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Element Solutions Inc. ESI

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Market datapartial · fetched 2026-10-23T03:20:26.116Z

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 · 2026-10-22T23:02:32.412796378Z

FundamentalsAlpha Vantage · unavailable

Share price$32.19
1D-8.0%
AH$32.30$33.29$34.29$35.28$36.275:30 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.$0.22$2.11$4.00$5.88$7.77$25.26$28.92$32.59$36.26$39.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESI spot · $32.19ESI PRICE$0.46$1.00$0.90$1.06$1.31$1.60$1.93$2.31$2.96$3.77$4.73$5.90$7.22$0.43$0.58$0.80$1.03$1.14$1.27$1.49$1.70$2.22
PutsCheap0.66×
CallsExpensive1.33×
SkewBullish-29.71 pp
Implied moveBullish±$3.42
TiltBullish53.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.5347.8%14.9%29.5240.3%9.6%
25Δ39.2785.2%25.1%30.1838.9%8.0%
30Δ35.9358.7%14.4%30.5941.8%7.4%
35Δ34.5852.9%10.7%31.0044.7%6.9%
40Δ33.9955.0%9.6%31.5341.5%5.6%
45Δ33.3656.7%8.6%32.0438.5%4.4%
50Δ32.7358.7%7.7%32.4738.0%3.7%
55Δ32.0761.0%6.8%32.9037.5%3.1%
60Δ31.3068.4%6.4%33.5241.2%2.8%
65Δ30.3877.2%6.1%
70Δ29.2586.6%5.6%
75Δ27.8996.5%4.9%
80Δ26.28105.1%4.1%

20Δ

Calls
Pseudo strike
36.53
IV
47.8%
B/E move
14.9%
Puts
Pseudo strike
29.52
IV
40.3%
B/E move
9.6%

25Δ

Calls
Pseudo strike
39.27
IV
85.2%
B/E move
25.1%
Puts
Pseudo strike
30.18
IV
38.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
35.93
IV
58.7%
B/E move
14.4%
Puts
Pseudo strike
30.59
IV
41.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
34.58
IV
52.9%
B/E move
10.7%
Puts
Pseudo strike
31.00
IV
44.7%
B/E move
6.9%

40Δ

Calls
Pseudo strike
33.99
IV
55.0%
B/E move
9.6%
Puts
Pseudo strike
31.53
IV
41.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
33.36
IV
56.7%
B/E move
8.6%
Puts
Pseudo strike
32.04
IV
38.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
32.73
IV
58.7%
B/E move
7.7%
Puts
Pseudo strike
32.47
IV
38.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
32.07
IV
61.0%
B/E move
6.8%
Puts
Pseudo strike
32.90
IV
37.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
31.30
IV
68.4%
B/E move
6.4%
Puts
Pseudo strike
33.52
IV
41.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
30.38
IV
77.2%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
29.25
IV
86.6%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.89
IV
96.5%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.28
IV
105.1%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

ESI43.6444.9346.232026-10-20: 43.82%2026-10-21: 46.05%Oct 20Oct 21
Table
DateIV
43.82%
46.05%