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The Chemours Company CC

i

Market dataready · fetched 2026-11-07T03:11:18.525Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.00389124Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T03:11:17.209462+00:00

Share price$12.75
1D-0.1%
AH$12.47$12.57$12.68$12.78$12.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCC
Sold putSold callAH

The Chemours Company options

Live interpolated CC call and put midpoint premiums by absolute delta.The Chemours Company$0.11$0.31$0.52$0.72$0.92$10.90$11.90$12.89$13.89$14.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CC spot · $12.75CC PRICE$0.22$0.26$0.31$0.35$0.40$0.44$0.50$0.58$0.67$0.13$0.17$0.22$0.27$0.34$0.46$0.59$0.71$0.78$0.86
Puts——
Calls——
Skew——
Implied moveBearish±$0.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8566.0%8.2%
25Δ12.0862.0%6.6%
30Δ12.2361.2%5.8%
35Δ13.1853.8%5.1%12.3960.4%4.9%
40Δ13.0453.9%4.4%12.5461.6%4.2%
45Δ12.9252.9%3.8%12.7068.1%4.0%
50Δ12.8151.3%3.2%12.8674.7%3.7%
55Δ12.6949.8%2.7%13.0280.1%3.5%
60Δ12.5848.3%2.1%13.1776.3%2.9%
65Δ12.4747.1%1.7%13.3272.6%2.3%
70Δ12.3546.5%1.4%
75Δ12.2346.0%1.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.85
IV
66.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.08
IV
62.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.23
IV
61.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
13.18
IV
53.8%
B/E move
5.1%
Puts
Pseudo strike
12.39
IV
60.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
13.04
IV
53.9%
B/E move
4.4%
Puts
Pseudo strike
12.54
IV
61.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
12.92
IV
52.9%
B/E move
3.8%
Puts
Pseudo strike
12.70
IV
68.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
12.81
IV
51.3%
B/E move
3.2%
Puts
Pseudo strike
12.86
IV
74.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
12.69
IV
49.8%
B/E move
2.7%
Puts
Pseudo strike
13.02
IV
80.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
12.58
IV
48.3%
B/E move
2.1%
Puts
Pseudo strike
13.17
IV
76.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
12.47
IV
47.1%
B/E move
1.7%
Puts
Pseudo strike
13.32
IV
72.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
12.35
IV
46.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.23
IV
46.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend79.94%
Daily close
CC44.0%63.3%82.6%2026-08-10: 65.31%2026-08-11: 59.79%2026-08-12: 62.19%2026-08-13: 60.77%2026-08-14: 52.33%2026-08-17: 55.67%2026-08-18: 55.55%2026-08-19: 55.44%2026-08-20: 60.20%2026-08-21: 51.76%2026-08-24: 56.09%2026-08-25: 54.87%2026-08-26: 55.13%2026-08-27: 53.25%2026-08-28: 49.73%2026-08-31: 51.72%2026-09-01: 51.97%2026-09-02: 55.16%2026-09-03: 54.68%2026-09-04: 50.72%2026-09-08: 54.00%2026-09-09: 54.98%2026-09-10: 60.64%2026-09-11: 50.36%2026-09-14: 56.32%2026-09-15: 54.76%2026-09-16: 58.69%2026-09-17: 58.49%2026-09-18: 48.61%2026-09-21: 54.05%2026-09-22: 54.63%2026-09-23: 51.07%2026-09-25: 48.49%2026-09-28: 53.43%2026-09-29: 52.83%2026-09-30: 53.21%2026-10-01: 55.70%2026-10-02: 46.62%2026-10-05: 48.06%2026-10-06: 51.06%2026-10-07: 51.69%2026-10-08: 54.01%2026-10-09: 49.76%2026-10-12: 54.13%2026-10-13: 56.39%2026-10-14: 57.00%2026-10-15: 61.42%2026-10-16: 53.36%2026-10-19: 55.88%2026-10-20: 55.06%2026-10-21: 58.63%2026-10-22: 66.04%2026-10-23: 64.24%2026-10-26: 69.86%2026-10-27: 71.19%2026-10-30: 79.94%Aug 10Sep 17Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
65.31%
59.79%
62.19%
60.77%
52.33%
55.67%
55.55%
55.44%
60.20%
51.76%
56.09%
54.87%
55.13%
53.25%
49.73%
51.72%
51.97%
55.16%
54.68%
50.72%
54.00%
54.98%
60.64%
50.36%
56.32%
54.76%
58.69%
58.49%
48.61%
54.05%
54.63%
51.07%
48.49%
53.43%
52.83%
53.21%
55.70%
46.62%
48.06%
51.06%
51.69%
54.01%
49.76%
54.13%
56.39%
57.00%
61.42%
53.36%
55.88%
55.06%
58.63%
66.04%
64.24%
69.86%
71.19%
79.94%