Health Care

Charles River Laboratories International Inc (CRL) options and signal

Figures as of 28 Sep 2026

CRL is Charles River Laboratories International Inc, a Health Care name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

Figure	Value	Date
IV rank	85 of 100	28 Sep
At the money IV	47.0%	28 Sep
Priced move to 16 Oct	9.7% down, 10.3% up	28 Sep
Call wall and put wall	290 and 270	28 Sep
Signal and the desk's view	No signal, view bearish	25 Sep
Last close	294.59	28 Sep
Next report	4 Nov 2026	28 Sep

Options Snapshot

CRL's IV rank is 85 of 100 on 28 Sep 2026.

Figure	Value
IV rank	85 of 100
At the money IV	47.0%, near month, 18 days
Put/call ratio, open interest	0.38
Call open interest, strikes captured near the price	4,320 contracts
Put open interest, strikes captured near the price	1,630 contracts
Cost to trade at the money	Fair, 21.2% of the option's mid price

IV rank is where the at the money IV sits among CRL's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, CRL options priced a move of 9.7 percent down and 10.3 percent up by 16 Oct 2026.

Expiry	Days	Down	Up	Range
16 Oct 2026	18	9.7%	10.3%	265.89 to 324.89
20 Nov 2026	53	19.4%	20.8%	237.49 to 355.89
18 Dec 2026	81	23.8%	24.5%	224.49 to 366.69
19 Feb 2027	144	31.9%	32.9%	200.69 to 391.39

The range is one standard deviation either side of the close of 294.59, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, CRL's call wall is the 290 strike and its put wall is the 270 strike.

Figure	Value
Call wall, most open call gamma	290
Put wall, most open put gamma	270
Net dollar gamma, calls minus puts	$1.51 million
Total dollar gamma, both sides	$3.59 million
Close	294.59

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 5 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, CRL's at the money IV is 47.0 percent against 20 day realized volatility of 36.0 percent.

Figure	Value
At the money IV	47.0%
Realized volatility, 20 trading days	36.0%
Realized volatility, 60 trading days	40.2%
IV against its own weekly record	High, in the top fifth
Weekly readings on record	854, from 8 Jan 2010
Weeks the price moved more than the one week priced move	31.7% of 252 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, CRL's at the money IV runs from 47.0 percent at 18 days to 50.8 percent at 144 days.

Days to expiry	At the money IV
18	47.0%
53	53.4%
81	52.2%
144	50.8%

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 53 day expiry, CRL's IV ten percent below the price sits 2.2 points below at the money IV.

Strike area	Implied volatility	Against at the money
10% below the price	51.1%	-2.2 points
At the money	53.4%	0.0 points
10% above the price	53.0%	-0.4 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, CRL's surface spans 4 expiries out to 144 days, with IV from 44.5 to 58.8 percent near the price.

Figure	Value
Expiries captured	4
Nearest expiry	16 Oct 2026, 18 days
Farthest expiry	19 Feb 2027, 144 days
Points within 10% of the price, 7 days out or more	23
Lowest IV among them	44.5%
Highest IV among them	58.8%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, CRL has 4 captured expiries, from 16 Oct 2026 to 19 Feb 2027.

Expiry	Days	At the money IV	Call open interest	Put open interest
16 Oct 2026	18	47.0%	2,045	1,143
20 Nov 2026	53	53.4%	774	317
18 Dec 2026	81	52.2%	1,357	95
19 Feb 2027	144	50.8%	143	74

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, CRL's largest open interest sits at the 290 strike, with 968 contracts across the captured expiries.

Strike	Call open interest	Put open interest	Total
290	630	338	968
320	726	91	817
230	751	26	777
270	90	482	572
280	371	86	457
300	280	81	361

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, CRL's at the money IV moved from 46.7 percent to 47.0 percent.

Figure	25 Sep	28 Sep	Change
At the money IV	46.7%	47.0%	+0.3 points
Open interest, strikes captured near the price	5,458	5,948	+490
Put/call ratio, open interest	0.31	0.38	+0.06

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 1,658 CRL option contracts traded, 1.0 times its own recent average.

Figure	Value
Calls traded	1,078
Puts traded	580
Against its recent average	1.0 times
Busier than	11 of its last 20 trading days
Open interest, whole chain	6,413 contracts
Volume to open interest	0.26
Unusual volume flag	No

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of CRL's option positioning, from 11 Aug 2026 to 28 Sep 2026.

Date	Close	Net dollar gamma	Top call strike	Top put strike
11 Aug 2026	282.00	$860,921	230	230
21 Sep 2026	279.01	$1.2 million	290	270
28 Sep 2026	294.59	$1.51 million	290	270

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of CRL was bearish, paper trading.

Figure	Value
Side	Bearish at 45 trading days, no signal
Level above the close	298.40, the swing high of 24 Sep 2026, a close past it runs against the view
Level below the close	285.58, the swing low of 17 Sep 2026
The chart	Sits against the view
Strategy family	Bear call spread (sell a call spread above the price)
Price target	None. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 CRL sat at the 10th percentile of the model's 45 trading day ranking, paper trading.

Timeframe	Percentile	Side
10 trading days	40 of 100	Neutral
20 trading days	6 of 100	Bearish
45 trading days	10 of 100	Bearish

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026, 2 of 3 timeframes put CRL on the bearish side, paper trading.

Group	Timeframes	Side	On that side
Near	10 day, 20 day	Bearish	1 of 2
Long	45 day	Bearish	1 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Signal History

On 25 Sep 2026 CRL had carried no signal for at least 18 trading days, paper trading.

Trading day	Signal	45 day percentile
25 Sep 2026	None	10 of 100
24 Sep 2026	None	15 of 100
23 Sep 2026	None	25 of 100
22 Sep 2026	None	28 of 100
21 Sep 2026	None	9 of 100
18 Sep 2026	None	7 of 100
17 Sep 2026	None	9 of 100
16 Sep 2026	None	21 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 32 of 120 Health Care names were bullish and 52 were bearish, paper trading.

Sector	Names	Bullish	Bearish	Neutral
Health Care	120	32	52	36

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

CRL closed at 294.59 on 28 Sep 2026.

Figure	Value
Last close	294.59
Change over 5 trading days	+5.6%
Change over 21 trading days	-0.6%
Change over 63 trading days	+30.6%
Change over 252 trading days	+102.4%
52 week high	303.31
52 week low	145.32
20 day moving average	282.85
50 day moving average	270.45
200 day moving average	208.03
RSI, 14 days	61

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

CRL reports next on 4 Nov 2026, a date worked out from past quarters.

Figure	Value
Next report	4 Nov 2026, before the open
Date	Worked out from past quarters
Move after the report of 5 Aug 2026	+11.4%
Move after the report of 7 May 2026	-0.0%
Move after the report of 18 Feb 2026	-0.3%
Move after the report of 5 Nov 2025	-5.7%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Company Events

CRL filed 1 current report in the 14 days to 28 Sep 2026, the latest on 24 Sep 2026.

Filed	Report	What it covers
24 Sep 2026	Current report	Regulation FD Disclosure

Filings as of 28 Sep 2026. Current on every plan.

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Short Volume

On 25 Sep 2026, 53.8 percent of CRL's reported volume at the covered venues was marked short.

Figure	Value
Short sale share, 25 Sep	53.8%
Five day average	55.8%
52 week median	62.6%

Short sale volume counts trades marked short at the covered venues, mostly off exchange. It is not the same as short interest.

Short volume as of 25 Sep 2026. Current on every plan.

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Seasonality

In the 26 Septembers on record, CRL's average change was plus 0.1 percent, and it rose in 50.0 percent of them.

Month	Average change	Middle change	Share of years up	Years
September	+0.1%	-0.1%	50.0%	26
October	-1.7%	-0.4%	50.0%	26
November	-0.6%	+0.3%	50.0%	26

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Questions

What is CRL's IV rank?: CRL's IV rank is 85 of 100 on 28 Sep 2026.
What move are CRL options pricing?: On 28 Sep 2026, CRL options priced a move of 9.7 percent down and 10.3 percent up by 16 Oct 2026.
Where are CRL's call wall and put wall?: On 28 Sep 2026, CRL's call wall is the 290 strike and its put wall is the 270 strike.
What was the desk's latest view of CRL on the Free plan?: On 25 Sep 2026 the desk's view of CRL was bearish, paper trading.
When does CRL report earnings next?: CRL reports next on 4 Nov 2026, a date worked out from past quarters.

More Health Care names

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Strike	Call open interest	Put open interest	Total
290	630	338	968
320	726	91	817
230	751	26	777
270	90	482	572
280	371	86	457
300	280	81	361

Strike	Call open interest	Put open interest	Total
290	630	338	968
320	726	91	817
230	751	26	777
270	90	482	572
280	371	86	457
300	280	81	361

Strike	Call open interest	Put open interest	Total
290	630	338	968
320	726	91	817
230	751	26	777
270	90	482	572
280	371	86	457
300	280	81	361