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CF Industries Holding, Inc. CF

BASIC MATERIALS · AGRICULTURAL INPUTS
i

Market dataready · fetched 2026-11-03T15:44:56.014Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T15:44:40.163592536Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:44:54.500377+00:00

Share price$118.82
1D+0.3%
$117.22$117.77$118.31$118.86$119.415:30 AM6:30 AM9:00 AM1:00 PMCF
Sold putSold call

CF Industries Holding, Inc. options

Live interpolated CF call and put midpoint premiums by absolute delta.CF Industries Holding, Inc.$0.68$3.28$5.88$8.48$11.09$107.19$112.93$118.68$124.43$130.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CF spot · $118.82CF PRICE$0.96$1.28$1.61$2.00$2.39$2.94$3.46$3.92$4.80$5.34$6.01$6.35$7.17$1.07$1.47$1.76$2.20$2.65$3.13$3.66$4.30$4.94$5.76$6.71$8.76$10.34
PutsExpensive1.65×
CallsExpensive2.56×
SkewBearish+2.49 pp
Implied moveBearish±$7.12
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.9682.7%7.7%111.6885.5%6.9%
25Δ125.4183.0%6.6%112.9988.0%6.1%
30Δ123.9081.6%5.6%114.6182.4%5.0%
35Δ122.6782.1%4.9%115.7982.9%4.4%
40Δ121.4181.0%4.2%116.9582.7%3.8%
45Δ120.3584.0%3.8%118.0882.0%3.3%
50Δ119.2184.4%3.2%119.1881.2%2.8%
55Δ118.0882.1%2.7%120.2981.6%2.4%
60Δ116.8787.3%2.4%121.4280.9%2.0%
65Δ115.7484.2%1.9%122.6381.5%1.6%
70Δ114.6382.6%1.5%123.9482.3%1.3%
75Δ113.7675.5%1.1%126.2092.2%1.2%
80Δ112.6173.6%0.8%128.1193.5%0.9%

20Δ

Calls
Pseudo strike
126.96
IV
82.7%
B/E move
7.7%
Puts
Pseudo strike
111.68
IV
85.5%
B/E move
6.9%

25Δ

Calls
Pseudo strike
125.41
IV
83.0%
B/E move
6.6%
Puts
Pseudo strike
112.99
IV
88.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
123.90
IV
81.6%
B/E move
5.6%
Puts
Pseudo strike
114.61
IV
82.4%
B/E move
5.0%

35Δ

Calls
Pseudo strike
122.67
IV
82.1%
B/E move
4.9%
Puts
Pseudo strike
115.79
IV
82.9%
B/E move
4.4%

40Δ

Calls
Pseudo strike
121.41
IV
81.0%
B/E move
4.2%
Puts
Pseudo strike
116.95
IV
82.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
120.35
IV
84.0%
B/E move
3.8%
Puts
Pseudo strike
118.08
IV
82.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
119.21
IV
84.4%
B/E move
3.2%
Puts
Pseudo strike
119.18
IV
81.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
118.08
IV
82.1%
B/E move
2.7%
Puts
Pseudo strike
120.29
IV
81.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
116.87
IV
87.3%
B/E move
2.4%
Puts
Pseudo strike
121.42
IV
80.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
115.74
IV
84.2%
B/E move
1.9%
Puts
Pseudo strike
122.63
IV
81.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
114.63
IV
82.6%
B/E move
1.5%
Puts
Pseudo strike
123.94
IV
82.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
113.76
IV
75.5%
B/E move
1.1%
Puts
Pseudo strike
126.20
IV
92.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
112.61
IV
73.6%
B/E move
0.8%
Puts
Pseudo strike
128.11
IV
93.5%
B/E move
0.9%

Options history

IV · four-Friday blend52.61%
Daily close
CF33.3%48.7%64.0%2026-08-05: 61.93%2026-08-06: 49.69%2026-08-07: 39.86%2026-08-10: 41.44%2026-08-11: 39.58%2026-08-12: 40.71%2026-08-13: 39.99%2026-08-14: 35.42%2026-08-17: 36.52%2026-08-18: 39.08%2026-08-19: 37.78%2026-08-20: 42.52%2026-08-21: 38.73%2026-08-24: 42.50%2026-08-25: 40.21%2026-08-26: 43.31%2026-08-27: 43.86%2026-08-28: 39.51%2026-08-31: 41.34%2026-09-01: 47.46%2026-09-02: 48.86%2026-09-03: 44.40%2026-09-04: 43.16%2026-09-08: 49.47%2026-09-09: 48.95%2026-09-10: 48.21%2026-09-11: 44.31%2026-09-14: 47.20%2026-09-15: 48.38%2026-09-16: 48.86%2026-09-17: 46.61%2026-09-18: 43.03%2026-09-21: 46.26%2026-09-22: 46.97%2026-09-23: 46.10%2026-09-24: 46.82%2026-09-25: 40.73%2026-09-28: 44.06%2026-09-29: 44.34%2026-09-30: 44.28%2026-10-01: 44.02%2026-10-02: 41.48%2026-10-05: 42.34%2026-10-06: 40.76%2026-10-07: 40.41%2026-10-08: 43.04%2026-10-09: 41.69%2026-10-12: 43.27%2026-10-13: 45.55%2026-10-14: 47.31%2026-10-15: 47.37%2026-10-16: 44.67%2026-10-19: 45.00%2026-10-20: 46.43%2026-10-21: 46.33%2026-10-22: 47.55%2026-10-23: 48.15%2026-10-26: 50.78%2026-10-27: 50.61%2026-10-28: 50.33%2026-10-29: 52.46%2026-10-30: 52.61%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
61.93%
49.69%
39.86%
41.44%
39.58%
40.71%
39.99%
35.42%
36.52%
39.08%
37.78%
42.52%
38.73%
42.50%
40.21%
43.31%
43.86%
39.51%
41.34%
47.46%
48.86%
44.40%
43.16%
49.47%
48.95%
48.21%
44.31%
47.20%
48.38%
48.86%
46.61%
43.03%
46.26%
46.97%
46.10%
46.82%
40.73%
44.06%
44.34%
44.28%
44.02%
41.48%
42.34%
40.76%
40.41%
43.04%
41.69%
43.27%
45.55%
47.31%
47.37%
44.67%
45.00%
46.43%
46.33%
47.55%
48.15%
50.78%
50.61%
50.33%
52.46%
52.61%