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Element Solutions Inc. ESI

i

Market dataready · fetched 2026-11-12T02:20:07.933Z

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 · 2026-11-12T00:00:00.003105414Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:20:07.521330+00:00

Share price$34.05
1D+1.6%
AH$33.33$33.62$33.91$34.19$34.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESI
Sold putSold callAH

Element Solutions Inc. options

Live interpolated ESI call and put midpoint premiums by absolute delta.Element Solutions Inc.$0.39$1.49$2.60$3.70$4.80$28.61$31.31$34.01$36.71$39.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ESI spot · $34.05ESI PRICE$0.95$0.66$0.78$1.08$1.37$1.60$1.72$1.84$2.03$2.22$0.51$0.69$0.87$1.00$1.12$1.28$1.46$1.65$3.09$3.67$4.48
Puts——
Calls——
Skew——
Implied moveBullish±$2.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ32.1359.8%7.1%
30Δ37.1495.5%11.9%32.5462.4%6.5%
35Δ35.4456.0%6.0%32.9465.1%5.8%
40Δ34.8752.2%4.7%33.3762.3%4.9%
45Δ34.5459.4%4.6%33.8158.7%4.0%
50Δ34.2166.5%4.5%34.2156.4%3.3%
55Δ33.8469.0%4.1%34.5855.1%2.7%
60Δ33.4464.1%3.2%34.9453.9%2.2%
65Δ33.0359.2%2.4%
70Δ32.6856.2%1.9%36.4673.2%2.0%
75Δ32.3353.4%1.5%37.1975.4%1.6%
80Δ38.1278.8%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.13
IV
59.8%
B/E move
7.1%

30Δ

Calls
Pseudo strike
37.14
IV
95.5%
B/E move
11.9%
Puts
Pseudo strike
32.54
IV
62.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
35.44
IV
56.0%
B/E move
6.0%
Puts
Pseudo strike
32.94
IV
65.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
34.87
IV
52.2%
B/E move
4.7%
Puts
Pseudo strike
33.37
IV
62.3%
B/E move
4.9%

45Δ

Calls
Pseudo strike
34.54
IV
59.4%
B/E move
4.6%
Puts
Pseudo strike
33.81
IV
58.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
34.21
IV
66.5%
B/E move
4.5%
Puts
Pseudo strike
34.21
IV
56.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
33.84
IV
69.0%
B/E move
4.1%
Puts
Pseudo strike
34.58
IV
55.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
33.44
IV
64.1%
B/E move
3.2%
Puts
Pseudo strike
34.94
IV
53.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
33.03
IV
59.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.68
IV
56.2%
B/E move
1.9%
Puts
Pseudo strike
36.46
IV
73.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
32.33
IV
53.4%
B/E move
1.5%
Puts
Pseudo strike
37.19
IV
75.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.12
IV
78.8%
B/E move
1.2%

Options history

IV · four-Friday blend46.02%
Daily close
ESI37.6%57.3%76.9%2026-08-13: 51.52%2026-08-14: 53.52%2026-08-17: 48.17%2026-08-18: 50.43%2026-08-19: 59.67%2026-08-20: 74.21%2026-08-21: 47.13%2026-08-24: 48.29%2026-08-25: 45.30%2026-08-26: 46.05%2026-08-27: 46.69%2026-08-28: 47.63%2026-08-31: 42.91%2026-09-01: 45.29%2026-09-02: 43.90%2026-09-03: 43.81%2026-09-04: 47.60%2026-09-08: 43.14%2026-09-09: 48.31%2026-09-10: 44.46%2026-09-11: 51.16%2026-09-14: 50.77%2026-09-15: 56.67%2026-09-16: 66.19%2026-09-17: 58.67%2026-09-18: 43.14%2026-09-21: 45.95%2026-09-22: 45.37%2026-09-23: 45.14%2026-09-24: 43.62%2026-09-25: 41.83%2026-09-28: 45.67%2026-09-29: 44.36%2026-09-30: 44.19%2026-10-01: 42.44%2026-10-02: 40.34%2026-10-05: 44.19%2026-10-06: 42.83%2026-10-07: 41.49%2026-10-08: 44.51%2026-10-09: 41.63%2026-10-12: 49.20%2026-10-13: 50.55%2026-10-14: 60.79%2026-10-15: 60.29%2026-10-16: 44.92%2026-10-19: 46.58%2026-10-20: 43.81%2026-10-21: 46.67%2026-10-22: 46.03%2026-10-23: 44.37%2026-10-26: 43.01%2026-10-27: 43.86%2026-10-28: 42.37%2026-10-29: 41.35%2026-10-30: 46.02%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
51.52%
53.52%
48.17%
50.43%
59.67%
74.21%
47.13%
48.29%
45.30%
46.05%
46.69%
47.63%
42.91%
45.29%
43.90%
43.81%
47.60%
43.14%
48.31%
44.46%
51.16%
50.77%
56.67%
66.19%
58.67%
43.14%
45.95%
45.37%
45.14%
43.62%
41.83%
45.67%
44.36%
44.19%
42.44%
40.34%
44.19%
42.83%
41.49%
44.51%
41.63%
49.20%
50.55%
60.79%
60.29%
44.92%
46.58%
43.81%
46.67%
46.03%
44.37%
43.01%
43.86%
42.37%
41.35%
46.02%