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Caesarstone Ltd. Ordinary Shares CSTE

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-05T19:12:26.865Z

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: 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 · 2026-11-05T18:44:42.305804226Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T19:12:24.643931+00:00

Share price$1.30
1D-20.2%
$1.27$1.37$1.46$1.56$1.665:30 AM6:30 AM9:00 AM1:00 PMCSTE
Sold putSold call

Caesarstone Ltd. Ordinary Shares options

Live interpolated CSTE call and put midpoint premiums by absolute delta.Caesarstone Ltd. Ordinary Shares$0.36$0.53$0.70$0.86$1.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECSTE PRICE$0.38$0.39$0.43$0.47$0.54$0.62$0.70$0.46$0.56$0.67$0.77$0.88$0.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ4.10330.3%244.2%
55Δ2.35270.7%110.9%1.60110.4%12.1%
60Δ1.95257.0%83.4%1.73108.5%10.4%
65Δ1.56243.2%55.9%1.86106.6%8.7%
70Δ1.35253.7%45.6%1.98104.7%6.9%
75Δ1.17268.3%38.1%2.11102.8%5.2%
80Δ1.00283.4%30.7%2.24100.9%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.10
IV
330.3%
B/E move
244.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.35
IV
270.7%
B/E move
110.9%
Puts
Pseudo strike
1.60
IV
110.4%
B/E move
12.1%

60Δ

Calls
Pseudo strike
1.95
IV
257.0%
B/E move
83.4%
Puts
Pseudo strike
1.73
IV
108.5%
B/E move
10.4%

65Δ

Calls
Pseudo strike
1.56
IV
243.2%
B/E move
55.9%
Puts
Pseudo strike
1.86
IV
106.6%
B/E move
8.7%

70Δ

Calls
Pseudo strike
1.35
IV
253.7%
B/E move
45.6%
Puts
Pseudo strike
1.98
IV
104.7%
B/E move
6.9%

75Δ

Calls
Pseudo strike
1.17
IV
268.3%
B/E move
38.1%
Puts
Pseudo strike
2.11
IV
102.8%
B/E move
5.2%

80Δ

Calls
Pseudo strike
1.00
IV
283.4%
B/E move
30.7%
Puts
Pseudo strike
2.24
IV
100.9%
B/E move
3.5%

Options history

IV · four-Friday blend146.80%
Daily EOD
CSTE137.1%154.9%172.7%2026-10-20: 139.51%2026-10-21: 163.42%2026-10-26: 144.90%2026-10-27: 170.27%2026-10-28: 146.80%Oct 20Oct 26Oct 28
5 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
139.51%
163.42%
144.90%
170.27%
146.80%