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Clearwater Paper Corporation CLW

BASIC MATERIALS · PAPER & PAPER PRODUCTS
i

Market dataready · fetched 2026-11-11T14:04:23.487Z

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 · 2026-11-11T00:00:00.003990831Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:04:23.150437+00:00

Share price$13.89
1D+3.5%
AH$13.17$13.36$13.56$13.75$13.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLW
Sold putSold callAH

Clearwater Paper Corporation options

Live interpolated CLW call and put midpoint premiums by absolute delta.Clearwater Paper Corporation$0.13$1.69$3.25$4.81$6.37$10.36$11.85$13.33$14.82$16.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CLW spot · $13.89CLW PRICE$0.33$0.47$0.62$0.77$0.92$1.07$1.22$1.37$1.51$1.66$2.77$0.30$0.51$0.72$0.93$1.14$1.35$1.56$1.77$2.16$3.10$4.04$4.98$5.92
PutsExpensive2.52×
Calls——
Skew——
Implied moveBearish±$2.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.7178.9%10.7%
25Δ13.0087.4%10.0%
30Δ14.9177.1%9.7%13.3095.9%9.4%
35Δ14.6679.8%8.9%13.59104.4%8.8%
40Δ14.4082.5%8.2%13.89112.9%8.2%
45Δ14.1485.2%7.4%14.19121.3%7.6%
50Δ13.8987.9%6.6%14.48129.8%6.9%
55Δ13.6390.6%5.8%14.78138.3%6.3%
60Δ13.3793.3%5.1%15.26147.8%5.7%
65Δ13.1296.0%4.3%16.30160.3%5.0%
70Δ12.8698.7%3.5%17.34172.9%4.3%
75Δ12.61101.4%2.7%18.38185.5%3.6%
80Δ11.42143.8%2.2%19.41198.0%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.71
IV
78.9%
B/E move
10.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.00
IV
87.4%
B/E move
10.0%

30Δ

Calls
Pseudo strike
14.91
IV
77.1%
B/E move
9.7%
Puts
Pseudo strike
13.30
IV
95.9%
B/E move
9.4%

35Δ

Calls
Pseudo strike
14.66
IV
79.8%
B/E move
8.9%
Puts
Pseudo strike
13.59
IV
104.4%
B/E move
8.8%

40Δ

Calls
Pseudo strike
14.40
IV
82.5%
B/E move
8.2%
Puts
Pseudo strike
13.89
IV
112.9%
B/E move
8.2%

45Δ

Calls
Pseudo strike
14.14
IV
85.2%
B/E move
7.4%
Puts
Pseudo strike
14.19
IV
121.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
13.89
IV
87.9%
B/E move
6.6%
Puts
Pseudo strike
14.48
IV
129.8%
B/E move
6.9%

55Δ

Calls
Pseudo strike
13.63
IV
90.6%
B/E move
5.8%
Puts
Pseudo strike
14.78
IV
138.3%
B/E move
6.3%

60Δ

Calls
Pseudo strike
13.37
IV
93.3%
B/E move
5.1%
Puts
Pseudo strike
15.26
IV
147.8%
B/E move
5.7%

65Δ

Calls
Pseudo strike
13.12
IV
96.0%
B/E move
4.3%
Puts
Pseudo strike
16.30
IV
160.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
12.86
IV
98.7%
B/E move
3.5%
Puts
Pseudo strike
17.34
IV
172.9%
B/E move
4.3%

75Δ

Calls
Pseudo strike
12.61
IV
101.4%
B/E move
2.7%
Puts
Pseudo strike
18.38
IV
185.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
11.42
IV
143.8%
B/E move
2.2%
Puts
Pseudo strike
19.41
IV
198.0%
B/E move
2.8%

Options history

IV · four-Friday blend69.21%
Daily EOD
CLW61.2%68.0%74.8%2026-10-19: 62.69%2026-10-20: 62.12%2026-10-21: 62.24%2026-10-22: 62.68%2026-10-23: 63.99%2026-10-26: 70.88%2026-10-27: 62.40%2026-10-28: 62.52%2026-10-29: 73.87%2026-10-30: 69.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.69%
62.12%
62.24%
62.68%
63.99%
70.88%
62.40%
62.52%
73.87%
69.21%