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Graphic Packaging Holding Company GPK

i

Market dataready · fetched 2026-11-11T14:04:57.077Z

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 · 2026-11-11T11:54:35.438333073Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:04:55.651317+00:00

Share price$11.12
1D
Price history unavailable.

Graphic Packaging Holding Company options

Live interpolated GPK call and put midpoint premiums by absolute delta.Graphic Packaging Holding Company$0.08$0.74$1.40$2.06$2.72$8.37$9.56$10.75$11.94$13.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPK spot · $11.12GPK PRICE$0.15$0.22$0.28$0.35$0.42$0.49$0.55$0.62$0.69$0.76$0.82$0.89$0.96$0.20$0.32$0.45$0.57$0.69$0.81$0.93$1.05$1.17$1.29$1.42$1.54$2.53
PutsExpensive1.59×
CallsCheap0.72×
SkewBearish+24.10 pp
Implied moveBearish±$1.49
TiltBearish28.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.4474.4%13.2%10.1375.5%10.7%
25Δ12.2872.4%12.3%10.3477.0%9.9%
30Δ12.1170.4%11.5%10.5578.5%9.1%
35Δ11.9568.4%10.6%10.7680.0%8.3%
40Δ11.7866.4%9.7%10.9781.6%7.5%
45Δ11.6264.4%8.9%11.1883.1%6.7%
50Δ11.4562.4%8.0%11.3984.6%5.9%
55Δ11.2960.4%7.1%11.6086.1%5.2%
60Δ11.1258.4%6.2%11.8187.7%4.4%
65Δ10.9656.4%5.4%12.0289.2%3.6%
70Δ10.7954.3%4.5%12.2390.7%2.8%
75Δ10.6352.3%3.6%12.4392.2%2.0%
80Δ10.4650.3%2.7%13.46117.7%1.7%

20Δ

Calls
Pseudo strike
12.44
IV
74.4%
B/E move
13.2%
Puts
Pseudo strike
10.13
IV
75.5%
B/E move
10.7%

25Δ

Calls
Pseudo strike
12.28
IV
72.4%
B/E move
12.3%
Puts
Pseudo strike
10.34
IV
77.0%
B/E move
9.9%

30Δ

Calls
Pseudo strike
12.11
IV
70.4%
B/E move
11.5%
Puts
Pseudo strike
10.55
IV
78.5%
B/E move
9.1%

35Δ

Calls
Pseudo strike
11.95
IV
68.4%
B/E move
10.6%
Puts
Pseudo strike
10.76
IV
80.0%
B/E move
8.3%

40Δ

Calls
Pseudo strike
11.78
IV
66.4%
B/E move
9.7%
Puts
Pseudo strike
10.97
IV
81.6%
B/E move
7.5%

45Δ

Calls
Pseudo strike
11.62
IV
64.4%
B/E move
8.9%
Puts
Pseudo strike
11.18
IV
83.1%
B/E move
6.7%

50Δ

Calls
Pseudo strike
11.45
IV
62.4%
B/E move
8.0%
Puts
Pseudo strike
11.39
IV
84.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
11.29
IV
60.4%
B/E move
7.1%
Puts
Pseudo strike
11.60
IV
86.1%
B/E move
5.2%

60Δ

Calls
Pseudo strike
11.12
IV
58.4%
B/E move
6.2%
Puts
Pseudo strike
11.81
IV
87.7%
B/E move
4.4%

65Δ

Calls
Pseudo strike
10.96
IV
56.4%
B/E move
5.4%
Puts
Pseudo strike
12.02
IV
89.2%
B/E move
3.6%

70Δ

Calls
Pseudo strike
10.79
IV
54.3%
B/E move
4.5%
Puts
Pseudo strike
12.23
IV
90.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
10.63
IV
52.3%
B/E move
3.6%
Puts
Pseudo strike
12.43
IV
92.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
10.46
IV
50.3%
B/E move
2.7%
Puts
Pseudo strike
13.46
IV
117.7%
B/E move
1.7%

Options history

IV · four-Friday blend55.06%
Daily close
GPK55.0%55.1%55.1%2026-09-23: 55.06%Sep 23
1 observations2026-09-23 — 2026-09-23
Table
DateIV (%)
55.06%