IntraAlpha
Create free account Start free

Eastman Chemical Company EMN

i

Market datapartial · fetched 2026-10-22T23:56:45.634Z

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 · 2026-10-22T23:00:00.003432043Z

FundamentalsAlpha Vantage · unavailable

Share price$65.31
1D+4.2%
AH$62.96$63.83$64.69$65.56$66.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMN
Sold putSold callAH

Eastman Chemical Company options

Live interpolated EMN call and put midpoint premiums by absolute delta.Eastman Chemical Company$0.54$2.40$4.26$6.11$7.97$56.52$60.91$65.30$69.69$74.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMN spot · $65.31EMN PRICE$0.74$0.96$1.26$1.62$1.99$2.36$2.73$3.10$3.79$4.49$5.18$5.88$6.81$0.87$1.20$1.53$1.86$2.20$2.53$3.16$3.79$4.42$5.06$5.69$6.55$7.43
PutsExpensive1.22×
CallsExpensive1.36×
SkewNeutral+0.14 pp
Implied moveBearish±$5.89
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.0835.8%11.5%59.9440.1%9.6%
25Δ70.7036.1%9.7%60.9839.6%8.5%
30Δ69.5536.5%8.4%61.9939.2%7.4%
35Δ68.6436.9%7.6%63.0038.7%6.4%
40Δ67.7337.4%6.8%64.0038.3%5.4%
45Δ66.8237.9%5.9%65.0137.9%4.3%
50Δ65.9238.3%5.1%65.9938.2%3.8%
55Δ65.0138.8%4.3%66.9738.6%3.3%
60Δ63.9739.3%3.8%67.9438.9%2.7%
65Δ62.9339.9%3.2%68.9239.2%2.2%
70Δ61.8940.4%2.7%69.9039.5%1.7%
75Δ60.8641.0%2.2%71.0238.0%1.3%
80Δ59.6042.2%1.7%72.1636.4%0.9%

20Δ

Calls
Pseudo strike
72.08
IV
35.8%
B/E move
11.5%
Puts
Pseudo strike
59.94
IV
40.1%
B/E move
9.6%

25Δ

Calls
Pseudo strike
70.70
IV
36.1%
B/E move
9.7%
Puts
Pseudo strike
60.98
IV
39.6%
B/E move
8.5%

30Δ

Calls
Pseudo strike
69.55
IV
36.5%
B/E move
8.4%
Puts
Pseudo strike
61.99
IV
39.2%
B/E move
7.4%

35Δ

Calls
Pseudo strike
68.64
IV
36.9%
B/E move
7.6%
Puts
Pseudo strike
63.00
IV
38.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
67.73
IV
37.4%
B/E move
6.8%
Puts
Pseudo strike
64.00
IV
38.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
66.82
IV
37.9%
B/E move
5.9%
Puts
Pseudo strike
65.01
IV
37.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
65.92
IV
38.3%
B/E move
5.1%
Puts
Pseudo strike
65.99
IV
38.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
65.01
IV
38.8%
B/E move
4.3%
Puts
Pseudo strike
66.97
IV
38.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
63.97
IV
39.3%
B/E move
3.8%
Puts
Pseudo strike
67.94
IV
38.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
62.93
IV
39.9%
B/E move
3.2%
Puts
Pseudo strike
68.92
IV
39.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
61.89
IV
40.4%
B/E move
2.7%
Puts
Pseudo strike
69.90
IV
39.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
60.86
IV
41.0%
B/E move
2.2%
Puts
Pseudo strike
71.02
IV
38.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
59.60
IV
42.2%
B/E move
1.7%
Puts
Pseudo strike
72.16
IV
36.4%
B/E move
0.9%

Options history

EMN35.4235.6935.972026-10-20: 35.93%2026-10-21: 35.46%Oct 20Oct 21
Table
DateIV
35.93%
35.46%