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Corteva Inc CTVA

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-10-23T06:08:03.713Z

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 · 2026-10-22T23:45:59.281345139Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:08:03.097287+00:00

Share price$12.79
1D+0.6%
AH$12.53$12.63$12.73$12.83$12.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCTVA
Sold putSold callAH

Corteva Inc options

Live interpolated CTVA call and put midpoint premiums by absolute delta.Corteva Inc$0.36$1.64$2.93$4.21$5.49$-10.39$14.52$39.42$64.33$89.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTVA spot · $12.79CTVA PRICE$0.50$0.54$0.59$0.63$0.67$0.72$0.76$0.81$0.85$1.63$2.44$3.25$4.05$0.67$0.64$0.62$0.60$0.58$1.31$2.08$2.84$3.60$4.36$5.12$4.34$2.67
PutsCheap0.28×
CallsExpensive1.27×
SkewBearish+5.25 pp
Implied moveBearish±$2.84
TiltBearish25.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.01150.7%60.4%8.86182.3%35.9%
25Δ19.07137.9%53.4%9.77150.0%28.6%
30Δ18.13125.2%46.4%10.67117.7%21.4%
35Δ17.20112.5%39.5%11.5785.3%14.2%
40Δ16.2699.8%32.5%12.4753.0%6.9%
45Δ15.3387.1%25.5%13.2766.2%6.5%
50Δ14.4074.4%18.6%14.0580.7%6.3%
55Δ13.4661.6%11.6%14.8495.3%6.1%
60Δ12.5348.9%4.6%15.63109.9%5.9%
65Δ11.6970.7%4.2%16.42124.4%5.7%
70Δ10.8693.4%4.0%17.21139.0%5.4%
75Δ10.03116.2%3.8%16.62114.5%3.9%
80Δ9.20139.0%3.6%15.2467.5%1.7%

20Δ

Calls
Pseudo strike
20.01
IV
150.7%
B/E move
60.4%
Puts
Pseudo strike
8.86
IV
182.3%
B/E move
35.9%

25Δ

Calls
Pseudo strike
19.07
IV
137.9%
B/E move
53.4%
Puts
Pseudo strike
9.77
IV
150.0%
B/E move
28.6%

30Δ

Calls
Pseudo strike
18.13
IV
125.2%
B/E move
46.4%
Puts
Pseudo strike
10.67
IV
117.7%
B/E move
21.4%

35Δ

Calls
Pseudo strike
17.20
IV
112.5%
B/E move
39.5%
Puts
Pseudo strike
11.57
IV
85.3%
B/E move
14.2%

40Δ

Calls
Pseudo strike
16.26
IV
99.8%
B/E move
32.5%
Puts
Pseudo strike
12.47
IV
53.0%
B/E move
6.9%

45Δ

Calls
Pseudo strike
15.33
IV
87.1%
B/E move
25.5%
Puts
Pseudo strike
13.27
IV
66.2%
B/E move
6.5%

50Δ

Calls
Pseudo strike
14.40
IV
74.4%
B/E move
18.6%
Puts
Pseudo strike
14.05
IV
80.7%
B/E move
6.3%

55Δ

Calls
Pseudo strike
13.46
IV
61.6%
B/E move
11.6%
Puts
Pseudo strike
14.84
IV
95.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
12.53
IV
48.9%
B/E move
4.6%
Puts
Pseudo strike
15.63
IV
109.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
11.69
IV
70.7%
B/E move
4.2%
Puts
Pseudo strike
16.42
IV
124.4%
B/E move
5.7%

70Δ

Calls
Pseudo strike
10.86
IV
93.4%
B/E move
4.0%
Puts
Pseudo strike
17.21
IV
139.0%
B/E move
5.4%

75Δ

Calls
Pseudo strike
10.03
IV
116.2%
B/E move
3.8%
Puts
Pseudo strike
16.62
IV
114.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
9.20
IV
139.0%
B/E move
3.6%
Puts
Pseudo strike
15.24
IV
67.5%
B/E move
1.7%

Options history

CTVA50.9653.0755.192026-10-20: 51.25%2026-10-21: 54.90%Oct 20Oct 21
Table
DateIV
51.25%
54.90%