%
39.86%
39.63%
38.36%
39.28%
41.08%
39.44%
39.48%
39.50%
40.58%