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MP Materials Corp. MP

i

Market datapartial · fetched 2026-11-09T20:52:51.219Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-09T20:52:51.010274414Z

FundamentalsAlpha Vantage · unavailable

Share price$37.44
1D+4.1%
$35.50$36.17$36.83$37.49$38.165:30 AM6:30 AM9:00 AM1:00 PMMP
Sold putSold call

MP Materials Corp. options

Live interpolated MP call and put midpoint premiums by absolute delta.MP Materials Corp.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.87%
Daily close
MP51.2%65.0%78.8%2026-08-11: 76.06%2026-08-12: 69.59%2026-08-13: 71.87%2026-08-14: 66.64%2026-08-17: 68.32%2026-08-18: 69.78%2026-08-19: 71.41%2026-08-20: 70.32%2026-08-21: 70.96%2026-08-24: 73.05%2026-08-25: 74.18%2026-08-26: 72.61%2026-08-27: 69.66%2026-08-28: 65.07%2026-08-31: 64.21%2026-09-01: 65.82%2026-09-02: 65.02%2026-09-03: 64.98%2026-09-04: 61.79%2026-09-08: 70.97%2026-09-09: 70.29%2026-09-10: 66.92%2026-09-11: 60.56%2026-09-14: 63.68%2026-09-15: 64.62%2026-09-16: 65.84%2026-09-17: 60.06%2026-09-18: 53.51%2026-09-21: 63.11%2026-09-22: 65.19%2026-09-23: 59.15%2026-09-24: 58.42%2026-09-25: 53.60%2026-09-28: 57.62%2026-09-29: 56.39%2026-09-30: 58.11%2026-10-01: 55.89%2026-10-02: 53.81%2026-10-05: 55.46%2026-10-06: 55.84%2026-10-07: 55.28%2026-10-08: 55.35%2026-10-09: 53.15%2026-10-12: 57.21%2026-10-13: 59.27%2026-10-14: 65.13%2026-10-15: 62.43%2026-10-16: 64.47%2026-10-19: 66.92%2026-10-20: 66.00%2026-10-21: 65.28%2026-10-22: 66.48%2026-10-23: 64.11%2026-10-26: 66.67%2026-10-27: 71.98%2026-10-28: 76.95%2026-10-29: 71.29%2026-10-30: 73.87%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
76.06%
69.59%
71.87%
66.64%
68.32%
69.78%
71.41%
70.32%
70.96%
73.05%
74.18%
72.61%
69.66%
65.07%
64.21%
65.82%
65.02%
64.98%
61.79%
70.97%
70.29%
66.92%
60.56%
63.68%
64.62%
65.84%
60.06%
53.51%
63.11%
65.19%
59.15%
58.42%
53.60%
57.62%
56.39%
58.11%
55.89%
53.81%
55.46%
55.84%
55.28%
55.35%
53.15%
57.21%
59.27%
65.13%
62.43%
64.47%
66.92%
66.00%
65.28%
66.48%
64.11%
66.67%
71.98%
76.95%
71.29%
73.87%