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Element Solutions Inc. ESI

i

Market datapartial · fetched 2026-11-05T21:58:44.201Z

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

PriceAlpaca · sip · 2026-11-05T21:10:00.002282306Z

FundamentalsAlpha Vantage · unavailable

Share price$30.76
1D-5.6%
AH$30.52$31.09$31.65$32.22$32.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESI
Sold putSold callAH

Element Solutions Inc. options

Live interpolated ESI call and put midpoint premiums by absolute delta.Element Solutions Inc.$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 PRICEESI 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 blend46.02%
Daily close
ESI37.6%57.3%76.9%2026-08-07: 52.10%2026-08-10: 54.08%2026-08-11: 49.01%2026-08-12: 49.59%2026-08-13: 51.52%2026-08-14: 53.52%2026-08-17: 48.17%2026-08-18: 50.43%2026-08-19: 59.67%2026-08-20: 74.21%2026-08-21: 47.13%2026-08-24: 48.29%2026-08-25: 45.30%2026-08-26: 46.05%2026-08-27: 46.69%2026-08-28: 47.63%2026-08-31: 42.91%2026-09-01: 45.29%2026-09-02: 43.90%2026-09-03: 43.81%2026-09-04: 47.60%2026-09-08: 43.14%2026-09-09: 48.31%2026-09-10: 44.46%2026-09-11: 51.16%2026-09-14: 50.77%2026-09-15: 56.67%2026-09-16: 66.19%2026-09-17: 58.67%2026-09-18: 43.14%2026-09-21: 45.95%2026-09-22: 45.37%2026-09-23: 45.14%2026-09-24: 43.62%2026-09-25: 41.83%2026-09-28: 45.67%2026-09-29: 44.36%2026-09-30: 44.19%2026-10-01: 42.44%2026-10-02: 40.34%2026-10-05: 44.19%2026-10-06: 42.83%2026-10-07: 41.49%2026-10-08: 44.51%2026-10-09: 41.63%2026-10-12: 49.20%2026-10-13: 50.55%2026-10-14: 60.79%2026-10-15: 60.29%2026-10-16: 44.92%2026-10-19: 46.58%2026-10-20: 43.81%2026-10-21: 46.67%2026-10-22: 46.03%2026-10-23: 44.37%2026-10-26: 43.01%2026-10-27: 43.86%2026-10-28: 42.37%2026-10-29: 41.35%2026-10-30: 46.02%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
52.10%
54.08%
49.01%
49.59%
51.52%
53.52%
48.17%
50.43%
59.67%
74.21%
47.13%
48.29%
45.30%
46.05%
46.69%
47.63%
42.91%
45.29%
43.90%
43.81%
47.60%
43.14%
48.31%
44.46%
51.16%
50.77%
56.67%
66.19%
58.67%
43.14%
45.95%
45.37%
45.14%
43.62%
41.83%
45.67%
44.36%
44.19%
42.44%
40.34%
44.19%
42.83%
41.49%
44.51%
41.63%
49.20%
50.55%
60.79%
60.29%
44.92%
46.58%
43.81%
46.67%
46.03%
44.37%
43.01%
43.86%
42.37%
41.35%
46.02%