IntraAlpha
Create free account Start free

Packaging Corp of America PKG

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-10-23T17:38:24.608Z

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 · 2026-10-23T17:38:02.283331812Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:38:22.752376+00:00

Share price$248.19
1D+1.0%
$245$246$247$248$2505:30 AM6:30 AM9:00 AM1:00 PMPKG
Sold putSold call

Packaging Corp of America options

Live interpolated PKG call and put midpoint premiums by absolute delta.Packaging Corp of America$1.44$6.66$11.89$17.11$22.33$219.82$233.38$246.95$260.51$274.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PKG spot · $248.19PKG PRICE$2.01$2.46$3.15$3.99$4.82$5.65$6.63$8.10$9.57$11.04$12.51$15.07$17.66$2.51$3.19$3.87$4.71$5.58$6.45$7.32$8.80$10.44$12.08$13.72$16.99$20.82
PutsFair1.01×
CallsCheap0.86×
SkewBearish+1.58 pp
Implied moveBearish±$13.95
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ266.6927.4%8.3%231.8931.4%7.6%
25Δ261.7925.0%6.5%235.7229.9%6.3%
30Δ258.5624.2%5.5%239.5428.4%5.0%
35Δ256.3024.4%4.9%242.1527.6%4.3%
40Δ254.0324.5%4.3%244.6026.9%3.7%
45Δ251.7624.7%3.7%247.0526.2%3.1%
50Δ249.4824.9%3.2%249.4925.5%2.4%
55Δ247.1225.4%2.8%251.9525.5%2.0%
60Δ244.7725.9%2.5%254.4225.7%1.7%
65Δ242.4126.4%2.1%256.8926.0%1.4%
70Δ240.0626.9%1.8%259.3626.2%1.0%
75Δ236.7927.3%1.5%263.2627.4%0.8%
80Δ233.5027.8%1.2%267.6729.0%0.5%

20Δ

Calls
Pseudo strike
266.69
IV
27.4%
B/E move
8.3%
Puts
Pseudo strike
231.89
IV
31.4%
B/E move
7.6%

25Δ

Calls
Pseudo strike
261.79
IV
25.0%
B/E move
6.5%
Puts
Pseudo strike
235.72
IV
29.9%
B/E move
6.3%

30Δ

Calls
Pseudo strike
258.56
IV
24.2%
B/E move
5.5%
Puts
Pseudo strike
239.54
IV
28.4%
B/E move
5.0%

35Δ

Calls
Pseudo strike
256.30
IV
24.4%
B/E move
4.9%
Puts
Pseudo strike
242.15
IV
27.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
254.03
IV
24.5%
B/E move
4.3%
Puts
Pseudo strike
244.60
IV
26.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
251.76
IV
24.7%
B/E move
3.7%
Puts
Pseudo strike
247.05
IV
26.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
249.48
IV
24.9%
B/E move
3.2%
Puts
Pseudo strike
249.49
IV
25.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
247.12
IV
25.4%
B/E move
2.8%
Puts
Pseudo strike
251.95
IV
25.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
244.77
IV
25.9%
B/E move
2.5%
Puts
Pseudo strike
254.42
IV
25.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
242.41
IV
26.4%
B/E move
2.1%
Puts
Pseudo strike
256.89
IV
26.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
240.06
IV
26.9%
B/E move
1.8%
Puts
Pseudo strike
259.36
IV
26.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
236.79
IV
27.3%
B/E move
1.5%
Puts
Pseudo strike
263.26
IV
27.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
233.50
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
267.67
IV
29.0%
B/E move
0.5%

Options history

No recorded observations