IntraAlpha
Create free account Start free

International Paper IP

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-10-15T20:32:40.002Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:22:25.819573515Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:39.412608+00:00

Share price$34.08
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$1.09$1.58$2.08$30.91$32.30$33.69$35.08$36.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $34.08OPTION PRICELive IP spot · $34.08IP PRICE$0.25$0.27$0.28$0.30$0.32$0.34$0.36$0.41$0.71$1.02$1.32$1.63$1.93$0.15$0.19$0.23$0.27$0.30$0.34$0.41$0.49$0.57$0.65$0.73$0.80$0.88
PutsExpensive1.60×
CallsCheap0.92×
SkewBullish-39.30 pp
Implied moveBearish±$0.77
TiltBullish20.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.41165.7%10.5%33.0175.4%3.6%
25Δ36.91148.4%9.1%33.2071.5%3.1%
30Δ36.42131.1%7.7%33.3967.5%2.7%
35Δ35.93113.9%6.3%33.5863.6%2.3%
40Δ35.4396.6%4.9%33.7759.7%1.8%
45Δ34.9479.4%3.5%33.9655.7%1.4%
50Δ34.4462.1%2.1%34.1054.1%1.2%
55Δ33.9747.8%0.9%34.2253.0%1.0%
60Δ33.6459.6%0.8%34.3552.0%0.9%
65Δ33.3271.4%0.7%34.4850.9%0.7%
70Δ32.9983.1%0.7%34.6049.9%0.6%
75Δ32.6694.9%0.6%34.7348.8%0.5%
80Δ32.34106.6%0.6%34.8547.7%0.3%

20Δ

Calls
Pseudo strike
37.41
IV
165.7%
B/E move
10.5%
Puts
Pseudo strike
33.01
IV
75.4%
B/E move
3.6%

25Δ

Calls
Pseudo strike
36.91
IV
148.4%
B/E move
9.1%
Puts
Pseudo strike
33.20
IV
71.5%
B/E move
3.1%

30Δ

Calls
Pseudo strike
36.42
IV
131.1%
B/E move
7.7%
Puts
Pseudo strike
33.39
IV
67.5%
B/E move
2.7%

35Δ

Calls
Pseudo strike
35.93
IV
113.9%
B/E move
6.3%
Puts
Pseudo strike
33.58
IV
63.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
35.43
IV
96.6%
B/E move
4.9%
Puts
Pseudo strike
33.77
IV
59.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
34.94
IV
79.4%
B/E move
3.5%
Puts
Pseudo strike
33.96
IV
55.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
34.44
IV
62.1%
B/E move
2.1%
Puts
Pseudo strike
34.10
IV
54.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
33.97
IV
47.8%
B/E move
0.9%
Puts
Pseudo strike
34.22
IV
53.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
33.64
IV
59.6%
B/E move
0.8%
Puts
Pseudo strike
34.35
IV
52.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
33.32
IV
71.4%
B/E move
0.7%
Puts
Pseudo strike
34.48
IV
50.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
32.99
IV
83.1%
B/E move
0.7%
Puts
Pseudo strike
34.60
IV
49.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
32.66
IV
94.9%
B/E move
0.6%
Puts
Pseudo strike
34.73
IV
48.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
32.34
IV
106.6%
B/E move
0.6%
Puts
Pseudo strike
34.85
IV
47.7%
B/E move
0.3%