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International Paper IP

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
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Market dataready · fetched 2026-10-15T20:01:52.713Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.503088993Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:01:52.267127+00:00

Share price$34.09
1D+6.6%
AH$31.78$32.51$33.24$33.97$34.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIP
Sold putSold callAH

International Paper options

Live interpolated IP call and put midpoint premiums by absolute delta.International Paper$0.10$0.59$1.08$1.57$2.06$30.91$32.30$33.69$35.08$36.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $34.09OPTION PRICELive IP spot · $34.09IP PRICE$0.25$0.27$0.28$0.30$0.32$0.34$0.36$0.39$0.70$1.00$1.31$1.61$1.92$0.15$0.19$0.23$0.27$0.31$0.34$0.42$0.50$0.57$0.65$0.73$0.81$0.89
PutsFair1.04×
CallsCheap0.92×
SkewBullish-38.10 pp
Implied moveBearish±$0.77
TiltBullish19.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.41163.9%10.5%33.0174.7%3.6%
25Δ36.92147.0%9.1%33.2071.0%3.2%
30Δ36.43130.1%7.7%33.3967.2%2.7%
35Δ35.94113.1%6.3%33.5863.4%2.3%
40Δ35.4596.2%4.9%33.7859.7%1.8%
45Δ34.9679.3%3.6%33.9755.9%1.4%
50Δ34.4762.4%2.2%34.1154.4%1.2%
55Δ33.9846.8%0.8%34.2353.5%1.0%
60Δ33.6658.5%0.8%34.3652.5%0.9%
65Δ33.3370.1%0.7%34.4951.5%0.7%
70Δ33.0181.8%0.7%34.6150.5%0.6%
75Δ32.6893.4%0.6%34.7449.5%0.5%
80Δ32.36105.1%0.5%34.8748.6%0.3%

20Δ

Calls
Pseudo strike
37.41
IV
163.9%
B/E move
10.5%
Puts
Pseudo strike
33.01
IV
74.7%
B/E move
3.6%

25Δ

Calls
Pseudo strike
36.92
IV
147.0%
B/E move
9.1%
Puts
Pseudo strike
33.20
IV
71.0%
B/E move
3.2%

30Δ

Calls
Pseudo strike
36.43
IV
130.1%
B/E move
7.7%
Puts
Pseudo strike
33.39
IV
67.2%
B/E move
2.7%

35Δ

Calls
Pseudo strike
35.94
IV
113.1%
B/E move
6.3%
Puts
Pseudo strike
33.58
IV
63.4%
B/E move
2.3%

40Δ

Calls
Pseudo strike
35.45
IV
96.2%
B/E move
4.9%
Puts
Pseudo strike
33.78
IV
59.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
34.96
IV
79.3%
B/E move
3.6%
Puts
Pseudo strike
33.97
IV
55.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
34.47
IV
62.4%
B/E move
2.2%
Puts
Pseudo strike
34.11
IV
54.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
33.98
IV
46.8%
B/E move
0.8%
Puts
Pseudo strike
34.23
IV
53.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
33.66
IV
58.5%
B/E move
0.8%
Puts
Pseudo strike
34.36
IV
52.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
33.33
IV
70.1%
B/E move
0.7%
Puts
Pseudo strike
34.49
IV
51.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
33.01
IV
81.8%
B/E move
0.7%
Puts
Pseudo strike
34.61
IV
50.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
32.68
IV
93.4%
B/E move
0.6%
Puts
Pseudo strike
34.74
IV
49.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
32.36
IV
105.1%
B/E move
0.5%
Puts
Pseudo strike
34.87
IV
48.6%
B/E move
0.3%