IntraAlpha
Create free account Start free

Sociedad Quimica y Minera de Chile SA ADR B SQM

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-15T20:37:18.140Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.000983991Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:17.801706+00:00

Share price$60.47
1D-0.5%
AH$60.22$60.47$60.72$60.97$61.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSQM
Sold putSold callAH

Sociedad Quimica y Minera de Chile SA ADR B options

Live interpolated SQM call and put midpoint premiums by absolute delta.Sociedad Quimica y Minera de Chile SA ADR B$0.16$1.03$1.89$2.76$3.63$58.68$59.89$61.09$62.30$63.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $60.47OPTION PRICELive SQM spot · $60.47SQM PRICE$0.25$0.37$0.50$0.62$0.74$0.86$0.99$1.11$1.33$1.84$2.35$2.87$3.38$0.38$0.41$0.44$0.48$0.51$0.54$0.57$0.60$0.63$0.66$0.69$0.72$0.75
PutsCheap0.60×
CallsExpensive2.90×
SkewBullish-56.85 pp
Implied moveBullish±$1.55
TiltBullish39.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.4370.8%3.7%57.66110.2%5.3%
25Δ62.1271.3%3.3%58.2896.0%4.3%
30Δ61.8071.9%3.0%58.9081.9%3.3%
35Δ61.4972.4%2.7%59.5167.8%2.4%
40Δ61.1872.9%2.4%60.1353.6%1.4%
45Δ60.8673.5%2.1%60.7539.5%0.4%
50Δ60.5574.0%1.8%61.3725.4%0.6%
55Δ60.2474.6%1.4%61.9911.2%1.5%
60Δ59.8577.5%1.2%62.61-2.9%2.5%
65Δ59.2787.5%1.1%63.23-17.0%3.5%
70Δ58.6997.5%0.9%63.85-31.1%4.4%
75Δ58.11107.5%0.8%64.47-45.3%5.4%
80Δ57.52117.5%0.7%65.08-59.4%6.4%

20Δ

Calls
Pseudo strike
62.43
IV
70.8%
B/E move
3.7%
Puts
Pseudo strike
57.66
IV
110.2%
B/E move
5.3%

25Δ

Calls
Pseudo strike
62.12
IV
71.3%
B/E move
3.3%
Puts
Pseudo strike
58.28
IV
96.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
61.80
IV
71.9%
B/E move
3.0%
Puts
Pseudo strike
58.90
IV
81.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
61.49
IV
72.4%
B/E move
2.7%
Puts
Pseudo strike
59.51
IV
67.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
61.18
IV
72.9%
B/E move
2.4%
Puts
Pseudo strike
60.13
IV
53.6%
B/E move
1.4%

45Δ

Calls
Pseudo strike
60.86
IV
73.5%
B/E move
2.1%
Puts
Pseudo strike
60.75
IV
39.5%
B/E move
0.4%

50Δ

Calls
Pseudo strike
60.55
IV
74.0%
B/E move
1.8%
Puts
Pseudo strike
61.37
IV
25.4%
B/E move
0.6%

55Δ

Calls
Pseudo strike
60.24
IV
74.6%
B/E move
1.4%
Puts
Pseudo strike
61.99
IV
11.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
59.85
IV
77.5%
B/E move
1.2%
Puts
Pseudo strike
62.61
IV
-2.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
59.27
IV
87.5%
B/E move
1.1%
Puts
Pseudo strike
63.23
IV
-17.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
58.69
IV
97.5%
B/E move
0.9%
Puts
Pseudo strike
63.85
IV
-31.1%
B/E move
4.4%

75Δ

Calls
Pseudo strike
58.11
IV
107.5%
B/E move
0.8%
Puts
Pseudo strike
64.47
IV
-45.3%
B/E move
5.4%

80Δ

Calls
Pseudo strike
57.52
IV
117.5%
B/E move
0.7%
Puts
Pseudo strike
65.08
IV
-59.4%
B/E move
6.4%