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Compass Minerals International Inc CMP

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-23T05:57:50.041Z

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 · 2026-10-22T23:00:00.002627227Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:57:49.566619+00:00

Share price$21.00
1D-2.0%
AH$20.93$21.10$21.27$21.44$21.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMP
Sold putSold callAH

Compass Minerals International Inc options

Live interpolated CMP call and put midpoint premiums by absolute delta.Compass Minerals International Inc$0.34$1.18$2.02$2.86$3.70$17.06$19.14$21.22$23.30$25.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMP spot · $21.00CMP PRICE$0.45$1.07$0.43$0.62$0.81$1.01$1.20$1.39$1.58$1.78$2.27$2.86$3.46$0.88$0.60$0.46$0.66$0.87$1.07$1.27$1.48$1.68$1.88
PutsExpensive1.18×
CallsExpensive1.77×
SkewBullish-7.45 pp
Implied moveBearish±$2.47
TiltBullish27.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.7974.4%24.9%16.41128.3%26.1%
25Δ30.50149.1%50.3%18.5174.5%14.7%
30Δ22.4539.9%8.9%20.0936.6%6.5%
35Δ22.1141.9%8.2%20.4238.0%5.9%
40Δ21.7743.8%7.6%20.7439.3%5.4%
45Δ21.4445.8%6.9%21.0640.6%4.8%
50Δ21.1047.7%6.2%21.3841.9%4.2%
55Δ20.7649.7%5.5%21.7143.3%3.7%
60Δ20.4251.6%4.8%22.0344.6%3.1%
65Δ20.0953.6%4.1%22.3545.9%2.5%
70Δ19.4858.3%3.6%
75Δ18.7864.1%3.1%
80Δ18.0869.8%2.6%

20Δ

Calls
Pseudo strike
25.79
IV
74.4%
B/E move
24.9%
Puts
Pseudo strike
16.41
IV
128.3%
B/E move
26.1%

25Δ

Calls
Pseudo strike
30.50
IV
149.1%
B/E move
50.3%
Puts
Pseudo strike
18.51
IV
74.5%
B/E move
14.7%

30Δ

Calls
Pseudo strike
22.45
IV
39.9%
B/E move
8.9%
Puts
Pseudo strike
20.09
IV
36.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
22.11
IV
41.9%
B/E move
8.2%
Puts
Pseudo strike
20.42
IV
38.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
21.77
IV
43.8%
B/E move
7.6%
Puts
Pseudo strike
20.74
IV
39.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
21.44
IV
45.8%
B/E move
6.9%
Puts
Pseudo strike
21.06
IV
40.6%
B/E move
4.8%

50Δ

Calls
Pseudo strike
21.10
IV
47.7%
B/E move
6.2%
Puts
Pseudo strike
21.38
IV
41.9%
B/E move
4.2%

55Δ

Calls
Pseudo strike
20.76
IV
49.7%
B/E move
5.5%
Puts
Pseudo strike
21.71
IV
43.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
20.42
IV
51.6%
B/E move
4.8%
Puts
Pseudo strike
22.03
IV
44.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
20.09
IV
53.6%
B/E move
4.1%
Puts
Pseudo strike
22.35
IV
45.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
19.48
IV
58.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.78
IV
64.1%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.08
IV
69.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

CMP46.2647.0447.832026-10-20: 47.72%2026-10-21: 46.37%Oct 20Oct 21
Table
DateIV
47.72%
46.37%