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Eastman Chemical Company EMN

i

Market dataready · fetched 2026-11-12T16:03:50.223Z

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 · 2026-11-12T16:03:18.134008065Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:03:49.685198+00:00

Share price$66.44
1D-0.2%
$65.79$66.00$66.20$66.41$66.615:30 AM6:30 AM9:00 AM1:00 PMEMN
Sold putSold call

Eastman Chemical Company options

Live interpolated EMN call and put midpoint premiums by absolute delta.Eastman Chemical Company$0.29$1.25$2.21$3.17$4.13$58.89$62.61$66.33$70.05$73.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EMN spot · $66.44EMN PRICE$0.40$0.54$0.69$0.84$0.99$1.14$1.29$1.44$1.58$1.73$1.88$0.43$0.55$0.66$0.92$1.25$1.57$1.90$2.22$2.55$2.88$3.20$3.53$3.85
PutsCheap0.59×
Calls——
Skew——
Implied moveBearish±$3.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.4430.3%5.1%62.9535.5%5.9%
25Δ69.0229.9%4.7%63.8334.8%4.7%
30Δ68.5929.6%4.3%64.7134.1%3.6%
35Δ68.1729.3%3.9%65.3434.2%3.0%
40Δ67.7428.9%3.5%65.8534.7%2.8%
45Δ67.3228.6%3.0%66.3635.2%2.5%
50Δ66.8928.3%2.6%66.8735.7%2.2%
55Δ66.4727.9%2.2%67.3836.2%1.9%
60Δ66.0527.6%1.8%67.8936.7%1.6%
65Δ65.6227.3%1.4%68.4037.2%1.4%
70Δ65.2026.9%1.0%68.9137.7%1.1%
75Δ69.4238.2%0.8%
80Δ69.9338.7%0.5%

20Δ

Calls
Pseudo strike
69.44
IV
30.3%
B/E move
5.1%
Puts
Pseudo strike
62.95
IV
35.5%
B/E move
5.9%

25Δ

Calls
Pseudo strike
69.02
IV
29.9%
B/E move
4.7%
Puts
Pseudo strike
63.83
IV
34.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
68.59
IV
29.6%
B/E move
4.3%
Puts
Pseudo strike
64.71
IV
34.1%
B/E move
3.6%

35Δ

Calls
Pseudo strike
68.17
IV
29.3%
B/E move
3.9%
Puts
Pseudo strike
65.34
IV
34.2%
B/E move
3.0%

40Δ

Calls
Pseudo strike
67.74
IV
28.9%
B/E move
3.5%
Puts
Pseudo strike
65.85
IV
34.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
67.32
IV
28.6%
B/E move
3.0%
Puts
Pseudo strike
66.36
IV
35.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
66.89
IV
28.3%
B/E move
2.6%
Puts
Pseudo strike
66.87
IV
35.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
66.47
IV
27.9%
B/E move
2.2%
Puts
Pseudo strike
67.38
IV
36.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
66.05
IV
27.6%
B/E move
1.8%
Puts
Pseudo strike
67.89
IV
36.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
65.62
IV
27.3%
B/E move
1.4%
Puts
Pseudo strike
68.40
IV
37.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
65.20
IV
26.9%
B/E move
1.0%
Puts
Pseudo strike
68.91
IV
37.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.42
IV
38.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.93
IV
38.7%
B/E move
0.5%

Options history

IV · four-Friday blend32.37%
Daily close
EMN31.8%34.5%37.2%2026-08-19: 32.32%2026-08-21: 32.16%2026-08-24: 33.17%2026-08-25: 33.08%2026-08-26: 32.45%2026-08-27: 32.36%2026-08-28: 32.50%2026-08-31: 33.22%2026-09-01: 32.88%2026-09-02: 32.67%2026-09-03: 32.74%2026-09-04: 32.86%2026-09-08: 34.65%2026-09-16: 35.88%2026-09-18: 33.53%2026-09-21: 32.85%2026-09-22: 34.14%2026-09-23: 33.67%2026-09-24: 33.31%2026-09-25: 32.55%2026-09-28: 33.37%2026-09-29: 33.19%2026-09-30: 33.23%2026-10-01: 34.01%2026-10-05: 32.73%2026-10-06: 34.59%2026-10-16: 35.99%2026-10-19: 36.13%2026-10-20: 36.06%2026-10-21: 35.46%2026-10-22: 35.59%2026-10-23: 35.67%2026-10-26: 36.01%2026-10-27: 35.63%2026-10-28: 35.41%2026-10-29: 36.79%2026-10-30: 32.37%Aug 19Sep 24Oct 30
37 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
32.32%
32.16%
33.17%
33.08%
32.45%
32.36%
32.50%
33.22%
32.88%
32.67%
32.74%
32.86%
34.65%
35.88%
33.53%
32.85%
34.14%
33.67%
33.31%
32.55%
33.37%
33.19%
33.23%
34.01%
32.73%
34.59%
35.99%
36.13%
36.06%
35.46%
35.59%
35.67%
36.01%
35.63%
35.41%
36.79%
32.37%