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Ranpak Holdings Corp. PACK

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Market datapartial · fetched 2026-10-23T01:58:28.698Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002586427Z

FundamentalsAlpha Vantage · unavailable

Share price$3.61
1D+4.3%
AH$3.43$3.49$3.55$3.61$3.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPACK
Sold putSold callAH

Ranpak Holdings Corp. options

Live interpolated PACK call and put midpoint premiums by absolute delta.Ranpak Holdings Corp.$0.00$2.25$4.51$6.76$9.01$1.65$2.69$3.73$4.76$5.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PACK spot · $3.61PACK PRICE$0.23$0.36$0.27$0.33$0.41$0.50$0.58$0.67$0.76$0.84$0.93$1.01$1.10$0.38$0.51$0.64$0.76$0.89$1.01$1.14$1.26$1.39$1.52$1.83$3.37$8.36
PutsExpensive2.25×
CallsExpensive2.85×
SkewBullish-22.99 pp
Implied moveBearish±$1.72
TiltBearish48.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.25266.0%162.6%3.06106.1%25.8%
25Δ12.15362.2%246.5%3.26111.3%23.9%
30Δ5.73182.9%66.0%3.45116.6%21.9%
35Δ4.80155.7%42.1%3.65121.8%20.0%
40Δ4.58154.1%38.4%3.85127.1%18.0%
45Δ4.36152.5%34.7%4.04132.3%16.1%
50Δ4.14151.0%30.9%4.24137.6%14.1%
55Δ3.92149.4%27.2%4.44142.8%12.1%
60Δ3.70147.8%23.5%4.63148.0%10.2%
65Δ3.48146.3%19.8%4.83153.3%8.2%
70Δ3.26144.7%16.1%5.20164.4%6.5%
75Δ3.04143.1%12.4%6.76214.8%6.0%
80Δ2.82141.5%8.7%11.76322.3%5.8%

20Δ

Calls
Pseudo strike
9.25
IV
266.0%
B/E move
162.6%
Puts
Pseudo strike
3.06
IV
106.1%
B/E move
25.8%

25Δ

Calls
Pseudo strike
12.15
IV
362.2%
B/E move
246.5%
Puts
Pseudo strike
3.26
IV
111.3%
B/E move
23.9%

30Δ

Calls
Pseudo strike
5.73
IV
182.9%
B/E move
66.0%
Puts
Pseudo strike
3.45
IV
116.6%
B/E move
21.9%

35Δ

Calls
Pseudo strike
4.80
IV
155.7%
B/E move
42.1%
Puts
Pseudo strike
3.65
IV
121.8%
B/E move
20.0%

40Δ

Calls
Pseudo strike
4.58
IV
154.1%
B/E move
38.4%
Puts
Pseudo strike
3.85
IV
127.1%
B/E move
18.0%

45Δ

Calls
Pseudo strike
4.36
IV
152.5%
B/E move
34.7%
Puts
Pseudo strike
4.04
IV
132.3%
B/E move
16.1%

50Δ

Calls
Pseudo strike
4.14
IV
151.0%
B/E move
30.9%
Puts
Pseudo strike
4.24
IV
137.6%
B/E move
14.1%

55Δ

Calls
Pseudo strike
3.92
IV
149.4%
B/E move
27.2%
Puts
Pseudo strike
4.44
IV
142.8%
B/E move
12.1%

60Δ

Calls
Pseudo strike
3.70
IV
147.8%
B/E move
23.5%
Puts
Pseudo strike
4.63
IV
148.0%
B/E move
10.2%

65Δ

Calls
Pseudo strike
3.48
IV
146.3%
B/E move
19.8%
Puts
Pseudo strike
4.83
IV
153.3%
B/E move
8.2%

70Δ

Calls
Pseudo strike
3.26
IV
144.7%
B/E move
16.1%
Puts
Pseudo strike
5.20
IV
164.4%
B/E move
6.5%

75Δ

Calls
Pseudo strike
3.04
IV
143.1%
B/E move
12.4%
Puts
Pseudo strike
6.76
IV
214.8%
B/E move
6.0%

80Δ

Calls
Pseudo strike
2.82
IV
141.5%
B/E move
8.7%
Puts
Pseudo strike
11.76
IV
322.3%
B/E move
5.8%

Options history

No recorded observations