IntraAlpha
Create free account Start free

International Paper IP

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-10-20T06:05:19.587Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.002266586Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:19.287565+00:00

Share price$33.75
1D-1.0%
AH$33.52$33.70$33.87$34.04$34.225:30 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$0.27$1.90$3.53$5.16$6.79$27.46$30.48$33.50$36.51$39.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IP spot · $33.75IP PRICE$0.44$0.61$0.81$1.04$1.14$1.34$1.61$1.88$2.15$2.58$3.19$3.79$4.64$0.60$0.83$1.03$1.26$1.52$1.83$2.17$2.58$3.02$3.51$4.17$5.14$6.32
PutsExpensive1.32×
CallsExpensive1.12×
SkewBearish+5.13 pp
Implied moveBearish±$3.78
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.8642.4%13.5%30.2849.9%12.1%
25Δ37.2243.9%12.1%30.9351.9%10.8%
30Δ36.6245.6%10.9%31.6650.8%9.2%
35Δ36.0948.0%10.0%32.3550.2%7.9%
40Δ35.3044.1%8.0%32.9949.7%6.8%
45Δ34.6642.9%6.7%33.6049.8%5.8%
50Δ34.1444.0%5.9%34.2350.1%5.0%
55Δ33.6044.3%5.1%34.8950.9%4.3%
60Δ33.0544.2%4.3%35.5651.0%3.6%
65Δ32.4446.3%3.7%36.2951.3%2.9%
70Δ31.6850.1%3.3%37.1352.6%2.3%
75Δ30.9052.4%2.8%38.2755.4%1.8%
80Δ29.8956.3%2.3%39.6157.9%1.4%

20Δ

Calls
Pseudo strike
37.86
IV
42.4%
B/E move
13.5%
Puts
Pseudo strike
30.28
IV
49.9%
B/E move
12.1%

25Δ

Calls
Pseudo strike
37.22
IV
43.9%
B/E move
12.1%
Puts
Pseudo strike
30.93
IV
51.9%
B/E move
10.8%

30Δ

Calls
Pseudo strike
36.62
IV
45.6%
B/E move
10.9%
Puts
Pseudo strike
31.66
IV
50.8%
B/E move
9.2%

35Δ

Calls
Pseudo strike
36.09
IV
48.0%
B/E move
10.0%
Puts
Pseudo strike
32.35
IV
50.2%
B/E move
7.9%

40Δ

Calls
Pseudo strike
35.30
IV
44.1%
B/E move
8.0%
Puts
Pseudo strike
32.99
IV
49.7%
B/E move
6.8%

45Δ

Calls
Pseudo strike
34.66
IV
42.9%
B/E move
6.7%
Puts
Pseudo strike
33.60
IV
49.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
34.14
IV
44.0%
B/E move
5.9%
Puts
Pseudo strike
34.23
IV
50.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
33.60
IV
44.3%
B/E move
5.1%
Puts
Pseudo strike
34.89
IV
50.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
33.05
IV
44.2%
B/E move
4.3%
Puts
Pseudo strike
35.56
IV
51.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
32.44
IV
46.3%
B/E move
3.7%
Puts
Pseudo strike
36.29
IV
51.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
31.68
IV
50.1%
B/E move
3.3%
Puts
Pseudo strike
37.13
IV
52.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
30.90
IV
52.4%
B/E move
2.8%
Puts
Pseudo strike
38.27
IV
55.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
29.89
IV
56.3%
B/E move
2.3%
Puts
Pseudo strike
39.61
IV
57.9%
B/E move
1.4%

Options history

IP46.2746.3246.372026-10-19T19:56:54.486000+00:00: 46.32%Oct 19Oct 19
Table
ObservationIVSkewImplied move
46.32%7.91 pp11.19%