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Packaging Corp of America PKG

i

Market dataready · fetched 2026-11-13T02:12:50.766Z

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 · 2026-11-13T00:00:00.002512174Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:12:50.027281+00:00

Share price$250.58
1D+0.0%
AH$247$249$251$253$2555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPKG
Sold putSold callAH

Packaging Corp of America options

Live interpolated PKG call and put midpoint premiums by absolute delta.Packaging Corp of America$0.82$4.13$7.45$10.76$14.08$227.30$238.54$249.78$261.03$272.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PKG spot · $250.58PKG PRICE$1.41$1.82$2.38$2.93$3.48$4.04$4.59$5.39$6.83$8.28$9.73$11.18$13.12$1.18$1.55$1.92$2.29$2.66$3.03$3.74$4.50$5.25$6.01$6.77$7.53$8.29
PutsCheap0.45×
CallsCheap0.71×
SkewBullish-10.45 pp
Implied moveBullish±$8.33
TiltBullish15.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ262.8634.8%5.5%242.1726.0%3.8%
25Δ259.7033.4%4.4%243.7025.5%3.4%
30Δ258.0133.0%3.9%245.2225.0%2.9%
35Δ256.3232.6%3.5%246.7524.5%2.4%
40Δ254.6332.2%3.0%248.2824.0%2.0%
45Δ252.9331.8%2.6%249.8023.5%1.5%
50Δ251.2431.4%2.1%251.0123.1%1.3%
55Δ249.4831.4%1.7%252.1822.7%1.2%
60Δ247.5432.7%1.5%253.3422.3%1.0%
65Δ245.5933.9%1.3%254.5021.8%0.8%
70Δ243.6535.2%1.1%255.6721.4%0.7%
75Δ241.7036.4%0.9%256.8321.0%0.5%
80Δ239.2938.5%0.7%258.0020.6%0.3%

20Δ

Calls
Pseudo strike
262.86
IV
34.8%
B/E move
5.5%
Puts
Pseudo strike
242.17
IV
26.0%
B/E move
3.8%

25Δ

Calls
Pseudo strike
259.70
IV
33.4%
B/E move
4.4%
Puts
Pseudo strike
243.70
IV
25.5%
B/E move
3.4%

30Δ

Calls
Pseudo strike
258.01
IV
33.0%
B/E move
3.9%
Puts
Pseudo strike
245.22
IV
25.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
256.32
IV
32.6%
B/E move
3.5%
Puts
Pseudo strike
246.75
IV
24.5%
B/E move
2.4%

40Δ

Calls
Pseudo strike
254.63
IV
32.2%
B/E move
3.0%
Puts
Pseudo strike
248.28
IV
24.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
252.93
IV
31.8%
B/E move
2.6%
Puts
Pseudo strike
249.80
IV
23.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
251.24
IV
31.4%
B/E move
2.1%
Puts
Pseudo strike
251.01
IV
23.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
249.48
IV
31.4%
B/E move
1.7%
Puts
Pseudo strike
252.18
IV
22.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
247.54
IV
32.7%
B/E move
1.5%
Puts
Pseudo strike
253.34
IV
22.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
245.59
IV
33.9%
B/E move
1.3%
Puts
Pseudo strike
254.50
IV
21.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
243.65
IV
35.2%
B/E move
1.1%
Puts
Pseudo strike
255.67
IV
21.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
241.70
IV
36.4%
B/E move
0.9%
Puts
Pseudo strike
256.83
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
239.29
IV
38.5%
B/E move
0.7%
Puts
Pseudo strike
258.00
IV
20.6%
B/E move
0.3%

Options history

IV · four-Friday blend25.01%
Daily EOD
PKG24.6%26.9%29.3%2026-10-19: 28.95%2026-10-20: 28.81%2026-10-21: 28.39%2026-10-22: 25.20%2026-10-23: 25.75%2026-10-26: 24.99%2026-10-27: 25.47%2026-10-28: 25.94%2026-10-29: 24.91%2026-10-30: 25.01%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.95%
28.81%
28.39%
25.20%
25.75%
24.99%
25.47%
25.94%
24.91%
25.01%