IntraAlpha
Create free account Start free

Nutrien Ltd NTR

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-10-16T22:44:44.444Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.002044065Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:44:44.079309+00:00

Share price$71.26
1D+1.6%
AH$70.20$70.52$70.85$71.17$71.495:30 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$0.24$1.51$2.79$4.06$5.34$66.10$68.37$70.63$72.90$75.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NTR spot · $71.26NTR PRICE$0.38$0.49$0.59$0.72$0.85$1.01$1.19$1.38$1.60$1.82$2.05$2.30$2.55$0.37$0.48$0.60$0.74$0.91$1.07$1.33$1.58$1.86$2.15$2.76$3.80$4.97
PutsExpensive1.60×
CallsExpensive1.11×
SkewBearish+3.88 pp
Implied moveBearish±$2.52
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.3034.0%4.8%68.6633.1%4.2%
25Δ73.7334.1%4.2%69.2632.0%3.5%
30Δ73.0832.1%3.4%69.7731.0%2.9%
35Δ72.6131.4%2.9%70.2130.7%2.5%
40Δ72.1730.9%2.5%70.6031.0%2.2%
45Δ71.7630.7%2.1%70.9931.2%1.9%
50Δ71.3830.8%1.8%71.4032.2%1.7%
55Δ71.0030.9%1.6%71.8233.1%1.4%
60Δ70.6130.6%1.3%72.2533.6%1.2%
65Δ70.2230.4%1.1%72.7033.7%1.0%
70Δ69.8429.8%0.9%73.4037.2%0.9%
75Δ69.4628.8%0.7%74.4844.2%0.8%
80Δ69.0827.8%0.5%75.7649.7%0.7%

20Δ

Calls
Pseudo strike
74.30
IV
34.0%
B/E move
4.8%
Puts
Pseudo strike
68.66
IV
33.1%
B/E move
4.2%

25Δ

Calls
Pseudo strike
73.73
IV
34.1%
B/E move
4.2%
Puts
Pseudo strike
69.26
IV
32.0%
B/E move
3.5%

30Δ

Calls
Pseudo strike
73.08
IV
32.1%
B/E move
3.4%
Puts
Pseudo strike
69.77
IV
31.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
72.61
IV
31.4%
B/E move
2.9%
Puts
Pseudo strike
70.21
IV
30.7%
B/E move
2.5%

40Δ

Calls
Pseudo strike
72.17
IV
30.9%
B/E move
2.5%
Puts
Pseudo strike
70.60
IV
31.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
71.76
IV
30.7%
B/E move
2.1%
Puts
Pseudo strike
70.99
IV
31.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
71.38
IV
30.8%
B/E move
1.8%
Puts
Pseudo strike
71.40
IV
32.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
71.00
IV
30.9%
B/E move
1.6%
Puts
Pseudo strike
71.82
IV
33.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
70.61
IV
30.6%
B/E move
1.3%
Puts
Pseudo strike
72.25
IV
33.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
70.22
IV
30.4%
B/E move
1.1%
Puts
Pseudo strike
72.70
IV
33.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
69.84
IV
29.8%
B/E move
0.9%
Puts
Pseudo strike
73.40
IV
37.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
69.46
IV
28.8%
B/E move
0.7%
Puts
Pseudo strike
74.48
IV
44.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
69.08
IV
27.8%
B/E move
0.5%
Puts
Pseudo strike
75.76
IV
49.7%
B/E move
0.7%