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CF Industries Holdings Inc CF

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-10-15T20:32:40.507Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003051045Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:40.006348+00:00

Share price$119.77
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$1.58$3.02$4.45$5.89$114.89$117.07$119.26$121.44$123.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $119.77OPTION PRICELive CF spot · $119.77CF PRICE$0.30$0.40$0.52$0.67$0.88$1.10$1.27$1.38$1.49$1.74$2.07$2.36$2.57$0.45$0.59$0.71$0.87$1.03$1.37$1.73$1.97$2.16$2.59$3.19$3.96$5.48
PutsExpensive1.26×
CallsCheap0.95×
SkewBearish+19.09 pp
Implied moveBearish±$3.00
TiltBearish21.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.1543.6%2.2%116.6860.5%3.0%
25Δ121.6542.6%1.9%117.2362.1%2.6%
30Δ121.2643.4%1.7%117.9258.6%2.1%
35Δ120.8944.9%1.5%118.4457.4%1.8%
40Δ120.5548.1%1.4%118.9456.6%1.6%
45Δ120.2051.3%1.3%119.4161.4%1.4%
50Δ119.8551.8%1.1%119.8867.0%1.4%
55Δ119.4948.3%0.9%120.3565.9%1.2%
60Δ119.1344.9%0.7%120.8362.5%0.9%
65Δ118.7144.7%0.6%121.4564.3%0.8%
70Δ118.2846.3%0.5%122.1769.0%0.7%
75Δ117.8846.2%0.4%123.0674.2%0.6%
80Δ117.5443.3%0.3%124.6687.9%0.5%

20Δ

Calls
Pseudo strike
122.15
IV
43.6%
B/E move
2.2%
Puts
Pseudo strike
116.68
IV
60.5%
B/E move
3.0%

25Δ

Calls
Pseudo strike
121.65
IV
42.6%
B/E move
1.9%
Puts
Pseudo strike
117.23
IV
62.1%
B/E move
2.6%

30Δ

Calls
Pseudo strike
121.26
IV
43.4%
B/E move
1.7%
Puts
Pseudo strike
117.92
IV
58.6%
B/E move
2.1%

35Δ

Calls
Pseudo strike
120.89
IV
44.9%
B/E move
1.5%
Puts
Pseudo strike
118.44
IV
57.4%
B/E move
1.8%

40Δ

Calls
Pseudo strike
120.55
IV
48.1%
B/E move
1.4%
Puts
Pseudo strike
118.94
IV
56.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
120.20
IV
51.3%
B/E move
1.3%
Puts
Pseudo strike
119.41
IV
61.4%
B/E move
1.4%

50Δ

Calls
Pseudo strike
119.85
IV
51.8%
B/E move
1.1%
Puts
Pseudo strike
119.88
IV
67.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
119.49
IV
48.3%
B/E move
0.9%
Puts
Pseudo strike
120.35
IV
65.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
119.13
IV
44.9%
B/E move
0.7%
Puts
Pseudo strike
120.83
IV
62.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
118.71
IV
44.7%
B/E move
0.6%
Puts
Pseudo strike
121.45
IV
64.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
118.28
IV
46.3%
B/E move
0.5%
Puts
Pseudo strike
122.17
IV
69.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
117.88
IV
46.2%
B/E move
0.4%
Puts
Pseudo strike
123.06
IV
74.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
117.54
IV
43.3%
B/E move
0.3%
Puts
Pseudo strike
124.66
IV
87.9%
B/E move
0.5%