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Sociedad Quimica y Minera de Chile SA SQM

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Market datapartial · fetched 2026-11-07T06:34:54.630Z

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 · 2026-11-07T00:00:00.001442874Z

FundamentalsAlpha Vantage · unavailable

Share price$57.52
1D-1.1%
AH$57.18$57.46$57.74$58.02$58.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSQM
Sold putSold callAH

Sociedad Quimica y Minera de Chile SA options

Live interpolated SQM call and put midpoint premiums by absolute delta.Sociedad Quimica y Minera de Chile SA$0.53$2.19$3.86$5.53$7.19$49.94$53.44$56.94$60.44$63.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SQM spot · $57.52SQM PRICE$0.85$1.07$1.28$1.57$1.88$2.19$2.62$3.21$3.80$4.38$4.97$5.55$0.71$0.97$1.24$1.54$1.86$2.18$2.63$3.20$3.77$4.35$4.95$5.54$6.71
PutsExpensive1.22×
Calls——
Skew——
Implied moveBearish±$4.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.1552.8%8.8%
25Δ62.1655.0%9.5%53.9853.8%7.8%
30Δ61.1753.9%8.2%54.8054.8%6.9%
35Δ60.1852.9%6.9%55.5955.0%6.0%
40Δ59.3952.8%6.0%56.3755.0%5.2%
45Δ58.6553.0%5.2%57.1554.9%4.4%
50Δ57.9053.1%4.5%57.9655.8%3.8%
55Δ57.1154.5%3.8%58.8157.3%3.3%
60Δ56.2757.2%3.4%59.6558.9%2.8%
65Δ55.4360.0%3.0%60.5158.8%2.4%
70Δ54.5760.8%2.5%61.3957.7%1.9%
75Δ53.6959.5%2.0%62.2756.5%1.4%
80Δ52.8058.2%1.4%63.6558.1%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.15
IV
52.8%
B/E move
8.8%

25Δ

Calls
Pseudo strike
62.16
IV
55.0%
B/E move
9.5%
Puts
Pseudo strike
53.98
IV
53.8%
B/E move
7.8%

30Δ

Calls
Pseudo strike
61.17
IV
53.9%
B/E move
8.2%
Puts
Pseudo strike
54.80
IV
54.8%
B/E move
6.9%

35Δ

Calls
Pseudo strike
60.18
IV
52.9%
B/E move
6.9%
Puts
Pseudo strike
55.59
IV
55.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
59.39
IV
52.8%
B/E move
6.0%
Puts
Pseudo strike
56.37
IV
55.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
58.65
IV
53.0%
B/E move
5.2%
Puts
Pseudo strike
57.15
IV
54.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
57.90
IV
53.1%
B/E move
4.5%
Puts
Pseudo strike
57.96
IV
55.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
57.11
IV
54.5%
B/E move
3.8%
Puts
Pseudo strike
58.81
IV
57.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
56.27
IV
57.2%
B/E move
3.4%
Puts
Pseudo strike
59.65
IV
58.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
55.43
IV
60.0%
B/E move
3.0%
Puts
Pseudo strike
60.51
IV
58.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
54.57
IV
60.8%
B/E move
2.5%
Puts
Pseudo strike
61.39
IV
57.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
53.69
IV
59.5%
B/E move
2.0%
Puts
Pseudo strike
62.27
IV
56.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
52.80
IV
58.2%
B/E move
1.4%
Puts
Pseudo strike
63.65
IV
58.1%
B/E move
1.0%

Options history

IV · four-Friday blend45.97%
Daily close
SQM41.0%48.1%55.2%2026-08-10: 51.73%2026-08-11: 53.90%2026-08-12: 54.22%2026-08-13: 53.86%2026-08-14: 48.63%2026-08-17: 51.28%2026-08-18: 51.04%2026-08-19: 49.54%2026-08-20: 51.42%2026-08-21: 47.14%2026-08-24: 45.77%2026-08-25: 44.74%2026-08-26: 46.61%2026-08-27: 45.03%2026-08-28: 42.98%2026-08-31: 44.40%2026-09-01: 46.08%2026-09-02: 44.51%2026-09-03: 44.99%2026-09-04: 44.61%2026-09-08: 46.01%2026-09-09: 46.90%2026-09-10: 46.85%2026-09-11: 44.46%2026-09-14: 46.90%2026-09-15: 48.61%2026-09-16: 51.67%2026-09-18: 46.55%2026-09-21: 47.02%2026-09-22: 46.47%2026-09-23: 46.29%2026-09-24: 44.75%2026-09-25: 45.36%2026-09-28: 46.11%2026-09-29: 45.53%2026-09-30: 45.42%2026-10-01: 45.66%2026-10-02: 44.83%2026-10-05: 44.30%2026-10-06: 44.72%2026-10-07: 42.94%2026-10-08: 45.82%2026-10-09: 43.35%2026-10-12: 44.03%2026-10-13: 47.40%2026-10-14: 47.87%2026-10-16: 43.13%2026-10-19: 42.96%2026-10-20: 42.29%2026-10-21: 42.59%2026-10-22: 42.22%2026-10-23: 43.16%2026-10-26: 41.98%2026-10-27: 42.43%2026-10-28: 43.76%2026-10-29: 44.43%2026-10-30: 45.97%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
51.73%
53.90%
54.22%
53.86%
48.63%
51.28%
51.04%
49.54%
51.42%
47.14%
45.77%
44.74%
46.61%
45.03%
42.98%
44.40%
46.08%
44.51%
44.99%
44.61%
46.01%
46.90%
46.85%
44.46%
46.90%
48.61%
51.67%
46.55%
47.02%
46.47%
46.29%
44.75%
45.36%
46.11%
45.53%
45.42%
45.66%
44.83%
44.30%
44.72%
42.94%
45.82%
43.35%
44.03%
47.40%
47.87%
43.13%
42.96%
42.29%
42.59%
42.22%
43.16%
41.98%
42.43%
43.76%
44.43%
45.97%