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Archer-Daniels-Midland Company ADM

CONSUMER DEFENSIVE · FARM PRODUCTS
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Market dataready · fetched 2026-10-15T20:34:51.019Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002501397Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:49.921089+00:00

Share price$82.93
1D-1.7%
AH$82.30$82.87$83.43$84.00$84.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADM
Sold putSold callAH

Archer-Daniels-Midland Company options

Live interpolated ADM call and put midpoint premiums by absolute delta.Archer-Daniels-Midland Company$0.14$1.31$2.49$3.66$4.83$79.65$81.22$82.79$84.36$85.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $82.93OPTION PRICELive ADM spot · $82.93ADM PRICE$0.26$0.36$0.46$0.57$0.67$0.77$0.87$0.97$1.17$1.80$2.43$3.06$4.50$0.37$0.39$0.41$0.43$0.45$0.48$0.50$0.52$0.54$0.56$0.58$0.61$0.63
PutsCheap-0.13×
CallsExpensive1.56×
SkewBullish-63.75 pp
Implied moveBullish±$1.37
TiltBullish46.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.5740.8%2.3%77.60115.0%6.9%
25Δ84.3141.6%2.1%78.9094.5%5.3%
30Δ84.0442.4%1.9%80.1974.0%3.8%
35Δ83.7843.2%1.7%81.4853.5%2.3%
40Δ83.5144.0%1.5%82.7733.0%0.7%
45Δ83.2444.8%1.3%84.0712.6%0.8%
50Δ82.9845.6%1.1%85.36-7.9%2.3%
55Δ82.7146.4%0.9%86.65-28.4%3.9%
60Δ82.3749.3%0.7%87.94-48.9%5.4%
65Δ81.7261.0%0.7%89.24-69.3%6.9%
70Δ81.0672.7%0.7%90.53-89.8%8.5%
75Δ80.4184.5%0.6%91.82-110.3%10.0%
80Δ78.95109.9%0.6%93.11-130.8%11.5%

20Δ

Calls
Pseudo strike
84.57
IV
40.8%
B/E move
2.3%
Puts
Pseudo strike
77.60
IV
115.0%
B/E move
6.9%

25Δ

Calls
Pseudo strike
84.31
IV
41.6%
B/E move
2.1%
Puts
Pseudo strike
78.90
IV
94.5%
B/E move
5.3%

30Δ

Calls
Pseudo strike
84.04
IV
42.4%
B/E move
1.9%
Puts
Pseudo strike
80.19
IV
74.0%
B/E move
3.8%

35Δ

Calls
Pseudo strike
83.78
IV
43.2%
B/E move
1.7%
Puts
Pseudo strike
81.48
IV
53.5%
B/E move
2.3%

40Δ

Calls
Pseudo strike
83.51
IV
44.0%
B/E move
1.5%
Puts
Pseudo strike
82.77
IV
33.0%
B/E move
0.7%

45Δ

Calls
Pseudo strike
83.24
IV
44.8%
B/E move
1.3%
Puts
Pseudo strike
84.07
IV
12.6%
B/E move
0.8%

50Δ

Calls
Pseudo strike
82.98
IV
45.6%
B/E move
1.1%
Puts
Pseudo strike
85.36
IV
-7.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
82.71
IV
46.4%
B/E move
0.9%
Puts
Pseudo strike
86.65
IV
-28.4%
B/E move
3.9%

60Δ

Calls
Pseudo strike
82.37
IV
49.3%
B/E move
0.7%
Puts
Pseudo strike
87.94
IV
-48.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
81.72
IV
61.0%
B/E move
0.7%
Puts
Pseudo strike
89.24
IV
-69.3%
B/E move
6.9%

70Δ

Calls
Pseudo strike
81.06
IV
72.7%
B/E move
0.7%
Puts
Pseudo strike
90.53
IV
-89.8%
B/E move
8.5%

75Δ

Calls
Pseudo strike
80.41
IV
84.5%
B/E move
0.6%
Puts
Pseudo strike
91.82
IV
-110.3%
B/E move
10.0%

80Δ

Calls
Pseudo strike
78.95
IV
109.9%
B/E move
0.6%
Puts
Pseudo strike
93.11
IV
-130.8%
B/E move
11.5%