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Eastman Chemical Company EMN

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Market datapartial · fetched 2026-11-04T04:42:30.715Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share price$65.34
1D-2.4%
AH$65.20$65.66$66.13$66.59$67.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMN
Sold putSold callAH

Eastman Chemical Company options

Live interpolated EMN call and put midpoint premiums by absolute delta.Eastman Chemical Company$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEMN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.37%
Daily close
EMN31.8%34.5%37.2%2026-08-05: 34.91%2026-08-06: 34.44%2026-08-07: 33.53%2026-08-10: 33.49%2026-08-11: 32.48%2026-08-19: 32.32%2026-08-21: 32.16%2026-08-24: 33.17%2026-08-25: 33.08%2026-08-26: 32.45%2026-08-27: 32.36%2026-08-28: 32.50%2026-08-31: 33.22%2026-09-01: 32.88%2026-09-02: 32.67%2026-09-03: 32.74%2026-09-04: 32.86%2026-09-08: 34.65%2026-09-16: 35.88%2026-09-18: 33.53%2026-09-21: 32.85%2026-09-22: 34.14%2026-09-23: 33.67%2026-09-24: 33.31%2026-09-25: 32.55%2026-09-28: 33.37%2026-09-29: 33.19%2026-09-30: 33.23%2026-10-01: 34.01%2026-10-05: 32.73%2026-10-06: 34.59%2026-10-16: 35.99%2026-10-19: 36.13%2026-10-20: 36.06%2026-10-21: 35.46%2026-10-22: 35.59%2026-10-23: 35.67%2026-10-26: 36.01%2026-10-27: 35.63%2026-10-28: 35.41%2026-10-29: 36.79%2026-10-30: 32.37%Aug 5Sep 21Oct 30
42 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.91%
34.44%
33.53%
33.49%
32.48%
32.32%
32.16%
33.17%
33.08%
32.45%
32.36%
32.50%
33.22%
32.88%
32.67%
32.74%
32.86%
34.65%
35.88%
33.53%
32.85%
34.14%
33.67%
33.31%
32.55%
33.37%
33.19%
33.23%
34.01%
32.73%
34.59%
35.99%
36.13%
36.06%
35.46%
35.59%
35.67%
36.01%
35.63%
35.41%
36.79%
32.37%