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Calumet Specialty Products Partners CLMT

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-22T10:51:38.107Z

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 2026-10-22T10:44:30.531840+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$4.27$7.77$11.28$14.79$39.16$46.02$52.87$59.73$66.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLMT spot · $52.95CLMT PRICE$1.14$1.52$1.89$2.37$2.87$3.38$3.96$4.60$5.25$5.90$6.74$7.60$8.46$1.37$1.86$2.36$2.87$3.58$4.30$5.01$5.95$7.15$8.34$9.82$11.64$13.78
PutsExpensive1.11×
CallsExpensive1.18×
SkewBearish+1.01 pp
Implied moveBearish±$8.97
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.9375.1%24.8%45.5473.2%16.6%
25Δ62.7774.4%21.4%47.0872.9%14.6%
30Δ60.6173.7%18.0%48.6172.6%12.6%
35Δ58.8973.8%15.7%50.1372.3%10.7%
40Δ57.3574.2%13.7%51.5172.4%9.5%
45Δ55.8174.6%11.8%52.8872.5%8.2%
50Δ54.3374.6%10.1%54.2672.6%7.0%
55Δ52.9374.1%8.6%55.7673.2%5.9%
60Δ51.5273.6%7.2%57.4274.3%5.0%
65Δ50.1273.2%5.8%59.0875.5%4.2%
70Δ48.7371.6%4.8%61.0076.5%3.3%
75Δ47.3469.9%3.8%63.2277.4%2.6%
80Δ45.9668.2%2.8%65.7578.8%1.9%

20Δ

Calls
Pseudo strike
64.93
IV
75.1%
B/E move
24.8%
Puts
Pseudo strike
45.54
IV
73.2%
B/E move
16.6%

25Δ

Calls
Pseudo strike
62.77
IV
74.4%
B/E move
21.4%
Puts
Pseudo strike
47.08
IV
72.9%
B/E move
14.6%

30Δ

Calls
Pseudo strike
60.61
IV
73.7%
B/E move
18.0%
Puts
Pseudo strike
48.61
IV
72.6%
B/E move
12.6%

35Δ

Calls
Pseudo strike
58.89
IV
73.8%
B/E move
15.7%
Puts
Pseudo strike
50.13
IV
72.3%
B/E move
10.7%

40Δ

Calls
Pseudo strike
57.35
IV
74.2%
B/E move
13.7%
Puts
Pseudo strike
51.51
IV
72.4%
B/E move
9.5%

45Δ

Calls
Pseudo strike
55.81
IV
74.6%
B/E move
11.8%
Puts
Pseudo strike
52.88
IV
72.5%
B/E move
8.2%

50Δ

Calls
Pseudo strike
54.33
IV
74.6%
B/E move
10.1%
Puts
Pseudo strike
54.26
IV
72.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
52.93
IV
74.1%
B/E move
8.6%
Puts
Pseudo strike
55.76
IV
73.2%
B/E move
5.9%

60Δ

Calls
Pseudo strike
51.52
IV
73.6%
B/E move
7.2%
Puts
Pseudo strike
57.42
IV
74.3%
B/E move
5.0%

65Δ

Calls
Pseudo strike
50.12
IV
73.2%
B/E move
5.8%
Puts
Pseudo strike
59.08
IV
75.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
48.73
IV
71.6%
B/E move
4.8%
Puts
Pseudo strike
61.00
IV
76.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
47.34
IV
69.9%
B/E move
3.8%
Puts
Pseudo strike
63.22
IV
77.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
45.96
IV
68.2%
B/E move
2.8%
Puts
Pseudo strike
65.75
IV
78.8%
B/E move
1.9%

Options history

No recorded observations