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Compass Minerals International, Inc. CMP

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-03T15:43:49.254Z

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 · 2026-11-03T15:43:24.623609574Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:38:18.713932+00:00

Share price$22.97
1D-0.4%
$22.79$22.86$22.94$23.02$23.095:30 AM6:30 AM9:00 AM1:00 PMCMP
Sold putSold call

Compass Minerals International, Inc. options

Live interpolated CMP call and put midpoint premiums by absolute delta.Compass Minerals International, Inc.$0.33$1.11$1.89$2.68$3.46$19.90$21.81$23.72$25.63$27.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMP spot · $22.97CMP PRICE$0.43$0.60$0.76$0.92$1.09$1.25$1.41$1.58$1.79$2.15$2.51$2.87$3.23$0.42$0.44$0.46$0.49$0.58$0.74$0.89$1.05$1.20$1.36$1.51$1.67$1.83
PutsExpensive1.24×
CallsExpensive2.11×
SkewBullish-31.68 pp
Implied moveBullish±$2.30
TiltBullish24.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.2881.8%20.6%19.1391.9%18.5%
25Δ26.6680.7%18.7%20.0976.2%14.4%
30Δ26.0579.6%16.7%21.0660.5%10.3%
35Δ25.4378.5%14.7%22.0344.8%6.2%
40Δ24.8177.4%12.8%22.6336.9%4.0%
45Δ24.2076.3%10.8%22.8736.4%3.6%
50Δ23.5875.1%8.8%23.1235.8%3.2%
55Δ22.9674.0%6.8%23.3735.3%2.8%
60Δ22.3773.4%5.2%23.6234.8%2.4%
65Δ21.8474.2%4.4%23.8634.2%2.0%
70Δ21.3175.0%3.7%24.1133.7%1.6%
75Δ20.7875.8%3.0%24.3633.1%1.2%
80Δ20.2576.6%2.2%24.6032.6%0.8%

20Δ

Calls
Pseudo strike
27.28
IV
81.8%
B/E move
20.6%
Puts
Pseudo strike
19.13
IV
91.9%
B/E move
18.5%

25Δ

Calls
Pseudo strike
26.66
IV
80.7%
B/E move
18.7%
Puts
Pseudo strike
20.09
IV
76.2%
B/E move
14.4%

30Δ

Calls
Pseudo strike
26.05
IV
79.6%
B/E move
16.7%
Puts
Pseudo strike
21.06
IV
60.5%
B/E move
10.3%

35Δ

Calls
Pseudo strike
25.43
IV
78.5%
B/E move
14.7%
Puts
Pseudo strike
22.03
IV
44.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
24.81
IV
77.4%
B/E move
12.8%
Puts
Pseudo strike
22.63
IV
36.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
24.20
IV
76.3%
B/E move
10.8%
Puts
Pseudo strike
22.87
IV
36.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
23.58
IV
75.1%
B/E move
8.8%
Puts
Pseudo strike
23.12
IV
35.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
22.96
IV
74.0%
B/E move
6.8%
Puts
Pseudo strike
23.37
IV
35.3%
B/E move
2.8%

60Δ

Calls
Pseudo strike
22.37
IV
73.4%
B/E move
5.2%
Puts
Pseudo strike
23.62
IV
34.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
21.84
IV
74.2%
B/E move
4.4%
Puts
Pseudo strike
23.86
IV
34.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
21.31
IV
75.0%
B/E move
3.7%
Puts
Pseudo strike
24.11
IV
33.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
20.78
IV
75.8%
B/E move
3.0%
Puts
Pseudo strike
24.36
IV
33.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
20.25
IV
76.6%
B/E move
2.2%
Puts
Pseudo strike
24.60
IV
32.6%
B/E move
0.8%

Options history

IV · four-Friday blend50.60%
Daily EOD
CMP44.7%48.1%51.5%2026-10-19: 48.55%2026-10-20: 47.72%2026-10-21: 46.37%2026-10-22: 48.84%2026-10-23: 51.03%2026-10-26: 48.10%2026-10-27: 48.59%2026-10-28: 45.14%2026-10-29: 48.26%2026-10-30: 50.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.55%
47.72%
46.37%
48.84%
51.03%
48.10%
48.59%
45.14%
48.26%
50.60%