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CVR Partners LP UAN

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-10-22T16:11:36.989Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:19:51.772475349Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:01:55.744375+00:00

Share price$125.22
1D-0.8%
$125.05$125.67$126.28$126.89$127.515:30 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$0.63$9.85$19.07$28.29$37.50$101.15$112.58$124.01$135.44$146.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UAN spot · $125.22UAN PRICE$1.63$1.83$2.39$2.98$3.60$4.39$5.18$6.08$7.40$8.73$10.36$12.15$14.36$2.25$2.89$3.72$4.56$5.70$6.84$7.98$9.12$10.98$13.28$16.83$23.45$34.85
PutsExpensive1.13×
CallsCheap0.84×
SkewBearish+14.77 pp
Implied moveBearish±$13.15
TiltBearish27.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ140.3543.5%13.4%111.8853.0%12.5%
25Δ135.5136.8%9.7%115.1950.9%10.3%
30Δ133.3836.6%8.4%117.6650.7%9.0%
35Δ131.5837.2%7.5%120.1250.5%7.7%
40Δ129.7937.8%6.5%122.3750.3%6.8%
45Δ128.0738.3%5.8%124.6350.2%5.9%
50Δ126.3638.7%5.0%126.8950.1%5.0%
55Δ124.5939.5%4.4%129.1550.0%4.1%
60Δ122.6441.2%3.9%131.8351.5%3.5%
65Δ120.6942.9%3.4%134.7854.0%3.0%
70Δ118.4344.4%2.9%138.8858.3%2.5%
75Δ116.0145.7%2.3%145.8468.5%2.3%
80Δ113.2047.0%1.9%157.6083.7%2.0%

20Δ

Calls
Pseudo strike
140.35
IV
43.5%
B/E move
13.4%
Puts
Pseudo strike
111.88
IV
53.0%
B/E move
12.5%

25Δ

Calls
Pseudo strike
135.51
IV
36.8%
B/E move
9.7%
Puts
Pseudo strike
115.19
IV
50.9%
B/E move
10.3%

30Δ

Calls
Pseudo strike
133.38
IV
36.6%
B/E move
8.4%
Puts
Pseudo strike
117.66
IV
50.7%
B/E move
9.0%

35Δ

Calls
Pseudo strike
131.58
IV
37.2%
B/E move
7.5%
Puts
Pseudo strike
120.12
IV
50.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
129.79
IV
37.8%
B/E move
6.5%
Puts
Pseudo strike
122.37
IV
50.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
128.07
IV
38.3%
B/E move
5.8%
Puts
Pseudo strike
124.63
IV
50.2%
B/E move
5.9%

50Δ

Calls
Pseudo strike
126.36
IV
38.7%
B/E move
5.0%
Puts
Pseudo strike
126.89
IV
50.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
124.59
IV
39.5%
B/E move
4.4%
Puts
Pseudo strike
129.15
IV
50.0%
B/E move
4.1%

60Δ

Calls
Pseudo strike
122.64
IV
41.2%
B/E move
3.9%
Puts
Pseudo strike
131.83
IV
51.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
120.69
IV
42.9%
B/E move
3.4%
Puts
Pseudo strike
134.78
IV
54.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
118.43
IV
44.4%
B/E move
2.9%
Puts
Pseudo strike
138.88
IV
58.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
116.01
IV
45.7%
B/E move
2.3%
Puts
Pseudo strike
145.84
IV
68.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
113.20
IV
47.0%
B/E move
1.9%
Puts
Pseudo strike
157.60
IV
83.7%
B/E move
2.0%

Options history

No recorded observations