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Nutrien Ltd NTR

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-10-15T20:36:17.589Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002161924Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:14.098609+00:00

Share price$69.58
1D+0.8%
AH$68.93$69.20$69.47$69.74$70.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTR
Sold putSold callAH

Nutrien Ltd options

Live interpolated NTR call and put midpoint premiums by absolute delta.Nutrien Ltd$0.08$1.00$1.91$2.83$3.74$67.11$68.34$69.57$70.80$72.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $69.58OPTION PRICELive NTR spot · $69.58NTR PRICE$0.18$0.25$0.31$0.38$0.45$0.61$0.78$0.95$1.13$1.34$1.58$1.82$3.48$0.25$0.32$0.38$0.43$0.55$0.68$0.82$0.95$1.14$1.39$1.63$1.87$2.12
PutsExpensive1.47×
CallsExpensive2.00×
SkewBearish+0.57 pp
Implied moveBearish±$1.60
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.9844.4%2.3%67.8558.5%2.8%
25Δ70.7444.2%2.0%68.1559.0%2.5%
30Δ70.5044.0%1.8%68.5254.5%2.1%
35Δ70.2543.8%1.5%68.8950.1%1.6%
40Δ70.0143.6%1.3%69.1749.8%1.4%
45Δ69.7747.0%1.2%69.4051.3%1.2%
50Δ69.5450.5%1.1%69.6452.8%1.1%
55Δ69.3054.1%1.0%69.8854.3%0.9%
60Δ69.0757.7%0.9%70.1656.0%0.8%
65Δ68.7759.5%0.8%70.4858.0%0.7%
70Δ68.4460.5%0.6%70.8160.0%0.6%
75Δ68.1161.6%0.5%71.1360.2%0.5%
80Δ66.54104.1%0.6%71.4658.0%0.3%

20Δ

Calls
Pseudo strike
70.98
IV
44.4%
B/E move
2.3%
Puts
Pseudo strike
67.85
IV
58.5%
B/E move
2.8%

25Δ

Calls
Pseudo strike
70.74
IV
44.2%
B/E move
2.0%
Puts
Pseudo strike
68.15
IV
59.0%
B/E move
2.5%

30Δ

Calls
Pseudo strike
70.50
IV
44.0%
B/E move
1.8%
Puts
Pseudo strike
68.52
IV
54.5%
B/E move
2.1%

35Δ

Calls
Pseudo strike
70.25
IV
43.8%
B/E move
1.5%
Puts
Pseudo strike
68.89
IV
50.1%
B/E move
1.6%

40Δ

Calls
Pseudo strike
70.01
IV
43.6%
B/E move
1.3%
Puts
Pseudo strike
69.17
IV
49.8%
B/E move
1.4%

45Δ

Calls
Pseudo strike
69.77
IV
47.0%
B/E move
1.2%
Puts
Pseudo strike
69.40
IV
51.3%
B/E move
1.2%

50Δ

Calls
Pseudo strike
69.54
IV
50.5%
B/E move
1.1%
Puts
Pseudo strike
69.64
IV
52.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
69.30
IV
54.1%
B/E move
1.0%
Puts
Pseudo strike
69.88
IV
54.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
69.07
IV
57.7%
B/E move
0.9%
Puts
Pseudo strike
70.16
IV
56.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
68.77
IV
59.5%
B/E move
0.8%
Puts
Pseudo strike
70.48
IV
58.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
68.44
IV
60.5%
B/E move
0.6%
Puts
Pseudo strike
70.81
IV
60.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
68.11
IV
61.6%
B/E move
0.5%
Puts
Pseudo strike
71.13
IV
60.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
66.54
IV
104.1%
B/E move
0.6%
Puts
Pseudo strike
71.46
IV
58.0%
B/E move
0.3%