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CNH Industrial N.V. CNH

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-10-22T04:39:41.157Z

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 2026-10-22T04:39:40.761828+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$5.62$8.32$11.02$13.72$16.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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
PutsExpensive2.85×
CallsExpensive2.64×
SkewBearish+30.53 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
20Δ20.46181.4%82.3%7.93238.8%41.2%
25Δ23.51243.0%111.7%8.59219.6%36.4%
30Δ15.65109.5%40.2%9.25200.4%31.7%
35Δ12.3256.1%11.0%9.92181.2%26.9%
40Δ12.0263.7%10.4%10.58162.0%22.1%
45Δ11.7171.2%9.8%11.25142.8%17.4%
50Δ11.4078.7%9.2%11.91123.6%12.6%
55Δ11.1086.3%8.7%12.61106.7%8.3%
60Δ10.7993.8%8.1%13.57107.6%7.2%
65Δ10.49101.3%7.5%14.52108.6%6.2%
70Δ10.18108.8%6.9%15.48109.6%5.1%
75Δ9.38136.9%6.2%16.44110.5%4.1%
80Δ7.83195.4%5.2%17.40111.5%3.0%

20Δ

Calls
Pseudo strike
20.46
IV
181.4%
B/E move
82.3%
Puts
Pseudo strike
7.93
IV
238.8%
B/E move
41.2%

25Δ

Calls
Pseudo strike
23.51
IV
243.0%
B/E move
111.7%
Puts
Pseudo strike
8.59
IV
219.6%
B/E move
36.4%

30Δ

Calls
Pseudo strike
15.65
IV
109.5%
B/E move
40.2%
Puts
Pseudo strike
9.25
IV
200.4%
B/E move
31.7%

35Δ

Calls
Pseudo strike
12.32
IV
56.1%
B/E move
11.0%
Puts
Pseudo strike
9.92
IV
181.2%
B/E move
26.9%

40Δ

Calls
Pseudo strike
12.02
IV
63.7%
B/E move
10.4%
Puts
Pseudo strike
10.58
IV
162.0%
B/E move
22.1%

45Δ

Calls
Pseudo strike
11.71
IV
71.2%
B/E move
9.8%
Puts
Pseudo strike
11.25
IV
142.8%
B/E move
17.4%

50Δ

Calls
Pseudo strike
11.40
IV
78.7%
B/E move
9.2%
Puts
Pseudo strike
11.91
IV
123.6%
B/E move
12.6%

55Δ

Calls
Pseudo strike
11.10
IV
86.3%
B/E move
8.7%
Puts
Pseudo strike
12.61
IV
106.7%
B/E move
8.3%

60Δ

Calls
Pseudo strike
10.79
IV
93.8%
B/E move
8.1%
Puts
Pseudo strike
13.57
IV
107.6%
B/E move
7.2%

65Δ

Calls
Pseudo strike
10.49
IV
101.3%
B/E move
7.5%
Puts
Pseudo strike
14.52
IV
108.6%
B/E move
6.2%

70Δ

Calls
Pseudo strike
10.18
IV
108.8%
B/E move
6.9%
Puts
Pseudo strike
15.48
IV
109.6%
B/E move
5.1%

75Δ

Calls
Pseudo strike
9.38
IV
136.9%
B/E move
6.2%
Puts
Pseudo strike
16.44
IV
110.5%
B/E move
4.1%

80Δ

Calls
Pseudo strike
7.83
IV
195.4%
B/E move
5.2%
Puts
Pseudo strike
17.40
IV
111.5%
B/E move
3.0%

Options history

No recorded observations