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Future Fuel Corporation FF

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-11T13:49:29.242Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T13:47:01.49523218Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:49:28.650249+00:00

Share price$3.18
1D+1.9%
$3.12$3.13$3.15$3.17$3.195:30 AM6:30 AM9:00 AM1:00 PMFF
Sold putSold call

Future Fuel Corporation options

Live interpolated FF call and put midpoint premiums by absolute delta.Future Fuel Corporation$0.02$0.95$1.87$2.80$3.72$1.26$2.65$4.03$5.41$6.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FF spot · $3.18FF PRICE$0.12$0.16$0.20$0.24$0.28$0.32$0.35$0.39$0.43$0.47$0.51$0.54$0.58$0.20$0.35$0.50$0.65$0.81$0.96$1.11$1.26$1.42$1.57$1.72$1.87$3.46
PutsCheap0.91×
CallsCheap0.83×
SkewBearish+55.96 pp
Implied moveBearish±$1.46
TiltBearish55.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6381.4%49.6%2.6397.4%23.5%
25Δ4.4979.2%46.4%2.84101.3%21.8%
30Δ4.3576.9%43.1%3.04105.2%20.1%
35Δ4.2174.7%39.9%3.25109.1%18.4%
40Δ4.0772.5%36.6%3.45113.1%16.7%
45Δ3.9370.3%33.3%3.66117.0%15.0%
50Δ3.7868.1%30.1%3.87120.9%13.4%
55Δ3.6465.9%26.8%4.07124.8%11.7%
60Δ3.5063.7%23.6%4.28128.7%10.0%
65Δ3.3661.5%20.3%4.48132.6%8.3%
70Δ3.2259.3%17.1%4.69136.5%6.6%
75Δ3.0857.1%13.8%4.90140.4%4.9%
80Δ2.9354.8%10.6%6.51185.9%4.1%

20Δ

Calls
Pseudo strike
4.63
IV
81.4%
B/E move
49.6%
Puts
Pseudo strike
2.63
IV
97.4%
B/E move
23.5%

25Δ

Calls
Pseudo strike
4.49
IV
79.2%
B/E move
46.4%
Puts
Pseudo strike
2.84
IV
101.3%
B/E move
21.8%

30Δ

Calls
Pseudo strike
4.35
IV
76.9%
B/E move
43.1%
Puts
Pseudo strike
3.04
IV
105.2%
B/E move
20.1%

35Δ

Calls
Pseudo strike
4.21
IV
74.7%
B/E move
39.9%
Puts
Pseudo strike
3.25
IV
109.1%
B/E move
18.4%

40Δ

Calls
Pseudo strike
4.07
IV
72.5%
B/E move
36.6%
Puts
Pseudo strike
3.45
IV
113.1%
B/E move
16.7%

45Δ

Calls
Pseudo strike
3.93
IV
70.3%
B/E move
33.3%
Puts
Pseudo strike
3.66
IV
117.0%
B/E move
15.0%

50Δ

Calls
Pseudo strike
3.78
IV
68.1%
B/E move
30.1%
Puts
Pseudo strike
3.87
IV
120.9%
B/E move
13.4%

55Δ

Calls
Pseudo strike
3.64
IV
65.9%
B/E move
26.8%
Puts
Pseudo strike
4.07
IV
124.8%
B/E move
11.7%

60Δ

Calls
Pseudo strike
3.50
IV
63.7%
B/E move
23.6%
Puts
Pseudo strike
4.28
IV
128.7%
B/E move
10.0%

65Δ

Calls
Pseudo strike
3.36
IV
61.5%
B/E move
20.3%
Puts
Pseudo strike
4.48
IV
132.6%
B/E move
8.3%

70Δ

Calls
Pseudo strike
3.22
IV
59.3%
B/E move
17.1%
Puts
Pseudo strike
4.69
IV
136.5%
B/E move
6.6%

75Δ

Calls
Pseudo strike
3.08
IV
57.1%
B/E move
13.8%
Puts
Pseudo strike
4.90
IV
140.4%
B/E move
4.9%

80Δ

Calls
Pseudo strike
2.93
IV
54.8%
B/E move
10.6%
Puts
Pseudo strike
6.51
IV
185.9%
B/E move
4.1%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations