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MP Materials Corp MP

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-16T00:14:48.311Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:47.593721+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$0.58$3.35$6.12$8.88$11.65$30.72$37.30$43.88$50.46$57.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MP spot · $41.50MP PRICE$0.88$1.17$1.49$1.80$2.15$2.62$3.09$3.56$4.03$4.47$4.90$5.33$5.76$1.03$1.41$1.79$2.17$2.66$3.31$3.97$4.62$5.27$6.29$7.38$8.48$10.85
PutsExpensive1.11×
CallsExpensive1.21×
SkewBearish+1.14 pp
Implied moveBearish±$7.05
TiltBearish17.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.8566.0%24.7%36.0959.5%15.5%
25Δ49.0865.6%21.1%37.1860.2%13.8%
30Δ47.6065.0%18.3%38.2760.8%12.1%
35Δ46.1364.3%15.5%39.3561.5%10.4%
40Δ44.7463.9%13.0%40.4462.1%8.9%
45Δ43.6664.2%11.5%41.5362.7%7.9%
50Δ42.5764.4%10.0%42.6263.3%6.9%
55Δ41.4964.7%8.5%43.7063.9%5.8%
60Δ40.4064.9%7.1%44.7964.5%4.8%
65Δ39.4862.5%5.9%46.1564.7%3.9%
70Δ38.6758.5%5.0%47.5764.9%3.2%
75Δ37.8554.5%4.0%49.0065.0%2.4%
80Δ37.0350.5%3.1%51.6470.5%1.7%

20Δ

Calls
Pseudo strike
50.85
IV
66.0%
B/E move
24.7%
Puts
Pseudo strike
36.09
IV
59.5%
B/E move
15.5%

25Δ

Calls
Pseudo strike
49.08
IV
65.6%
B/E move
21.1%
Puts
Pseudo strike
37.18
IV
60.2%
B/E move
13.8%

30Δ

Calls
Pseudo strike
47.60
IV
65.0%
B/E move
18.3%
Puts
Pseudo strike
38.27
IV
60.8%
B/E move
12.1%

35Δ

Calls
Pseudo strike
46.13
IV
64.3%
B/E move
15.5%
Puts
Pseudo strike
39.35
IV
61.5%
B/E move
10.4%

40Δ

Calls
Pseudo strike
44.74
IV
63.9%
B/E move
13.0%
Puts
Pseudo strike
40.44
IV
62.1%
B/E move
8.9%

45Δ

Calls
Pseudo strike
43.66
IV
64.2%
B/E move
11.5%
Puts
Pseudo strike
41.53
IV
62.7%
B/E move
7.9%

50Δ

Calls
Pseudo strike
42.57
IV
64.4%
B/E move
10.0%
Puts
Pseudo strike
42.62
IV
63.3%
B/E move
6.9%

55Δ

Calls
Pseudo strike
41.49
IV
64.7%
B/E move
8.5%
Puts
Pseudo strike
43.70
IV
63.9%
B/E move
5.8%

60Δ

Calls
Pseudo strike
40.40
IV
64.9%
B/E move
7.1%
Puts
Pseudo strike
44.79
IV
64.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
39.48
IV
62.5%
B/E move
5.9%
Puts
Pseudo strike
46.15
IV
64.7%
B/E move
3.9%

70Δ

Calls
Pseudo strike
38.67
IV
58.5%
B/E move
5.0%
Puts
Pseudo strike
47.57
IV
64.9%
B/E move
3.2%

75Δ

Calls
Pseudo strike
37.85
IV
54.5%
B/E move
4.0%
Puts
Pseudo strike
49.00
IV
65.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
37.03
IV
50.5%
B/E move
3.1%
Puts
Pseudo strike
51.64
IV
70.5%
B/E move
1.7%