IntraAlpha
Create free account Start free

Clearwater Paper Corporation CLW

i

Market datapartial · fetched 2026-10-22T05:34:47.709Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:29:37.065178771Z

FundamentalsAlpha Vantage · unavailable

Share price$18.74
1D-1.1%
AH$18.61$18.73$18.85$18.97$19.095:30 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$0.00$3.47$6.95$10.42$13.89$13.03$15.81$18.59$21.37$24.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLW spot · $18.74CLW PRICE$0.36$0.49$0.62$0.75$0.87$1.16$1.45$1.74$2.03$2.32$3.23$4.39$5.56$1.16$1.07$0.84$0.96$1.21$1.47$1.73$1.98$2.82$5.34$7.85$10.37$12.89
PutsExpensive1.69×
CallsExpensive1.62×
SkewBearish+5.78 pp
Implied moveBearish±$3.18
TiltBearish33.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.4466.8%21.7%14.17158.1%30.5%
25Δ21.8366.1%19.1%15.74119.0%21.8%
30Δ21.2265.5%16.5%17.0977.6%13.3%
35Δ20.6164.8%14.0%17.8265.6%10.0%
40Δ20.0064.2%11.4%18.2866.4%8.9%
45Δ19.5367.6%10.4%18.7467.1%7.8%
50Δ19.0671.1%9.4%19.2067.9%6.8%
55Δ18.5874.5%8.4%19.6668.6%5.7%
60Δ18.1178.0%7.5%20.6871.3%4.7%
65Δ17.6481.5%6.5%23.3279.6%4.0%
70Δ16.6197.4%5.9%25.9788.0%3.3%
75Δ15.36118.4%5.4%28.6296.3%2.6%
80Δ14.11139.3%4.9%31.26104.7%2.0%

20Δ

Calls
Pseudo strike
22.44
IV
66.8%
B/E move
21.7%
Puts
Pseudo strike
14.17
IV
158.1%
B/E move
30.5%

25Δ

Calls
Pseudo strike
21.83
IV
66.1%
B/E move
19.1%
Puts
Pseudo strike
15.74
IV
119.0%
B/E move
21.8%

30Δ

Calls
Pseudo strike
21.22
IV
65.5%
B/E move
16.5%
Puts
Pseudo strike
17.09
IV
77.6%
B/E move
13.3%

35Δ

Calls
Pseudo strike
20.61
IV
64.8%
B/E move
14.0%
Puts
Pseudo strike
17.82
IV
65.6%
B/E move
10.0%

40Δ

Calls
Pseudo strike
20.00
IV
64.2%
B/E move
11.4%
Puts
Pseudo strike
18.28
IV
66.4%
B/E move
8.9%

45Δ

Calls
Pseudo strike
19.53
IV
67.6%
B/E move
10.4%
Puts
Pseudo strike
18.74
IV
67.1%
B/E move
7.8%

50Δ

Calls
Pseudo strike
19.06
IV
71.1%
B/E move
9.4%
Puts
Pseudo strike
19.20
IV
67.9%
B/E move
6.8%

55Δ

Calls
Pseudo strike
18.58
IV
74.5%
B/E move
8.4%
Puts
Pseudo strike
19.66
IV
68.6%
B/E move
5.7%

60Δ

Calls
Pseudo strike
18.11
IV
78.0%
B/E move
7.5%
Puts
Pseudo strike
20.68
IV
71.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
17.64
IV
81.5%
B/E move
6.5%
Puts
Pseudo strike
23.32
IV
79.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
16.61
IV
97.4%
B/E move
5.9%
Puts
Pseudo strike
25.97
IV
88.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
15.36
IV
118.4%
B/E move
5.4%
Puts
Pseudo strike
28.62
IV
96.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
14.11
IV
139.3%
B/E move
4.9%
Puts
Pseudo strike
31.26
IV
104.7%
B/E move
2.0%

Options history

No recorded observations