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MP Materials Corp MP

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-20T14:17:18.617Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:17:15.867010204Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T14:11:20.461142+00:00

Share price$39.31
1D+2.3%
$37.90$38.27$38.63$39.00$39.365:30 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$0.01$2.38$4.74$7.11$9.48$35.23$37.15$39.06$40.98$42.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MP spot · $39.31MP PRICE$0.26$0.86$0.45$0.55$0.65$0.81$0.95$1.09$1.26$1.45$1.68$1.94$2.27$0.30$0.40$0.50$0.63$0.76$0.90$1.06$1.24$1.44$1.75$2.47$5.00$8.79
PutsExpensive1.82×
CallsExpensive1.85×
SkewBearish+13.40 pp
Implied moveBearish±$2.01
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.5168.3%6.3%37.2573.4%6.0%
25Δ44.80175.2%16.2%37.6972.6%5.1%
30Δ40.7269.0%4.7%38.0871.6%4.4%
35Δ40.3567.7%4.0%38.4371.7%3.8%
40Δ40.0066.7%3.4%38.7671.4%3.3%
45Δ39.7068.6%3.1%39.0971.2%2.9%
50Δ39.4069.6%2.7%39.4071.2%2.4%
55Δ39.0968.5%2.2%39.7371.2%2.1%
60Δ38.7868.3%1.9%40.0671.7%1.8%
65Δ38.4768.5%1.5%40.4675.0%1.5%
70Δ38.1368.8%1.3%41.1892.1%1.5%
75Δ37.7669.1%1.0%43.57151.7%1.9%
80Δ37.3470.3%0.8%47.34207.9%1.9%

20Δ

Calls
Pseudo strike
41.51
IV
68.3%
B/E move
6.3%
Puts
Pseudo strike
37.25
IV
73.4%
B/E move
6.0%

25Δ

Calls
Pseudo strike
44.80
IV
175.2%
B/E move
16.2%
Puts
Pseudo strike
37.69
IV
72.6%
B/E move
5.1%

30Δ

Calls
Pseudo strike
40.72
IV
69.0%
B/E move
4.7%
Puts
Pseudo strike
38.08
IV
71.6%
B/E move
4.4%

35Δ

Calls
Pseudo strike
40.35
IV
67.7%
B/E move
4.0%
Puts
Pseudo strike
38.43
IV
71.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
40.00
IV
66.7%
B/E move
3.4%
Puts
Pseudo strike
38.76
IV
71.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
39.70
IV
68.6%
B/E move
3.1%
Puts
Pseudo strike
39.09
IV
71.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
39.40
IV
69.6%
B/E move
2.7%
Puts
Pseudo strike
39.40
IV
71.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
39.09
IV
68.5%
B/E move
2.2%
Puts
Pseudo strike
39.73
IV
71.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
38.78
IV
68.3%
B/E move
1.9%
Puts
Pseudo strike
40.06
IV
71.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
38.47
IV
68.5%
B/E move
1.5%
Puts
Pseudo strike
40.46
IV
75.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
38.13
IV
68.8%
B/E move
1.3%
Puts
Pseudo strike
41.18
IV
92.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
37.76
IV
69.1%
B/E move
1.0%
Puts
Pseudo strike
43.57
IV
151.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
37.34
IV
70.3%
B/E move
0.8%
Puts
Pseudo strike
47.34
IV
207.9%
B/E move
1.9%

Options history

MP64.2065.0265.852026-10-19T19:55:18.719000+00:00: 64.31%2026-10-20T13:31:38.419000+00:00: 64.97%2026-10-20T13:49:34.922000+00:00: 65.44%2026-10-20T13:58:37.389000+00:00: 65.73%2026-10-20T14:07:33.749000+00:00: 65.34%Oct 19Oct 20
Table
ObservationIVSkewImplied move
64.31%-5.23 pp15.35%
64.97%-1.82 pp15.33%
65.44%-3.07 pp15.44%
65.73%-1.23 pp15.51%
65.34%-2.46 pp15.41%