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CNH INDUSTRIAL N.V. CNH

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-11-11T14:02:52.963Z

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 · 2026-11-11T14:01:18.133188267Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:02:37.265422+00:00

Share price$12.26
1D-0.2%
$12.25$12.27$12.28$12.29$12.315:30 AM6:30 AM9:00 AM1:00 PMCNH
Sold putSold call

CNH INDUSTRIAL N.V. options

Live interpolated CNH call and put midpoint premiums by absolute delta.CNH INDUSTRIAL N.V.$0.11$0.70$1.28$1.87$2.46$10.57$11.40$12.24$13.07$13.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CNH spot · $12.26CNH PRICE$0.23$0.26$0.30$0.41$0.68$0.95$1.22$1.49$1.75$2.02$2.29$0.18$0.22$0.26$0.30$0.35$0.39$0.43$0.47$0.65$1.06$1.47$1.88$2.28
PutsExpensive1.17×
Calls——
Skew——
Implied moveBullish±$1.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.5985.7%15.0%
25Δ10.8480.8%13.3%
30Δ13.4969.4%11.8%11.0975.9%11.6%
35Δ13.1264.2%9.1%11.3471.0%9.9%
40Δ12.7558.9%6.4%11.5966.1%8.3%
45Δ12.4059.0%4.5%11.8461.2%6.6%
50Δ12.0969.7%4.2%12.0956.3%4.9%
55Δ11.7980.3%3.9%12.3451.4%3.2%
60Δ11.4991.0%3.6%12.6652.2%2.0%
65Δ11.18101.6%3.3%13.1062.1%1.8%
70Δ10.88112.3%3.0%13.5372.1%1.6%
75Δ10.57122.9%2.7%13.9682.1%1.4%
80Δ10.27133.6%2.4%14.4092.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.59
IV
85.7%
B/E move
15.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.84
IV
80.8%
B/E move
13.3%

30Δ

Calls
Pseudo strike
13.49
IV
69.4%
B/E move
11.8%
Puts
Pseudo strike
11.09
IV
75.9%
B/E move
11.6%

35Δ

Calls
Pseudo strike
13.12
IV
64.2%
B/E move
9.1%
Puts
Pseudo strike
11.34
IV
71.0%
B/E move
9.9%

40Δ

Calls
Pseudo strike
12.75
IV
58.9%
B/E move
6.4%
Puts
Pseudo strike
11.59
IV
66.1%
B/E move
8.3%

45Δ

Calls
Pseudo strike
12.40
IV
59.0%
B/E move
4.5%
Puts
Pseudo strike
11.84
IV
61.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
12.09
IV
69.7%
B/E move
4.2%
Puts
Pseudo strike
12.09
IV
56.3%
B/E move
4.9%

55Δ

Calls
Pseudo strike
11.79
IV
80.3%
B/E move
3.9%
Puts
Pseudo strike
12.34
IV
51.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
11.49
IV
91.0%
B/E move
3.6%
Puts
Pseudo strike
12.66
IV
52.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
11.18
IV
101.6%
B/E move
3.3%
Puts
Pseudo strike
13.10
IV
62.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
10.88
IV
112.3%
B/E move
3.0%
Puts
Pseudo strike
13.53
IV
72.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
10.57
IV
122.9%
B/E move
2.7%
Puts
Pseudo strike
13.96
IV
82.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
10.27
IV
133.6%
B/E move
2.4%
Puts
Pseudo strike
14.40
IV
92.1%
B/E move
1.2%

Options history

IV · four-Friday blend64.63%
Daily EOD
CNH64.6%64.6%64.7%2026-10-26: 64.63%Oct 26
1 observations2026-10-26 — 2026-10-26
Table
DateIV (%)
64.63%