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Chemours Co CC

BASIC MATERIALS · SPECIALTY CHEMICALS
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Market dataready · fetched 2026-10-15T23:44:23.218Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003369793Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:44:22.646702+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$0.17$1.11$2.05$2.99$3.93$9.56$11.35$13.14$14.92$16.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CC spot · $12.91CC PRICE$0.27$0.34$0.43$0.51$0.63$0.77$0.91$1.05$1.21$1.37$1.55$1.83$2.10$0.32$0.44$0.56$0.70$0.84$0.98$1.17$1.40$1.63$2.01$2.43$2.94$3.65
PutsExpensive1.18×
CallsExpensive1.33×
SkewBearish+4.00 pp
Implied moveBearish±$2.08
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.7965.9%24.4%11.2062.0%15.7%
25Δ15.0862.2%19.5%11.5463.2%14.0%
30Δ14.6260.5%16.5%11.8964.4%12.2%
35Δ14.1859.1%13.8%12.2364.2%10.7%
40Δ13.8259.3%12.0%12.5663.3%9.2%
45Δ13.5160.7%10.6%12.8962.4%7.8%
50Δ13.2162.1%9.3%13.2362.6%6.6%
55Δ12.8962.8%8.0%13.5863.4%5.7%
60Δ12.5862.1%6.8%13.9264.1%4.7%
65Δ12.2661.4%5.6%14.4066.8%4.0%
70Δ11.9361.0%4.4%14.9169.9%3.3%
75Δ11.5562.0%3.6%15.5272.0%2.6%
80Δ11.1763.0%2.8%16.3275.9%1.9%

20Δ

Calls
Pseudo strike
15.79
IV
65.9%
B/E move
24.4%
Puts
Pseudo strike
11.20
IV
62.0%
B/E move
15.7%

25Δ

Calls
Pseudo strike
15.08
IV
62.2%
B/E move
19.5%
Puts
Pseudo strike
11.54
IV
63.2%
B/E move
14.0%

30Δ

Calls
Pseudo strike
14.62
IV
60.5%
B/E move
16.5%
Puts
Pseudo strike
11.89
IV
64.4%
B/E move
12.2%

35Δ

Calls
Pseudo strike
14.18
IV
59.1%
B/E move
13.8%
Puts
Pseudo strike
12.23
IV
64.2%
B/E move
10.7%

40Δ

Calls
Pseudo strike
13.82
IV
59.3%
B/E move
12.0%
Puts
Pseudo strike
12.56
IV
63.3%
B/E move
9.2%

45Δ

Calls
Pseudo strike
13.51
IV
60.7%
B/E move
10.6%
Puts
Pseudo strike
12.89
IV
62.4%
B/E move
7.8%

50Δ

Calls
Pseudo strike
13.21
IV
62.1%
B/E move
9.3%
Puts
Pseudo strike
13.23
IV
62.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
12.89
IV
62.8%
B/E move
8.0%
Puts
Pseudo strike
13.58
IV
63.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
12.58
IV
62.1%
B/E move
6.8%
Puts
Pseudo strike
13.92
IV
64.1%
B/E move
4.7%

65Δ

Calls
Pseudo strike
12.26
IV
61.4%
B/E move
5.6%
Puts
Pseudo strike
14.40
IV
66.8%
B/E move
4.0%

70Δ

Calls
Pseudo strike
11.93
IV
61.0%
B/E move
4.4%
Puts
Pseudo strike
14.91
IV
69.9%
B/E move
3.3%

75Δ

Calls
Pseudo strike
11.55
IV
62.0%
B/E move
3.6%
Puts
Pseudo strike
15.52
IV
72.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
11.17
IV
63.0%
B/E move
2.8%
Puts
Pseudo strike
16.32
IV
75.9%
B/E move
1.9%