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Calumet Specialty Products Partners CLMT

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-22T03:55:44.258Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:05:42.376533591Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:50:28.030857+00:00

Share price$52.95
1D-5.4%
AH$52$53$54$55$575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLMT
Sold putSold callAH

Calumet Specialty Products Partners options

Live interpolated CLMT call and put midpoint premiums by absolute delta.Calumet Specialty Products Partners$0.76$4.28$7.80$11.32$14.84$39.31$46.09$52.87$59.64$66.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLMT spot · $52.95CLMT PRICE$1.14$1.52$1.89$2.37$2.87$3.38$3.96$4.60$5.25$5.89$6.73$7.59$8.45$1.37$1.87$2.36$2.87$3.59$4.30$5.02$5.96$7.15$8.35$9.84$11.66$13.82
PutsExpensive1.07×
CallsExpensive1.11×
SkewBearish+1.11 pp
Implied moveBearish±$8.97
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.9373.8%24.8%45.5472.0%16.6%
25Δ62.7773.1%21.4%47.0871.7%14.6%
30Δ60.6172.5%18.0%48.6271.4%12.6%
35Δ58.8972.5%15.7%50.1471.1%10.7%
40Δ57.3572.9%13.7%51.5171.2%9.5%
45Δ55.8173.3%11.8%52.8971.4%8.2%
50Δ54.3373.3%10.1%54.2771.5%7.0%
55Δ52.9372.8%8.7%55.7772.1%5.9%
60Δ51.5372.4%7.2%57.4473.2%5.0%
65Δ50.1271.9%5.8%59.1074.3%4.2%
70Δ48.7470.3%4.8%61.0275.3%3.3%
75Δ47.3568.6%3.8%63.2576.2%2.6%
80Δ45.9766.9%2.8%65.7977.7%1.8%

20Δ

Calls
Pseudo strike
64.93
IV
73.8%
B/E move
24.8%
Puts
Pseudo strike
45.54
IV
72.0%
B/E move
16.6%

25Δ

Calls
Pseudo strike
62.77
IV
73.1%
B/E move
21.4%
Puts
Pseudo strike
47.08
IV
71.7%
B/E move
14.6%

30Δ

Calls
Pseudo strike
60.61
IV
72.5%
B/E move
18.0%
Puts
Pseudo strike
48.62
IV
71.4%
B/E move
12.6%

35Δ

Calls
Pseudo strike
58.89
IV
72.5%
B/E move
15.7%
Puts
Pseudo strike
50.14
IV
71.1%
B/E move
10.7%

40Δ

Calls
Pseudo strike
57.35
IV
72.9%
B/E move
13.7%
Puts
Pseudo strike
51.51
IV
71.2%
B/E move
9.5%

45Δ

Calls
Pseudo strike
55.81
IV
73.3%
B/E move
11.8%
Puts
Pseudo strike
52.89
IV
71.4%
B/E move
8.2%

50Δ

Calls
Pseudo strike
54.33
IV
73.3%
B/E move
10.1%
Puts
Pseudo strike
54.27
IV
71.5%
B/E move
7.0%

55Δ

Calls
Pseudo strike
52.93
IV
72.8%
B/E move
8.7%
Puts
Pseudo strike
55.77
IV
72.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
51.53
IV
72.4%
B/E move
7.2%
Puts
Pseudo strike
57.44
IV
73.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
50.12
IV
71.9%
B/E move
5.8%
Puts
Pseudo strike
59.10
IV
74.3%
B/E move
4.2%

70Δ

Calls
Pseudo strike
48.74
IV
70.3%
B/E move
4.8%
Puts
Pseudo strike
61.02
IV
75.3%
B/E move
3.3%

75Δ

Calls
Pseudo strike
47.35
IV
68.6%
B/E move
3.8%
Puts
Pseudo strike
63.25
IV
76.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
45.97
IV
66.9%
B/E move
2.8%
Puts
Pseudo strike
65.79
IV
77.7%
B/E move
1.8%

Options history

No recorded observations