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International Paper Co. IP

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-11-07T01:14:13.099Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.00276408Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:14:12.712279+00:00

Share price$34.53
1D+2.0%
AH$33.64$33.92$34.21$34.49$34.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIP
Sold putSold callAH

International Paper Co. options

Live interpolated IP call and put midpoint premiums by absolute delta.International Paper Co.$0.14$0.73$1.32$1.91$2.50$30.83$32.64$34.46$36.27$38.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IP spot · $34.53IP PRICE$0.20$0.28$0.38$0.47$0.57$0.69$0.84$0.99$1.14$1.36$1.60$1.85$2.11$0.29$0.37$0.45$0.54$0.63$0.72$0.82$0.91$1.05$1.29$1.53$1.81$2.33
PutsCheap0.69×
CallsCheap0.73×
SkewNeutral+0.24 pp
Implied moveBalanced±$1.66
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.2438.7%5.5%32.5751.7%6.5%
25Δ35.8738.3%4.7%33.0649.4%5.3%
30Δ35.6239.7%4.3%33.4147.8%4.6%
35Δ35.3841.0%3.8%33.7646.1%3.8%
40Δ35.1342.4%3.4%34.0744.4%3.1%
45Δ34.8843.5%3.0%34.3242.7%2.7%
50Δ34.6144.2%2.7%34.5741.0%2.2%
55Δ34.3445.0%2.3%34.8239.3%1.8%
60Δ34.0745.8%2.0%35.0938.6%1.4%
65Δ33.7546.8%1.7%35.4140.1%1.2%
70Δ33.4148.0%1.4%35.7241.7%1.0%
75Δ33.0749.2%1.1%36.0643.5%0.8%
80Δ32.7247.8%0.9%36.6447.3%0.6%

20Δ

Calls
Pseudo strike
36.24
IV
38.7%
B/E move
5.5%
Puts
Pseudo strike
32.57
IV
51.7%
B/E move
6.5%

25Δ

Calls
Pseudo strike
35.87
IV
38.3%
B/E move
4.7%
Puts
Pseudo strike
33.06
IV
49.4%
B/E move
5.3%

30Δ

Calls
Pseudo strike
35.62
IV
39.7%
B/E move
4.3%
Puts
Pseudo strike
33.41
IV
47.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
35.38
IV
41.0%
B/E move
3.8%
Puts
Pseudo strike
33.76
IV
46.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
35.13
IV
42.4%
B/E move
3.4%
Puts
Pseudo strike
34.07
IV
44.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
34.88
IV
43.5%
B/E move
3.0%
Puts
Pseudo strike
34.32
IV
42.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
34.61
IV
44.2%
B/E move
2.7%
Puts
Pseudo strike
34.57
IV
41.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
34.34
IV
45.0%
B/E move
2.3%
Puts
Pseudo strike
34.82
IV
39.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
34.07
IV
45.8%
B/E move
2.0%
Puts
Pseudo strike
35.09
IV
38.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
33.75
IV
46.8%
B/E move
1.7%
Puts
Pseudo strike
35.41
IV
40.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
33.41
IV
48.0%
B/E move
1.4%
Puts
Pseudo strike
35.72
IV
41.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
33.07
IV
49.2%
B/E move
1.1%
Puts
Pseudo strike
36.06
IV
43.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
32.72
IV
47.8%
B/E move
0.9%
Puts
Pseudo strike
36.64
IV
47.3%
B/E move
0.6%

Options history

IV · four-Friday blend41.35%
Daily close
IP30.9%46.6%62.2%2026-08-10: 43.88%2026-08-11: 42.38%2026-08-12: 41.41%2026-08-13: 44.88%2026-08-14: 34.36%2026-08-17: 37.19%2026-08-18: 35.92%2026-08-19: 35.44%2026-08-20: 39.32%2026-08-21: 34.18%2026-08-24: 36.59%2026-08-25: 36.28%2026-08-26: 35.05%2026-08-27: 39.66%2026-08-28: 33.66%2026-08-31: 35.42%2026-09-01: 35.29%2026-09-02: 35.01%2026-09-03: 36.33%2026-09-04: 33.08%2026-09-08: 39.55%2026-09-09: 42.43%2026-09-10: 42.31%2026-09-11: 36.64%2026-09-14: 40.66%2026-09-15: 37.57%2026-09-16: 38.53%2026-09-17: 41.77%2026-09-18: 36.20%2026-09-21: 36.67%2026-09-22: 38.77%2026-09-23: 39.80%2026-09-24: 40.60%2026-09-25: 34.49%2026-09-28: 39.20%2026-09-29: 38.47%2026-09-30: 38.50%2026-10-02: 36.50%2026-10-05: 40.40%2026-10-06: 39.20%2026-10-07: 39.81%2026-10-09: 39.64%2026-10-12: 42.84%2026-10-13: 44.51%2026-10-14: 45.09%2026-10-16: 46.32%2026-10-19: 48.98%2026-10-20: 49.21%2026-10-21: 50.57%2026-10-22: 54.15%2026-10-23: 52.29%2026-10-26: 60.08%2026-10-27: 58.97%2026-10-28: 46.80%2026-10-29: 42.41%2026-10-30: 41.35%Aug 10Sep 17Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
43.88%
42.38%
41.41%
44.88%
34.36%
37.19%
35.92%
35.44%
39.32%
34.18%
36.59%
36.28%
35.05%
39.66%
33.66%
35.42%
35.29%
35.01%
36.33%
33.08%
39.55%
42.43%
42.31%
36.64%
40.66%
37.57%
38.53%
41.77%
36.20%
36.67%
38.77%
39.80%
40.60%
34.49%
39.20%
38.47%
38.50%
36.50%
40.40%
39.20%
39.81%
39.64%
42.84%
44.51%
45.09%
46.32%
48.98%
49.21%
50.57%
54.15%
52.29%
60.08%
58.97%
46.80%
42.41%
41.35%