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Ranpak Holdings Corp. PACK

i

Market dataready · fetched 2026-11-12T14:56:42.214Z

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: 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 · 2026-11-12T14:56:36.550145488Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:56:40.198969+00:00

Share price$3.53
1D+0.7%
$3.51$3.52$3.53$3.54$3.555:30 AM6:30 AM9:00 AM1:00 PMPACK
Sold putSold call

Ranpak Holdings Corp. options

Live interpolated PACK call and put midpoint premiums by absolute delta.Ranpak Holdings Corp.$0.08$0.96$1.83$2.71$3.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEPACK PRICE$0.17$0.21$0.25$0.37$0.62$0.87$1.11$1.36$1.61$1.85$2.10$2.35$2.60$2.84$3.09$3.34
PutsExpensive3.80×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.93378.1%101.2%2.53429.3%38.9%
25Δ5.98343.2%75.3%2.87419.8%36.3%
30Δ5.03308.3%49.5%3.21410.3%33.7%
35Δ3.55400.8%31.1%
40Δ3.88391.3%28.5%
45Δ4.22381.8%25.9%
50Δ4.56372.3%23.3%
55Δ4.90362.8%20.7%
60Δ5.24353.3%18.2%
65Δ5.58343.8%15.6%
70Δ5.91334.3%13.0%
75Δ6.25324.8%10.4%
80Δ6.59315.3%7.8%

20Δ

Calls
Pseudo strike
6.93
IV
378.1%
B/E move
101.2%
Puts
Pseudo strike
2.53
IV
429.3%
B/E move
38.9%

25Δ

Calls
Pseudo strike
5.98
IV
343.2%
B/E move
75.3%
Puts
Pseudo strike
2.87
IV
419.8%
B/E move
36.3%

30Δ

Calls
Pseudo strike
5.03
IV
308.3%
B/E move
49.5%
Puts
Pseudo strike
3.21
IV
410.3%
B/E move
33.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.55
IV
400.8%
B/E move
31.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.88
IV
391.3%
B/E move
28.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.22
IV
381.8%
B/E move
25.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.56
IV
372.3%
B/E move
23.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.90
IV
362.8%
B/E move
20.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.24
IV
353.3%
B/E move
18.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.58
IV
343.8%
B/E move
15.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.91
IV
334.3%
B/E move
13.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.25
IV
324.8%
B/E move
10.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.59
IV
315.3%
B/E move
7.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations