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Compass Minerals International, Inc. CMP

i

Market dataready · fetched 2026-11-12T14:55:06.925Z

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: 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 · 2026-11-12T14:52:51.598859577Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T14:55:06.297302+00:00

Share price$22.90
1D+0.2%
$22.80$22.83$22.85$22.88$22.915:30 AM6:30 AM9:00 AM1:00 PMCMP
Sold putSold call

Compass Minerals International, Inc. options

Live interpolated CMP call and put midpoint premiums by absolute delta.Compass Minerals International, Inc.$0.15$0.80$1.45$2.10$2.75$20.08$21.31$22.53$23.76$24.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CMP spot · $22.90CMP PRICE$0.22$0.29$0.37$0.44$0.52$0.59$0.67$0.75$0.82$0.39$0.43$0.47$0.51$0.57$0.79$1.01$1.24$1.46$1.68$1.90$2.12$2.57
PutsExpensive1.24×
Calls——
Skew——
Implied moveBearish±$1.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8457.2%9.4%20.28100.9%13.2%
25Δ24.5655.8%8.5%20.8589.2%10.9%
30Δ24.2854.5%7.6%21.4277.5%8.5%
35Δ24.0053.2%6.8%21.9965.8%6.2%
40Δ23.7251.9%5.9%22.5355.4%4.1%
45Δ23.4450.6%5.0%22.8456.9%3.7%
50Δ23.1749.3%4.1%23.1558.3%3.3%
55Δ22.8947.9%3.2%23.4759.7%2.9%
60Δ22.6146.6%2.3%23.7861.2%2.5%
65Δ24.0962.6%2.1%
70Δ24.4064.0%1.7%
75Δ24.7165.4%1.3%
80Δ25.2469.2%1.0%

20Δ

Calls
Pseudo strike
24.84
IV
57.2%
B/E move
9.4%
Puts
Pseudo strike
20.28
IV
100.9%
B/E move
13.2%

25Δ

Calls
Pseudo strike
24.56
IV
55.8%
B/E move
8.5%
Puts
Pseudo strike
20.85
IV
89.2%
B/E move
10.9%

30Δ

Calls
Pseudo strike
24.28
IV
54.5%
B/E move
7.6%
Puts
Pseudo strike
21.42
IV
77.5%
B/E move
8.5%

35Δ

Calls
Pseudo strike
24.00
IV
53.2%
B/E move
6.8%
Puts
Pseudo strike
21.99
IV
65.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
23.72
IV
51.9%
B/E move
5.9%
Puts
Pseudo strike
22.53
IV
55.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
23.44
IV
50.6%
B/E move
5.0%
Puts
Pseudo strike
22.84
IV
56.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
23.17
IV
49.3%
B/E move
4.1%
Puts
Pseudo strike
23.15
IV
58.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
22.89
IV
47.9%
B/E move
3.2%
Puts
Pseudo strike
23.47
IV
59.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
22.61
IV
46.6%
B/E move
2.3%
Puts
Pseudo strike
23.78
IV
61.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.09
IV
62.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.40
IV
64.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.71
IV
65.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.24
IV
69.2%
B/E move
1.0%

Options history

IV · four-Friday blend50.60%
Daily EOD
CMP44.7%48.1%51.5%2026-10-19: 48.55%2026-10-20: 47.72%2026-10-21: 46.37%2026-10-22: 48.84%2026-10-23: 51.03%2026-10-26: 48.10%2026-10-27: 48.59%2026-10-28: 45.14%2026-10-29: 48.26%2026-10-30: 50.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.55%
47.72%
46.37%
48.84%
51.03%
48.10%
48.59%
45.14%
48.26%
50.60%