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CNH Industrial N.V. CNH

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-10-22T03:54:01.297Z

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 · 2026-10-21T23:00:00.002497044Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:51:23.550362+00:00

Share price$11.52
1D-0.5%
AH$11.41$11.45$11.50$11.55$11.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNH
Sold putSold callAH

CNH Industrial N.V. options

Live interpolated CNH call and put midpoint premiums by absolute delta.CNH Industrial N.V.$0.29$1.89$3.49$5.09$6.69$5.66$8.34$11.02$13.69$16.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNH spot · $11.52CNH PRICE$0.53$0.88$0.50$0.46$0.70$0.94$1.18$1.42$1.66$1.89$2.13$2.85$4.29$1.15$1.27$1.38$1.50$1.61$1.73$1.85$2.05$2.88$3.72$4.56$5.39$6.23
PutsExpensive2.83×
CallsExpensive2.61×
SkewBearish+30.70 pp
Implied moveBearish±$3.03
TiltBearish29.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.46181.3%82.3%7.93238.5%41.2%
25Δ23.51242.9%111.7%8.59219.1%36.4%
30Δ15.66109.0%40.3%9.26199.7%31.7%
35Δ12.3255.2%11.0%9.92180.2%26.9%
40Δ12.0262.6%10.4%10.58160.8%22.1%
45Δ11.7169.9%9.8%11.25141.4%17.4%
50Δ11.4177.3%9.2%11.91122.0%12.6%
55Δ11.1084.7%8.7%12.61105.0%8.3%
60Δ10.7992.1%8.1%13.57106.1%7.2%
65Δ10.4999.5%7.5%14.53107.3%6.2%
70Δ10.18106.9%6.9%15.49108.5%5.1%
75Δ9.38134.9%6.2%16.44109.7%4.1%
80Δ7.83193.8%5.2%17.40110.9%3.0%

20Δ

Calls
Pseudo strike
20.46
IV
181.3%
B/E move
82.3%
Puts
Pseudo strike
7.93
IV
238.5%
B/E move
41.2%

25Δ

Calls
Pseudo strike
23.51
IV
242.9%
B/E move
111.7%
Puts
Pseudo strike
8.59
IV
219.1%
B/E move
36.4%

30Δ

Calls
Pseudo strike
15.66
IV
109.0%
B/E move
40.3%
Puts
Pseudo strike
9.26
IV
199.7%
B/E move
31.7%

35Δ

Calls
Pseudo strike
12.32
IV
55.2%
B/E move
11.0%
Puts
Pseudo strike
9.92
IV
180.2%
B/E move
26.9%

40Δ

Calls
Pseudo strike
12.02
IV
62.6%
B/E move
10.4%
Puts
Pseudo strike
10.58
IV
160.8%
B/E move
22.1%

45Δ

Calls
Pseudo strike
11.71
IV
69.9%
B/E move
9.8%
Puts
Pseudo strike
11.25
IV
141.4%
B/E move
17.4%

50Δ

Calls
Pseudo strike
11.41
IV
77.3%
B/E move
9.2%
Puts
Pseudo strike
11.91
IV
122.0%
B/E move
12.6%

55Δ

Calls
Pseudo strike
11.10
IV
84.7%
B/E move
8.7%
Puts
Pseudo strike
12.61
IV
105.0%
B/E move
8.3%

60Δ

Calls
Pseudo strike
10.79
IV
92.1%
B/E move
8.1%
Puts
Pseudo strike
13.57
IV
106.1%
B/E move
7.2%

65Δ

Calls
Pseudo strike
10.49
IV
99.5%
B/E move
7.5%
Puts
Pseudo strike
14.53
IV
107.3%
B/E move
6.2%

70Δ

Calls
Pseudo strike
10.18
IV
106.9%
B/E move
6.9%
Puts
Pseudo strike
15.49
IV
108.5%
B/E move
5.1%

75Δ

Calls
Pseudo strike
9.38
IV
134.9%
B/E move
6.2%
Puts
Pseudo strike
16.44
IV
109.7%
B/E move
4.1%

80Δ

Calls
Pseudo strike
7.83
IV
193.8%
B/E move
5.2%
Puts
Pseudo strike
17.40
IV
110.9%
B/E move
3.0%

Options history

No recorded observations