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CVR Partners, LP UAN

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-11-11T15:59:03.975Z

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

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 · 2026-11-11T15:46:04.943874448Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:59:03.501041+00:00

Share price$113.13
1D+0.3%
$112.53$113.19$113.86$114.52$115.185:30 AM6:30 AM9:00 AM1:00 PMUAN
Sold putSold call

CVR Partners, LP options

Live interpolated UAN call and put midpoint premiums by absolute delta.CVR Partners, LP$0.26$4.80$9.34$13.88$18.42$95.10$104.08$113.05$122.02$130.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UAN spot · $113.13UAN PRICE$0.75$0.93$1.11$1.29$1.56$2.00$2.45$2.89$3.33$3.78$4.22$5.09$6.14$1.29$1.67$2.04$2.41$3.02$3.63$4.25$4.86$6.22$7.62$9.18$12.24$17.11
PutsCheap0.75×
CallsCheap0.64×
SkewBearish+26.93 pp
Implied moveBearish±$6.69
TiltBearish36.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.6439.2%6.4%104.7953.3%8.5%
25Δ118.3636.8%5.4%106.5153.8%7.3%
30Δ117.0934.3%4.5%108.2254.3%6.1%
35Δ115.8231.9%3.5%109.9354.8%5.0%
40Δ114.7330.5%2.8%111.2055.0%4.4%
45Δ113.9831.1%2.5%112.4455.1%3.8%
50Δ113.2331.7%2.2%113.6855.3%3.3%
55Δ112.4832.3%2.0%114.9255.4%2.7%
60Δ111.7232.9%1.7%116.6558.8%2.4%
65Δ110.9733.5%1.4%118.4062.4%2.1%
70Δ110.2234.1%1.2%120.3066.4%1.8%
75Δ109.1034.6%0.9%123.6374.9%1.5%
80Δ107.8435.1%0.8%128.7288.9%1.3%

20Δ

Calls
Pseudo strike
119.64
IV
39.2%
B/E move
6.4%
Puts
Pseudo strike
104.79
IV
53.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
118.36
IV
36.8%
B/E move
5.4%
Puts
Pseudo strike
106.51
IV
53.8%
B/E move
7.3%

30Δ

Calls
Pseudo strike
117.09
IV
34.3%
B/E move
4.5%
Puts
Pseudo strike
108.22
IV
54.3%
B/E move
6.1%

35Δ

Calls
Pseudo strike
115.82
IV
31.9%
B/E move
3.5%
Puts
Pseudo strike
109.93
IV
54.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
114.73
IV
30.5%
B/E move
2.8%
Puts
Pseudo strike
111.20
IV
55.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
113.98
IV
31.1%
B/E move
2.5%
Puts
Pseudo strike
112.44
IV
55.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
113.23
IV
31.7%
B/E move
2.2%
Puts
Pseudo strike
113.68
IV
55.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
112.48
IV
32.3%
B/E move
2.0%
Puts
Pseudo strike
114.92
IV
55.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
111.72
IV
32.9%
B/E move
1.7%
Puts
Pseudo strike
116.65
IV
58.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
110.97
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
118.40
IV
62.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
110.22
IV
34.1%
B/E move
1.2%
Puts
Pseudo strike
120.30
IV
66.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
109.10
IV
34.6%
B/E move
0.9%
Puts
Pseudo strike
123.63
IV
74.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
107.84
IV
35.1%
B/E move
0.8%
Puts
Pseudo strike
128.72
IV
88.9%
B/E move
1.3%

Options history

IV · four-Friday blend45.03%
Daily EOD
UAN40.5%42.9%45.4%2026-10-19: 40.87%2026-10-20: 41.46%2026-10-21: 41.38%2026-10-22: 42.02%2026-10-23: 43.69%2026-10-26: 44.15%2026-10-27: 43.43%2026-10-28: 44.90%2026-10-29: 45.02%2026-10-30: 45.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.87%
41.46%
41.38%
42.02%
43.69%
44.15%
43.43%
44.90%
45.02%
45.03%