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MP Materials Corp MP

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-16T00:58:14.622Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:56:12.45742603Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:58:14.176879+00:00

Share price$41.50
1D+6.6%
AH$38.34$39.27$40.20$41.13$42.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMP
Sold putSold callAH

MP Materials Corp options

Live interpolated MP call and put midpoint premiums by absolute delta.MP Materials Corp$0.05$1.23$2.42$3.61$4.79$37.97$39.59$41.20$42.82$44.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MP spot · $41.50MP PRICE$0.18$0.23$0.30$0.37$0.45$0.53$0.61$0.73$0.87$1.01$1.16$1.32$1.47$0.17$0.23$0.29$0.34$0.41$0.47$0.54$0.62$0.70$0.78$2.17$2.91$4.45
PutsExpensive1.11×
CallsCheap0.61×
SkewBearish+13.46 pp
Implied moveBullish±$1.15
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.9374.4%3.9%40.2567.7%3.4%
25Δ42.6372.8%3.3%40.5066.9%3.0%
30Δ42.3772.5%2.8%40.7466.1%2.5%
35Δ42.1673.2%2.5%40.9865.3%2.1%
40Δ41.9473.5%2.1%41.1763.7%1.8%
45Δ41.7472.8%1.9%41.3562.2%1.5%
50Δ41.5472.0%1.6%41.5260.6%1.2%
55Δ41.3373.4%1.4%41.6859.3%1.0%
60Δ41.1275.3%1.2%41.8457.9%0.9%
65Δ40.9075.6%1.0%42.0056.6%0.7%
70Δ40.6774.1%0.8%43.18128.8%1.2%
75Δ40.4572.6%0.6%43.94152.5%1.1%
80Δ40.2271.1%0.5%45.50220.8%1.1%

20Δ

Calls
Pseudo strike
42.93
IV
74.4%
B/E move
3.9%
Puts
Pseudo strike
40.25
IV
67.7%
B/E move
3.4%

25Δ

Calls
Pseudo strike
42.63
IV
72.8%
B/E move
3.3%
Puts
Pseudo strike
40.50
IV
66.9%
B/E move
3.0%

30Δ

Calls
Pseudo strike
42.37
IV
72.5%
B/E move
2.8%
Puts
Pseudo strike
40.74
IV
66.1%
B/E move
2.5%

35Δ

Calls
Pseudo strike
42.16
IV
73.2%
B/E move
2.5%
Puts
Pseudo strike
40.98
IV
65.3%
B/E move
2.1%

40Δ

Calls
Pseudo strike
41.94
IV
73.5%
B/E move
2.1%
Puts
Pseudo strike
41.17
IV
63.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
41.74
IV
72.8%
B/E move
1.9%
Puts
Pseudo strike
41.35
IV
62.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
41.54
IV
72.0%
B/E move
1.6%
Puts
Pseudo strike
41.52
IV
60.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
41.33
IV
73.4%
B/E move
1.4%
Puts
Pseudo strike
41.68
IV
59.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
41.12
IV
75.3%
B/E move
1.2%
Puts
Pseudo strike
41.84
IV
57.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
40.90
IV
75.6%
B/E move
1.0%
Puts
Pseudo strike
42.00
IV
56.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
40.67
IV
74.1%
B/E move
0.8%
Puts
Pseudo strike
43.18
IV
128.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
40.45
IV
72.6%
B/E move
0.6%
Puts
Pseudo strike
43.94
IV
152.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
40.22
IV
71.1%
B/E move
0.5%
Puts
Pseudo strike
45.50
IV
220.8%
B/E move
1.1%