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Graphic Packaging Holding Company GPK

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-10-22T12:46:36.951Z

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 · 2026-10-21T23:00:00.003181817Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:46:34.735249+00:00

Share price$8.39
1D-0.9%
AH$8.24$8.31$8.38$8.45$8.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPK
Sold putSold callAH

Graphic Packaging Holding Company options

Live interpolated GPK call and put midpoint premiums by absolute delta.Graphic Packaging Holding Company$0.08$0.94$1.80$2.66$3.52$6.46$7.45$8.45$9.44$10.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPK spot · $8.39GPK PRICE$0.18$0.26$0.35$0.44$0.52$0.61$0.70$0.78$0.87$0.95$1.04$1.13$1.57$0.17$0.38$0.64$0.90$1.16$1.43$1.69$1.95$2.22$2.48$2.74$3.01$3.27
PutsExpensive1.31×
CallsExpensive1.36×
SkewBearish+3.15 pp
Implied moveBearish±$2.39
TiltBearish40.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.8256.6%19.1%7.2865.2%15.3%
25Δ9.6157.4%17.7%7.7557.8%12.0%
30Δ9.4058.2%16.3%8.0959.2%11.2%
35Δ9.2059.0%14.8%8.4360.5%10.3%
40Δ8.9959.8%13.4%8.7661.8%9.5%
45Δ8.7960.6%12.0%9.1063.1%8.6%
50Δ8.5861.4%10.6%9.4364.5%7.7%
55Δ8.3862.2%9.2%9.7765.8%6.9%
60Δ8.1763.0%7.7%10.1067.1%6.0%
65Δ7.9763.7%6.3%10.4468.4%5.2%
70Δ7.7664.5%4.9%10.7769.8%4.3%
75Δ7.5565.3%3.5%11.1171.1%3.4%
80Δ7.0473.9%2.7%11.4472.4%2.6%

20Δ

Calls
Pseudo strike
9.82
IV
56.6%
B/E move
19.1%
Puts
Pseudo strike
7.28
IV
65.2%
B/E move
15.3%

25Δ

Calls
Pseudo strike
9.61
IV
57.4%
B/E move
17.7%
Puts
Pseudo strike
7.75
IV
57.8%
B/E move
12.0%

30Δ

Calls
Pseudo strike
9.40
IV
58.2%
B/E move
16.3%
Puts
Pseudo strike
8.09
IV
59.2%
B/E move
11.2%

35Δ

Calls
Pseudo strike
9.20
IV
59.0%
B/E move
14.8%
Puts
Pseudo strike
8.43
IV
60.5%
B/E move
10.3%

40Δ

Calls
Pseudo strike
8.99
IV
59.8%
B/E move
13.4%
Puts
Pseudo strike
8.76
IV
61.8%
B/E move
9.5%

45Δ

Calls
Pseudo strike
8.79
IV
60.6%
B/E move
12.0%
Puts
Pseudo strike
9.10
IV
63.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
8.58
IV
61.4%
B/E move
10.6%
Puts
Pseudo strike
9.43
IV
64.5%
B/E move
7.7%

55Δ

Calls
Pseudo strike
8.38
IV
62.2%
B/E move
9.2%
Puts
Pseudo strike
9.77
IV
65.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
8.17
IV
63.0%
B/E move
7.7%
Puts
Pseudo strike
10.10
IV
67.1%
B/E move
6.0%

65Δ

Calls
Pseudo strike
7.97
IV
63.7%
B/E move
6.3%
Puts
Pseudo strike
10.44
IV
68.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
7.76
IV
64.5%
B/E move
4.9%
Puts
Pseudo strike
10.77
IV
69.8%
B/E move
4.3%

75Δ

Calls
Pseudo strike
7.55
IV
65.3%
B/E move
3.5%
Puts
Pseudo strike
11.11
IV
71.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
7.04
IV
73.9%
B/E move
2.7%
Puts
Pseudo strike
11.44
IV
72.4%
B/E move
2.6%

Options history

No recorded observations