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Chemours Co CC

BASIC MATERIALS · SPECIALTY CHEMICALS
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Market dataready · fetched 2026-10-15T20:33:14.671Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001962454Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:13.442314+00:00

Share price$12.91
1D+2.9%
AH$12.52$12.64$12.76$12.88$13.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCC
Sold putSold callAH

Chemours Co options

Live interpolated CC call and put midpoint premiums by absolute delta.Chemours Co$0.05$0.39$0.73$1.06$1.40$11.91$12.42$12.93$13.44$13.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $12.91OPTION PRICELive CC spot · $12.91CC PRICE$0.09$0.10$0.12$0.15$0.17$0.20$0.29$0.38$0.48$0.57$0.73$0.99$1.24$0.13$0.14$0.15$0.16$0.16$0.17$0.18$0.19$0.27$0.52$0.77$1.02$1.30
PutsExpensive2.51×
CallsExpensive2.06×
SkewBullish-5.60 pp
Implied moveBullish±$0.47
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.70126.9%6.8%12.02167.9%7.9%
25Δ13.4198.6%4.6%12.15153.4%6.9%
30Δ13.3196.3%4.0%12.28138.9%6.0%
35Δ13.2094.0%3.4%12.40124.5%5.1%
40Δ13.1091.7%2.8%12.53110.0%4.2%
45Δ13.0089.4%2.3%12.6595.5%3.3%
50Δ12.89101.3%2.1%12.7881.1%2.4%
55Δ12.78113.6%2.0%12.9166.6%1.5%
60Δ12.67125.8%1.9%13.0764.3%0.9%
65Δ12.56138.1%1.7%13.3195.0%0.9%
70Δ12.39157.8%1.6%13.55125.7%1.0%
75Δ12.12187.7%1.5%13.80156.3%1.0%
80Δ11.85217.5%1.4%14.08186.9%1.0%

20Δ

Calls
Pseudo strike
13.70
IV
126.9%
B/E move
6.8%
Puts
Pseudo strike
12.02
IV
167.9%
B/E move
7.9%

25Δ

Calls
Pseudo strike
13.41
IV
98.6%
B/E move
4.6%
Puts
Pseudo strike
12.15
IV
153.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
13.31
IV
96.3%
B/E move
4.0%
Puts
Pseudo strike
12.28
IV
138.9%
B/E move
6.0%

35Δ

Calls
Pseudo strike
13.20
IV
94.0%
B/E move
3.4%
Puts
Pseudo strike
12.40
IV
124.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
13.10
IV
91.7%
B/E move
2.8%
Puts
Pseudo strike
12.53
IV
110.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
13.00
IV
89.4%
B/E move
2.3%
Puts
Pseudo strike
12.65
IV
95.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
12.89
IV
101.3%
B/E move
2.1%
Puts
Pseudo strike
12.78
IV
81.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
12.78
IV
113.6%
B/E move
2.0%
Puts
Pseudo strike
12.91
IV
66.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
12.67
IV
125.8%
B/E move
1.9%
Puts
Pseudo strike
13.07
IV
64.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
12.56
IV
138.1%
B/E move
1.7%
Puts
Pseudo strike
13.31
IV
95.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
12.39
IV
157.8%
B/E move
1.6%
Puts
Pseudo strike
13.55
IV
125.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
12.12
IV
187.7%
B/E move
1.5%
Puts
Pseudo strike
13.80
IV
156.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
11.85
IV
217.5%
B/E move
1.4%
Puts
Pseudo strike
14.08
IV
186.9%
B/E move
1.0%