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ICL Israel Chemicals Ltd ICL

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-10-22T22:07:28.710Z

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 · 2026-10-22T20:21:30.540452995Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:07:26.902778+00:00

Share price$4.73
1D+1.3%
AH$4.64$4.67$4.69$4.71$4.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICL
Sold putSold callAH

ICL Israel Chemicals Ltd options

Live interpolated ICL call and put midpoint premiums by absolute delta.ICL Israel Chemicals Ltd$0.06$0.52$0.99$1.45$1.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEICL PRICE$0.11$0.11$0.12$0.12$0.16$0.18$0.21$0.23$0.26$0.28$0.30$0.33$0.35$0.37$0.83$1.31$1.78
PutsExpensive2.15×
CallsExpensive2.41×
SkewBearish+7.51 pp
Implied move——
TiltBearish86.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.10125.9%73.5%3.05156.6%38.8%
25Δ7.0898.3%52.0%3.27143.9%34.8%
30Δ6.0570.6%30.5%3.48131.1%30.7%
35Δ5.0343.0%9.0%3.70118.4%26.7%
40Δ3.91105.6%22.6%
45Δ4.1392.9%18.6%
50Δ4.3480.1%14.6%
55Δ4.5667.4%10.5%
60Δ4.7754.7%6.5%
65Δ4.9941.9%2.4%
70Δ5.4754.2%1.9%
75Δ5.9667.7%1.6%
80Δ6.4581.2%1.3%

20Δ

Calls
Pseudo strike
8.10
IV
125.9%
B/E move
73.5%
Puts
Pseudo strike
3.05
IV
156.6%
B/E move
38.8%

25Δ

Calls
Pseudo strike
7.08
IV
98.3%
B/E move
52.0%
Puts
Pseudo strike
3.27
IV
143.9%
B/E move
34.8%

30Δ

Calls
Pseudo strike
6.05
IV
70.6%
B/E move
30.5%
Puts
Pseudo strike
3.48
IV
131.1%
B/E move
30.7%

35Δ

Calls
Pseudo strike
5.03
IV
43.0%
B/E move
9.0%
Puts
Pseudo strike
3.70
IV
118.4%
B/E move
26.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.91
IV
105.6%
B/E move
22.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.13
IV
92.9%
B/E move
18.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.34
IV
80.1%
B/E move
14.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.56
IV
67.4%
B/E move
10.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.77
IV
54.7%
B/E move
6.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.99
IV
41.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.47
IV
54.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.96
IV
67.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.45
IV
81.2%
B/E move
1.3%

Options history

No recorded observations