FMC Corporation FMC
BASIC MATERIALS · AGRICULTURAL INPUTSi
Market dataready · fetched 2026-10-22T22:56:16.372Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:30:00.002035681Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:56:14.749879+00:00
Share price$5.02
1D+2.2%
Sold putSold callAH
FMC Corporation options
PutsExpensive1.08×
CallsExpensive1.48×
SkewBearish+90.04 pp
Implied moveBearish±$3.58
TiltBearish71.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.03 | 104.2% | 43.5% | |||
| 25Δ | 6.76 | 103.6% | 39.0% | |||
| 30Δ | 6.48 | 102.9% | 34.6% | |||
| 35Δ | 6.20 | 102.2% | 30.2% | |||
| 40Δ | 5.92 | 101.6% | 25.7% | |||
| 45Δ | 5.64 | 100.9% | 21.3% | 5.52 | 101.8% | 10.2% |
| 50Δ | 5.37 | 100.2% | 16.9% | 7.62 | 139.9% | 9.7% |
| 55Δ | 5.09 | 99.6% | 12.4% | 9.71 | 178.0% | 9.1% |
| 60Δ | 4.73 | 127.9% | 10.9% | 11.80 | 216.1% | 8.6% |
| 65Δ | 4.34 | 169.6% | 10.8% | 13.89 | 254.1% | 8.0% |
| 70Δ | 3.95 | 211.2% | 10.6% | 15.99 | 292.2% | 7.4% |
| 75Δ | 3.55 | 252.9% | 10.5% | 18.08 | 330.3% | 6.9% |
| 80Δ | 3.16 | 294.5% | 10.3% | 19.71 | 359.4% | 6.1% |
20Δ
- Pseudo strike
- 7.03
- IV
- 104.2%
- B/E move
- 43.5%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.76
- IV
- 103.6%
- B/E move
- 39.0%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 6.48
- IV
- 102.9%
- B/E move
- 34.6%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 6.20
- IV
- 102.2%
- B/E move
- 30.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 5.92
- IV
- 101.6%
- B/E move
- 25.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 5.64
- IV
- 100.9%
- B/E move
- 21.3%
- Pseudo strike
- 5.52
- IV
- 101.8%
- B/E move
- 10.2%
50Δ
- Pseudo strike
- 5.37
- IV
- 100.2%
- B/E move
- 16.9%
- Pseudo strike
- 7.62
- IV
- 139.9%
- B/E move
- 9.7%
55Δ
- Pseudo strike
- 5.09
- IV
- 99.6%
- B/E move
- 12.4%
- Pseudo strike
- 9.71
- IV
- 178.0%
- B/E move
- 9.1%
60Δ
- Pseudo strike
- 4.73
- IV
- 127.9%
- B/E move
- 10.9%
- Pseudo strike
- 11.80
- IV
- 216.1%
- B/E move
- 8.6%
65Δ
- Pseudo strike
- 4.34
- IV
- 169.6%
- B/E move
- 10.8%
- Pseudo strike
- 13.89
- IV
- 254.1%
- B/E move
- 8.0%
70Δ
- Pseudo strike
- 3.95
- IV
- 211.2%
- B/E move
- 10.6%
- Pseudo strike
- 15.99
- IV
- 292.2%
- B/E move
- 7.4%
75Δ
- Pseudo strike
- 3.55
- IV
- 252.9%
- B/E move
- 10.5%
- Pseudo strike
- 18.08
- IV
- 330.3%
- B/E move
- 6.9%
80Δ
- Pseudo strike
- 3.16
- IV
- 294.5%
- B/E move
- 10.3%
- Pseudo strike
- 19.71
- IV
- 359.4%
- B/E move
- 6.1%
Options history
No recorded observations