FMC Corporation FMC
BASIC MATERIALS · AGRICULTURAL INPUTSi
Market dataready · fetched 2026-10-22T23:45:08.749Z
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 · 2026-10-22T23:33:39.097067237Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:08.234110+00:00
Share price$5.12
1D+2.2%
Sold putSold callAH
FMC Corporation options
PutsExpensive1.16×
CallsExpensive1.29×
SkewBearish+125.77 pp
Implied moveBearish±$4.85
TiltBearish74.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.07 | 99.0% | 41.2% | |||
| 25Δ | 6.80 | 97.7% | 37.1% | |||
| 30Δ | 6.54 | 96.5% | 32.9% | |||
| 35Δ | 6.28 | 95.2% | 28.8% | |||
| 40Δ | 6.01 | 93.9% | 24.7% | |||
| 45Δ | 5.75 | 92.6% | 20.6% | 6.82 | 134.3% | 11.6% |
| 50Δ | 5.48 | 91.4% | 16.5% | 8.92 | 174.1% | 11.1% |
| 55Δ | 5.22 | 90.1% | 12.3% | 11.02 | 213.9% | 10.5% |
| 60Δ | 4.93 | 95.6% | 8.9% | 13.12 | 253.6% | 10.0% |
| 65Δ | 4.52 | 136.1% | 8.7% | 15.22 | 293.4% | 9.4% |
| 70Δ | 4.10 | 176.5% | 8.5% | 17.32 | 333.2% | 8.9% |
| 75Δ | 3.68 | 217.0% | 8.4% | 19.42 | 373.0% | 8.4% |
| 80Δ | 3.27 | 257.5% | 8.2% | 12.83 | 239.3% | 4.7% |
20Δ
- Pseudo strike
- 7.07
- IV
- 99.0%
- B/E move
- 41.2%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.80
- IV
- 97.7%
- B/E move
- 37.1%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 6.54
- IV
- 96.5%
- B/E move
- 32.9%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 6.28
- IV
- 95.2%
- B/E move
- 28.8%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 6.01
- IV
- 93.9%
- B/E move
- 24.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 5.75
- IV
- 92.6%
- B/E move
- 20.6%
- Pseudo strike
- 6.82
- IV
- 134.3%
- B/E move
- 11.6%
50Δ
- Pseudo strike
- 5.48
- IV
- 91.4%
- B/E move
- 16.5%
- Pseudo strike
- 8.92
- IV
- 174.1%
- B/E move
- 11.1%
55Δ
- Pseudo strike
- 5.22
- IV
- 90.1%
- B/E move
- 12.3%
- Pseudo strike
- 11.02
- IV
- 213.9%
- B/E move
- 10.5%
60Δ
- Pseudo strike
- 4.93
- IV
- 95.6%
- B/E move
- 8.9%
- Pseudo strike
- 13.12
- IV
- 253.6%
- B/E move
- 10.0%
65Δ
- Pseudo strike
- 4.52
- IV
- 136.1%
- B/E move
- 8.7%
- Pseudo strike
- 15.22
- IV
- 293.4%
- B/E move
- 9.4%
70Δ
- Pseudo strike
- 4.10
- IV
- 176.5%
- B/E move
- 8.5%
- Pseudo strike
- 17.32
- IV
- 333.2%
- B/E move
- 8.9%
75Δ
- Pseudo strike
- 3.68
- IV
- 217.0%
- B/E move
- 8.4%
- Pseudo strike
- 19.42
- IV
- 373.0%
- B/E move
- 8.4%
80Δ
- Pseudo strike
- 3.27
- IV
- 257.5%
- B/E move
- 8.2%
- Pseudo strike
- 12.83
- IV
- 239.3%
- B/E move
- 4.7%
Options history
No recorded observations