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Nutrien Ltd. Common Shares NTR

i

Market datapartial · fetched 2026-11-07T06:12:13.388Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.002735603Z

FundamentalsAlpha Vantage · unavailable

Share price$71.48
1D+0.2%
AH$71.07$71.46$71.86$72.25$72.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNTR
Sold putSold callAH

Nutrien Ltd. Common Shares options

Live interpolated NTR call and put midpoint premiums by absolute delta.Nutrien Ltd. Common Shares$0.29$1.18$2.06$2.94$3.83$65.39$68.33$71.28$74.23$77.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NTR spot · $71.48NTR PRICE$0.39$0.49$0.60$0.75$0.96$1.17$1.33$1.48$1.74$2.11$2.43$2.71$0.47$0.59$0.75$0.91$1.09$1.28$1.51$1.76$2.10$2.44$2.76$3.11$3.57
PutsCheap0.79×
Calls——
Skew——
Implied moveBearish±$2.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.7038.8%5.0%68.2744.3%5.1%
25Δ73.9236.7%4.1%69.0642.1%4.2%
30Δ73.3535.4%3.5%69.6441.5%3.6%
35Δ72.8535.3%3.0%70.1840.9%3.1%
40Δ72.4536.9%2.7%70.6840.2%2.6%
45Δ72.0638.6%2.4%71.1639.7%2.2%
50Δ71.6337.4%2.1%71.6239.6%1.9%
55Δ71.2135.7%1.7%72.0839.7%1.6%
60Δ70.7535.9%1.4%72.5940.6%1.4%
65Δ70.2637.9%1.2%73.1041.1%1.1%
70Δ69.7938.3%1.0%73.5940.2%0.9%
75Δ69.3536.9%0.8%74.1139.4%0.7%
80Δ74.7138.9%0.5%

20Δ

Calls
Pseudo strike
74.70
IV
38.8%
B/E move
5.0%
Puts
Pseudo strike
68.27
IV
44.3%
B/E move
5.1%

25Δ

Calls
Pseudo strike
73.92
IV
36.7%
B/E move
4.1%
Puts
Pseudo strike
69.06
IV
42.1%
B/E move
4.2%

30Δ

Calls
Pseudo strike
73.35
IV
35.4%
B/E move
3.5%
Puts
Pseudo strike
69.64
IV
41.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
72.85
IV
35.3%
B/E move
3.0%
Puts
Pseudo strike
70.18
IV
40.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
72.45
IV
36.9%
B/E move
2.7%
Puts
Pseudo strike
70.68
IV
40.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
72.06
IV
38.6%
B/E move
2.4%
Puts
Pseudo strike
71.16
IV
39.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
71.63
IV
37.4%
B/E move
2.1%
Puts
Pseudo strike
71.62
IV
39.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
71.21
IV
35.7%
B/E move
1.7%
Puts
Pseudo strike
72.08
IV
39.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
70.75
IV
35.9%
B/E move
1.4%
Puts
Pseudo strike
72.59
IV
40.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
70.26
IV
37.9%
B/E move
1.2%
Puts
Pseudo strike
73.10
IV
41.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
69.79
IV
38.3%
B/E move
1.0%
Puts
Pseudo strike
73.59
IV
40.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
69.35
IV
36.9%
B/E move
0.8%
Puts
Pseudo strike
74.11
IV
39.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.71
IV
38.9%
B/E move
0.5%

Options history

IV · four-Friday blend42.14%
Daily close
NTR24.0%34.3%44.7%2026-08-10: 28.35%2026-08-11: 28.79%2026-08-12: 31.85%2026-08-13: 30.04%2026-08-14: 25.41%2026-08-17: 28.06%2026-08-18: 28.28%2026-08-19: 27.94%2026-08-20: 33.70%2026-08-21: 28.15%2026-08-24: 31.08%2026-08-25: 29.93%2026-08-26: 29.33%2026-08-27: 30.92%2026-08-28: 27.91%2026-08-31: 28.71%2026-09-01: 30.46%2026-09-02: 31.09%2026-09-03: 32.72%2026-09-04: 30.40%2026-09-08: 35.60%2026-09-09: 35.45%2026-09-10: 33.17%2026-09-11: 31.44%2026-09-14: 34.60%2026-09-15: 34.24%2026-09-16: 34.27%2026-09-17: 35.20%2026-09-18: 30.61%2026-09-21: 37.59%2026-09-22: 35.93%2026-09-23: 36.71%2026-09-24: 33.88%2026-09-25: 32.91%2026-09-28: 35.08%2026-09-29: 33.70%2026-09-30: 35.70%2026-10-01: 34.79%2026-10-02: 31.43%2026-10-05: 32.67%2026-10-06: 32.53%2026-10-07: 32.52%2026-10-08: 33.01%2026-10-09: 32.93%2026-10-12: 35.55%2026-10-13: 35.03%2026-10-14: 36.29%2026-10-15: 38.72%2026-10-16: 34.37%2026-10-19: 35.34%2026-10-20: 35.58%2026-10-21: 37.26%2026-10-22: 38.39%2026-10-23: 37.12%2026-10-26: 40.01%2026-10-27: 40.48%2026-10-28: 42.32%2026-10-29: 43.26%2026-10-30: 42.14%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.35%
28.79%
31.85%
30.04%
25.41%
28.06%
28.28%
27.94%
33.70%
28.15%
31.08%
29.93%
29.33%
30.92%
27.91%
28.71%
30.46%
31.09%
32.72%
30.40%
35.60%
35.45%
33.17%
31.44%
34.60%
34.24%
34.27%
35.20%
30.61%
37.59%
35.93%
36.71%
33.88%
32.91%
35.08%
33.70%
35.70%
34.79%
31.43%
32.67%
32.53%
32.52%
33.01%
32.93%
35.55%
35.03%
36.29%
38.72%
34.37%
35.34%
35.58%
37.26%
38.39%
37.12%
40.01%
40.48%
42.32%
43.26%
42.14%