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CF Industries Holding, Inc. CF

i

Market dataready · fetched 2026-11-07T03:24:03.927Z

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 · 2026-11-07T00:00:00.001704957Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T03:24:03.429721+00:00

Share price$119.39
1D+1.6%
AH$117.29$118.13$118.96$119.80$120.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCF
Sold putSold callAH

CF Industries Holding, Inc. options

Live interpolated CF call and put midpoint premiums by absolute delta.CF Industries Holding, Inc.$0.63$2.35$4.07$5.79$7.51$106.11$112.94$119.76$126.59$133.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CF spot · $119.39CF PRICE$0.81$1.02$1.32$1.67$2.07$2.52$2.95$3.43$4.01$4.73$5.40$6.44$7.02$0.83$1.14$1.45$1.74$2.07$2.52$2.86$3.18$3.59$5.26$5.33$5.90
Puts——
CallsCheap0.66×
Skew——
Implied moveBalanced±$5.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.2345.4%6.4%113.7443.8%5.4%
25Δ124.5442.4%5.2%114.8044.7%4.8%
30Δ123.4943.0%4.5%115.9044.5%4.1%
35Δ122.5644.1%4.0%116.9643.2%3.5%
40Δ121.6345.3%3.6%117.9142.4%3.0%
45Δ120.7146.7%3.2%118.8043.2%2.6%
50Δ119.7346.5%2.8%119.6741.8%2.2%
55Δ118.7646.5%2.3%120.4839.9%1.7%
60Δ117.7747.0%2.0%121.3038.8%1.4%
65Δ116.7048.2%1.7%
70Δ115.6447.9%1.4%123.3942.8%1.1%
75Δ114.3149.8%1.1%123.9037.7%0.7%
80Δ113.3746.9%0.8%124.7335.8%0.5%

20Δ

Calls
Pseudo strike
126.23
IV
45.4%
B/E move
6.4%
Puts
Pseudo strike
113.74
IV
43.8%
B/E move
5.4%

25Δ

Calls
Pseudo strike
124.54
IV
42.4%
B/E move
5.2%
Puts
Pseudo strike
114.80
IV
44.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
123.49
IV
43.0%
B/E move
4.5%
Puts
Pseudo strike
115.90
IV
44.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
122.56
IV
44.1%
B/E move
4.0%
Puts
Pseudo strike
116.96
IV
43.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
121.63
IV
45.3%
B/E move
3.6%
Puts
Pseudo strike
117.91
IV
42.4%
B/E move
3.0%

45Δ

Calls
Pseudo strike
120.71
IV
46.7%
B/E move
3.2%
Puts
Pseudo strike
118.80
IV
43.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
119.73
IV
46.5%
B/E move
2.8%
Puts
Pseudo strike
119.67
IV
41.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
118.76
IV
46.5%
B/E move
2.3%
Puts
Pseudo strike
120.48
IV
39.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
117.77
IV
47.0%
B/E move
2.0%
Puts
Pseudo strike
121.30
IV
38.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
116.70
IV
48.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
115.64
IV
47.9%
B/E move
1.4%
Puts
Pseudo strike
123.39
IV
42.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
114.31
IV
49.8%
B/E move
1.1%
Puts
Pseudo strike
123.90
IV
37.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
113.37
IV
46.9%
B/E move
0.8%
Puts
Pseudo strike
124.73
IV
35.8%
B/E move
0.5%

Options history

IV · four-Friday blend52.61%
Daily close
CF34.0%44.0%54.0%2026-08-10: 41.44%2026-08-11: 39.58%2026-08-12: 40.71%2026-08-13: 39.99%2026-08-14: 35.42%2026-08-17: 36.52%2026-08-18: 39.08%2026-08-19: 37.78%2026-08-20: 42.52%2026-08-21: 38.73%2026-08-24: 42.50%2026-08-25: 40.21%2026-08-26: 43.31%2026-08-27: 43.86%2026-08-28: 39.51%2026-08-31: 41.34%2026-09-01: 47.46%2026-09-02: 48.86%2026-09-03: 44.40%2026-09-04: 43.16%2026-09-08: 49.47%2026-09-09: 48.95%2026-09-10: 48.21%2026-09-11: 44.31%2026-09-14: 47.20%2026-09-15: 48.38%2026-09-16: 48.86%2026-09-17: 46.61%2026-09-18: 43.03%2026-09-21: 46.26%2026-09-22: 46.97%2026-09-23: 46.10%2026-09-24: 46.82%2026-09-25: 40.73%2026-09-28: 44.06%2026-09-29: 44.34%2026-09-30: 44.28%2026-10-01: 44.02%2026-10-02: 41.48%2026-10-05: 42.34%2026-10-06: 40.76%2026-10-07: 40.41%2026-10-08: 43.04%2026-10-09: 41.69%2026-10-12: 43.27%2026-10-13: 45.55%2026-10-14: 47.31%2026-10-15: 47.37%2026-10-16: 44.67%2026-10-19: 45.00%2026-10-20: 46.43%2026-10-21: 46.33%2026-10-22: 47.55%2026-10-23: 48.15%2026-10-26: 50.78%2026-10-27: 50.61%2026-10-28: 50.33%2026-10-29: 52.46%2026-10-30: 52.61%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
41.44%
39.58%
40.71%
39.99%
35.42%
36.52%
39.08%
37.78%
42.52%
38.73%
42.50%
40.21%
43.31%
43.86%
39.51%
41.34%
47.46%
48.86%
44.40%
43.16%
49.47%
48.95%
48.21%
44.31%
47.20%
48.38%
48.86%
46.61%
43.03%
46.26%
46.97%
46.10%
46.82%
40.73%
44.06%
44.34%
44.28%
44.02%
41.48%
42.34%
40.76%
40.41%
43.04%
41.69%
43.27%
45.55%
47.31%
47.37%
44.67%
45.00%
46.43%
46.33%
47.55%
48.15%
50.78%
50.61%
50.33%
52.46%
52.61%