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Ranpak Holdings Corp. PACK

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Market datapartial · fetched 2026-10-22T21:09:42.308Z

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 · 2026-10-22T20:18:26.424513809Z

FundamentalsAlpha Vantage · unavailable

Share price$3.65
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.$0.12$1.18$2.24$3.30$4.36$1.71$2.73$3.75$4.76$5.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PACK spot · $3.65PACK PRICE$0.23$0.36$0.27$0.32$0.40$0.49$0.57$0.65$0.73$0.81$0.89$0.98$1.06$0.40$0.53$0.66$0.79$0.92$1.05$1.18$1.31$1.44$1.57$2.55$4.06
PutsExpensive2.20×
CallsExpensive2.73×
SkewBullish-18.54 pp
Implied moveBearish±$1.75
TiltBearish36.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.28263.1%160.5%3.09109.6%26.4%
25Δ12.21359.8%244.6%3.29115.5%24.4%
30Δ5.89184.6%68.8%3.50121.4%22.4%
35Δ4.82150.7%40.8%3.70127.2%20.4%
40Δ4.61148.0%37.3%3.90133.1%18.4%
45Δ4.40145.3%33.8%4.11139.0%16.3%
50Δ4.19142.6%30.2%4.31144.8%14.3%
55Δ3.98139.9%26.7%4.51150.7%12.3%
60Δ3.77137.2%23.2%4.72156.5%10.3%
65Δ3.56134.5%19.7%4.92162.4%8.3%
70Δ3.35131.8%16.2%5.93195.5%7.3%
75Δ3.14129.1%12.7%7.46245.9%6.9%
80Δ2.93126.4%9.2%

20Δ

Calls
Pseudo strike
9.28
IV
263.1%
B/E move
160.5%
Puts
Pseudo strike
3.09
IV
109.6%
B/E move
26.4%

25Δ

Calls
Pseudo strike
12.21
IV
359.8%
B/E move
244.6%
Puts
Pseudo strike
3.29
IV
115.5%
B/E move
24.4%

30Δ

Calls
Pseudo strike
5.89
IV
184.6%
B/E move
68.8%
Puts
Pseudo strike
3.50
IV
121.4%
B/E move
22.4%

35Δ

Calls
Pseudo strike
4.82
IV
150.7%
B/E move
40.8%
Puts
Pseudo strike
3.70
IV
127.2%
B/E move
20.4%

40Δ

Calls
Pseudo strike
4.61
IV
148.0%
B/E move
37.3%
Puts
Pseudo strike
3.90
IV
133.1%
B/E move
18.4%

45Δ

Calls
Pseudo strike
4.40
IV
145.3%
B/E move
33.8%
Puts
Pseudo strike
4.11
IV
139.0%
B/E move
16.3%

50Δ

Calls
Pseudo strike
4.19
IV
142.6%
B/E move
30.2%
Puts
Pseudo strike
4.31
IV
144.8%
B/E move
14.3%

55Δ

Calls
Pseudo strike
3.98
IV
139.9%
B/E move
26.7%
Puts
Pseudo strike
4.51
IV
150.7%
B/E move
12.3%

60Δ

Calls
Pseudo strike
3.77
IV
137.2%
B/E move
23.2%
Puts
Pseudo strike
4.72
IV
156.5%
B/E move
10.3%

65Δ

Calls
Pseudo strike
3.56
IV
134.5%
B/E move
19.7%
Puts
Pseudo strike
4.92
IV
162.4%
B/E move
8.3%

70Δ

Calls
Pseudo strike
3.35
IV
131.8%
B/E move
16.2%
Puts
Pseudo strike
5.93
IV
195.5%
B/E move
7.3%

75Δ

Calls
Pseudo strike
3.14
IV
129.1%
B/E move
12.7%
Puts
Pseudo strike
7.46
IV
245.9%
B/E move
6.9%

80Δ

Calls
Pseudo strike
2.93
IV
126.4%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations