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CF Industries Holdings Inc CF

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-10-15T20:02:10.534Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.578900733Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:09.629948+00:00

Share price$119.81
1D-0.2%
AH$118.27$119.27$120.26$121.26$122.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCF
Sold putSold callAH

CF Industries Holdings Inc options

Live interpolated CF call and put midpoint premiums by absolute delta.CF Industries Holdings Inc$0.14$1.64$3.15$4.65$6.15$114.78$117.01$119.23$121.46$123.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $119.81OPTION PRICELive CF spot · $119.81CF PRICE$0.30$0.40$0.51$0.65$0.87$1.08$1.26$1.37$1.47$1.68$2.00$2.31$2.51$0.45$0.59$0.72$0.88$1.04$1.39$1.76$1.98$2.18$2.66$3.29$4.16$5.72
PutsExpensive1.29×
CallsCheap0.94×
SkewBearish+21.19 pp
Implied moveBearish±$3.02
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.2043.6%2.2%116.6961.1%3.0%
25Δ121.6742.1%1.9%117.2562.5%2.6%
30Δ121.2942.8%1.7%117.9559.0%2.2%
35Δ120.9144.1%1.5%118.4758.0%1.9%
40Δ120.5747.2%1.4%118.9757.2%1.6%
45Δ120.2350.3%1.3%119.4462.5%1.5%
50Δ119.8951.3%1.1%119.9268.3%1.4%
55Δ119.5347.8%0.9%120.4066.5%1.2%
60Δ119.1844.4%0.7%120.8963.1%0.9%
65Δ118.7943.3%0.6%121.5366.1%0.8%
70Δ118.3644.7%0.5%122.2971.0%0.7%
75Δ117.9545.4%0.4%123.2777.6%0.6%
80Δ117.6442.1%0.3%124.9291.8%0.5%

20Δ

Calls
Pseudo strike
122.20
IV
43.6%
B/E move
2.2%
Puts
Pseudo strike
116.69
IV
61.1%
B/E move
3.0%

25Δ

Calls
Pseudo strike
121.67
IV
42.1%
B/E move
1.9%
Puts
Pseudo strike
117.25
IV
62.5%
B/E move
2.6%

30Δ

Calls
Pseudo strike
121.29
IV
42.8%
B/E move
1.7%
Puts
Pseudo strike
117.95
IV
59.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
120.91
IV
44.1%
B/E move
1.5%
Puts
Pseudo strike
118.47
IV
58.0%
B/E move
1.9%

40Δ

Calls
Pseudo strike
120.57
IV
47.2%
B/E move
1.4%
Puts
Pseudo strike
118.97
IV
57.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
120.23
IV
50.3%
B/E move
1.3%
Puts
Pseudo strike
119.44
IV
62.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
119.89
IV
51.3%
B/E move
1.1%
Puts
Pseudo strike
119.92
IV
68.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
119.53
IV
47.8%
B/E move
0.9%
Puts
Pseudo strike
120.40
IV
66.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
119.18
IV
44.4%
B/E move
0.7%
Puts
Pseudo strike
120.89
IV
63.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
118.79
IV
43.3%
B/E move
0.6%
Puts
Pseudo strike
121.53
IV
66.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
118.36
IV
44.7%
B/E move
0.5%
Puts
Pseudo strike
122.29
IV
71.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
117.95
IV
45.4%
B/E move
0.4%
Puts
Pseudo strike
123.27
IV
77.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
117.64
IV
42.1%
B/E move
0.3%
Puts
Pseudo strike
124.92
IV
91.8%
B/E move
0.5%