IntraAlpha
Create free account Start free

CF Industries Holdings Inc CF

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-10-16T00:24:13.677Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003784873Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:44.627857+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$1.21$7.24$13.27$19.29$25.32$96.37$108.89$121.41$133.93$146.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CF spot · $119.77CF PRICE$1.86$2.48$2.96$3.66$4.40$5.28$6.22$7.21$8.32$9.42$10.98$12.55$14.23$2.20$2.90$3.73$4.58$5.62$6.68$8.06$9.58$11.23$12.96$15.78$19.44$23.58
PutsFair1.04×
CallsFair1.03×
SkewBearish+4.58 pp
Implied moveBearish±$14.28
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.6746.8%16.5%106.9348.3%12.6%
25Δ134.5547.6%14.4%109.8847.8%10.7%
30Δ130.7144.5%11.6%112.3447.6%9.3%
35Δ128.1144.0%10.0%114.7947.4%8.0%
40Δ125.7844.2%8.7%117.0647.4%7.0%
45Δ123.5844.4%7.6%119.3247.5%6.0%
50Δ121.4444.7%6.6%121.6948.1%5.1%
55Δ119.3144.9%5.6%124.0949.0%4.4%
60Δ117.1844.6%4.8%126.6149.3%3.7%
65Δ115.0644.4%3.9%129.1949.2%3.0%
70Δ112.7244.7%3.3%132.6951.3%2.4%
75Δ110.3745.0%2.6%136.9454.2%1.9%
80Δ107.9943.9%2.0%141.7256.0%1.4%

20Δ

Calls
Pseudo strike
137.67
IV
46.8%
B/E move
16.5%
Puts
Pseudo strike
106.93
IV
48.3%
B/E move
12.6%

25Δ

Calls
Pseudo strike
134.55
IV
47.6%
B/E move
14.4%
Puts
Pseudo strike
109.88
IV
47.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
130.71
IV
44.5%
B/E move
11.6%
Puts
Pseudo strike
112.34
IV
47.6%
B/E move
9.3%

35Δ

Calls
Pseudo strike
128.11
IV
44.0%
B/E move
10.0%
Puts
Pseudo strike
114.79
IV
47.4%
B/E move
8.0%

40Δ

Calls
Pseudo strike
125.78
IV
44.2%
B/E move
8.7%
Puts
Pseudo strike
117.06
IV
47.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
123.58
IV
44.4%
B/E move
7.6%
Puts
Pseudo strike
119.32
IV
47.5%
B/E move
6.0%

50Δ

Calls
Pseudo strike
121.44
IV
44.7%
B/E move
6.6%
Puts
Pseudo strike
121.69
IV
48.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
119.31
IV
44.9%
B/E move
5.6%
Puts
Pseudo strike
124.09
IV
49.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
117.18
IV
44.6%
B/E move
4.8%
Puts
Pseudo strike
126.61
IV
49.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
115.06
IV
44.4%
B/E move
3.9%
Puts
Pseudo strike
129.19
IV
49.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
112.72
IV
44.7%
B/E move
3.3%
Puts
Pseudo strike
132.69
IV
51.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
110.37
IV
45.0%
B/E move
2.6%
Puts
Pseudo strike
136.94
IV
54.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
107.99
IV
43.9%
B/E move
2.0%
Puts
Pseudo strike
141.72
IV
56.0%
B/E move
1.4%