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Future Fuel Corporation FF

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Market datapartial · fetched 2026-10-22T10:48:15.314Z

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 · 2026-10-21T23:00:00.003820372Z

FundamentalsAlpha Vantage · unavailable

Share price$5.56
1D+1.8%
AH$5.44$5.51$5.57$5.63$5.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFF
Sold putSold callAH

Future Fuel Corporation options

Live interpolated FF call and put midpoint premiums by absolute delta.Future Fuel Corporation$0.12$0.55$0.98$1.41$1.84$4.03$4.82$5.62$6.42$7.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FF spot · $5.56FF PRICE$0.17$0.23$0.29$0.36$0.42$0.48$0.55$0.61$0.67$0.73$0.80$1.08$1.53$0.31$0.45$0.59$0.73$0.87$1.01$1.15$1.29$1.43$1.58$1.72
PutsExpensive2.07×
CallsExpensive1.94×
SkewBullish-7.61 pp
Implied moveBearish±$1.42
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.1983.3%32.4%
25Δ6.9883.1%29.7%
30Δ6.7783.0%27.1%5.1277.2%13.5%
35Δ6.5682.9%24.4%5.3277.3%12.4%
40Δ6.3582.7%21.8%5.5277.4%11.3%
45Δ6.1482.6%19.2%5.7277.4%10.2%
50Δ5.9382.5%16.5%5.9277.5%9.1%
55Δ5.7282.3%13.9%6.1277.6%8.1%
60Δ5.5182.2%11.2%6.3377.7%7.0%
65Δ5.3082.0%8.6%6.5377.7%5.9%
70Δ5.0981.9%5.9%6.7377.8%4.8%
75Δ4.7291.2%4.3%6.9377.9%3.7%
80Δ4.23107.8%3.5%7.1378.0%2.6%

20Δ

Calls
Pseudo strike
7.19
IV
83.3%
B/E move
32.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.98
IV
83.1%
B/E move
29.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.77
IV
83.0%
B/E move
27.1%
Puts
Pseudo strike
5.12
IV
77.2%
B/E move
13.5%

35Δ

Calls
Pseudo strike
6.56
IV
82.9%
B/E move
24.4%
Puts
Pseudo strike
5.32
IV
77.3%
B/E move
12.4%

40Δ

Calls
Pseudo strike
6.35
IV
82.7%
B/E move
21.8%
Puts
Pseudo strike
5.52
IV
77.4%
B/E move
11.3%

45Δ

Calls
Pseudo strike
6.14
IV
82.6%
B/E move
19.2%
Puts
Pseudo strike
5.72
IV
77.4%
B/E move
10.2%

50Δ

Calls
Pseudo strike
5.93
IV
82.5%
B/E move
16.5%
Puts
Pseudo strike
5.92
IV
77.5%
B/E move
9.1%

55Δ

Calls
Pseudo strike
5.72
IV
82.3%
B/E move
13.9%
Puts
Pseudo strike
6.12
IV
77.6%
B/E move
8.1%

60Δ

Calls
Pseudo strike
5.51
IV
82.2%
B/E move
11.2%
Puts
Pseudo strike
6.33
IV
77.7%
B/E move
7.0%

65Δ

Calls
Pseudo strike
5.30
IV
82.0%
B/E move
8.6%
Puts
Pseudo strike
6.53
IV
77.7%
B/E move
5.9%

70Δ

Calls
Pseudo strike
5.09
IV
81.9%
B/E move
5.9%
Puts
Pseudo strike
6.73
IV
77.8%
B/E move
4.8%

75Δ

Calls
Pseudo strike
4.72
IV
91.2%
B/E move
4.3%
Puts
Pseudo strike
6.93
IV
77.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
4.23
IV
107.8%
B/E move
3.5%
Puts
Pseudo strike
7.13
IV
78.0%
B/E move
2.6%

Options history

No recorded observations