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FMC Corporation FMC

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-11-12T01:45:54.372Z

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 · 2026-11-12T00:00:00.002147111Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:45:52.853619+00:00

Share price$5.65
1D-0.2%
AH$5.47$5.55$5.63$5.70$5.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMC
Sold putSold callAH

FMC Corporation options

Live interpolated FMC call and put midpoint premiums by absolute delta.FMC Corporation$0.05$0.95$1.85$2.75$3.64$4.13$5.18$6.24$7.29$8.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMC spot · $5.65FMC PRICE$0.21$0.25$0.28$0.32$0.36$0.39$0.43$0.47$0.50$0.54$0.58$0.61$0.65$0.14$0.41$0.68$0.95$1.22$1.49$1.76$2.03$2.30$2.57$2.85$3.12$3.39
PutsExpensive1.11×
CallsExpensive2.30×
SkewBullish-133.71 pp
Implied moveBearish±$2.19
TiltBearish60.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.82412.2%219.0%5.0599.6%13.1%
25Δ16.86386.9%202.7%5.37104.1%12.3%
30Δ15.90361.6%186.4%5.69108.6%11.4%
35Δ14.94336.3%170.1%6.01113.1%10.6%
40Δ13.98311.0%153.8%6.32117.7%9.8%
45Δ13.03285.7%137.5%6.64122.2%8.9%
50Δ12.07260.4%121.2%6.96126.7%8.1%
55Δ11.11235.1%104.9%7.28131.3%7.2%
60Δ10.15209.8%88.6%7.59135.8%6.4%
65Δ9.20184.5%72.3%7.91140.3%5.5%
70Δ8.24159.3%56.0%8.23144.8%4.7%
75Δ7.28134.0%39.7%8.55149.4%3.9%
80Δ6.32108.7%23.4%8.86153.9%3.0%

20Δ

Calls
Pseudo strike
17.82
IV
412.2%
B/E move
219.0%
Puts
Pseudo strike
5.05
IV
99.6%
B/E move
13.1%

25Δ

Calls
Pseudo strike
16.86
IV
386.9%
B/E move
202.7%
Puts
Pseudo strike
5.37
IV
104.1%
B/E move
12.3%

30Δ

Calls
Pseudo strike
15.90
IV
361.6%
B/E move
186.4%
Puts
Pseudo strike
5.69
IV
108.6%
B/E move
11.4%

35Δ

Calls
Pseudo strike
14.94
IV
336.3%
B/E move
170.1%
Puts
Pseudo strike
6.01
IV
113.1%
B/E move
10.6%

40Δ

Calls
Pseudo strike
13.98
IV
311.0%
B/E move
153.8%
Puts
Pseudo strike
6.32
IV
117.7%
B/E move
9.8%

45Δ

Calls
Pseudo strike
13.03
IV
285.7%
B/E move
137.5%
Puts
Pseudo strike
6.64
IV
122.2%
B/E move
8.9%

50Δ

Calls
Pseudo strike
12.07
IV
260.4%
B/E move
121.2%
Puts
Pseudo strike
6.96
IV
126.7%
B/E move
8.1%

55Δ

Calls
Pseudo strike
11.11
IV
235.1%
B/E move
104.9%
Puts
Pseudo strike
7.28
IV
131.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
10.15
IV
209.8%
B/E move
88.6%
Puts
Pseudo strike
7.59
IV
135.8%
B/E move
6.4%

65Δ

Calls
Pseudo strike
9.20
IV
184.5%
B/E move
72.3%
Puts
Pseudo strike
7.91
IV
140.3%
B/E move
5.5%

70Δ

Calls
Pseudo strike
8.24
IV
159.3%
B/E move
56.0%
Puts
Pseudo strike
8.23
IV
144.8%
B/E move
4.7%

75Δ

Calls
Pseudo strike
7.28
IV
134.0%
B/E move
39.7%
Puts
Pseudo strike
8.55
IV
149.4%
B/E move
3.9%

80Δ

Calls
Pseudo strike
6.32
IV
108.7%
B/E move
23.4%
Puts
Pseudo strike
8.86
IV
153.9%
B/E move
3.0%

Options history

IV · four-Friday blend106.40%
Daily EOD
FMC103.8%111.2%118.6%2026-10-20: 117.55%2026-10-22: 104.83%2026-10-23: 116.04%2026-10-27: 106.40%Oct 20Oct 22Oct 27
4 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
117.55%
104.83%
116.04%
106.40%