IntraAlpha
Create free account Start free

Ryder System, Inc. R

i

Market dataready · fetched 2026-11-12T14:56:47.289Z

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 · 2026-11-12T14:54:31.805202727Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:56:46.720482+00:00

Share price$284.88
1D+0.1%
$283.89$284.17$284.46$284.74$285.025:30 AM6:30 AM9:00 AM1:00 PMR
Sold putSold call

Ryder System, Inc. options

Live interpolated R call and put midpoint premiums by absolute delta.Ryder System, Inc.$1.16$5.05$8.94$12.82$16.71$262.14$272.88$283.63$294.37$305.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive R spot · $284.88R PRICE$1.58$2.06$2.53$3.00$3.82$4.76$5.70$6.64$7.59$8.53$10.14$11.77$13.40$1.79$2.40$3.01$3.62$4.46$5.32$6.17$7.03$7.89$9.32$11.41$13.50$15.59
PutsExpensive1.09×
CallsCheap0.87×
SkewBearish+1.72 pp
Implied moveBearish±$11.88
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ298.3434.0%5.3%273.5032.9%4.6%
25Δ295.7833.0%4.5%275.6133.6%4.1%
30Δ293.2232.0%3.8%277.7134.4%3.6%
35Δ290.6630.9%3.1%279.8135.2%3.1%
40Δ288.7131.0%2.7%281.6734.9%2.7%
45Δ286.9831.6%2.4%283.5134.5%2.3%
50Δ285.2532.1%2.1%285.3534.0%2.0%
55Δ283.5132.6%1.9%287.1833.6%1.7%
60Δ281.7833.2%1.6%289.0233.1%1.3%
65Δ280.0533.7%1.3%291.2133.4%1.0%
70Δ277.8533.4%1.1%293.8234.4%0.9%
75Δ275.6533.1%0.9%296.4435.3%0.7%
80Δ273.4532.7%0.7%299.0536.3%0.5%

20Δ

Calls
Pseudo strike
298.34
IV
34.0%
B/E move
5.3%
Puts
Pseudo strike
273.50
IV
32.9%
B/E move
4.6%

25Δ

Calls
Pseudo strike
295.78
IV
33.0%
B/E move
4.5%
Puts
Pseudo strike
275.61
IV
33.6%
B/E move
4.1%

30Δ

Calls
Pseudo strike
293.22
IV
32.0%
B/E move
3.8%
Puts
Pseudo strike
277.71
IV
34.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
290.66
IV
30.9%
B/E move
3.1%
Puts
Pseudo strike
279.81
IV
35.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
288.71
IV
31.0%
B/E move
2.7%
Puts
Pseudo strike
281.67
IV
34.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
286.98
IV
31.6%
B/E move
2.4%
Puts
Pseudo strike
283.51
IV
34.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
285.25
IV
32.1%
B/E move
2.1%
Puts
Pseudo strike
285.35
IV
34.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
283.51
IV
32.6%
B/E move
1.9%
Puts
Pseudo strike
287.18
IV
33.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
281.78
IV
33.2%
B/E move
1.6%
Puts
Pseudo strike
289.02
IV
33.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
280.05
IV
33.7%
B/E move
1.3%
Puts
Pseudo strike
291.21
IV
33.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
277.85
IV
33.4%
B/E move
1.1%
Puts
Pseudo strike
293.82
IV
34.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
275.65
IV
33.1%
B/E move
0.9%
Puts
Pseudo strike
296.44
IV
35.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
273.45
IV
32.7%
B/E move
0.7%
Puts
Pseudo strike
299.05
IV
36.3%
B/E move
0.5%

Options history

IV · four-Friday blend30.54%
Daily EOD
R28.8%31.2%33.5%2026-10-19: 32.86%2026-10-20: 33.18%2026-10-21: 32.67%2026-10-22: 29.92%2026-10-23: 29.16%2026-10-26: 30.41%2026-10-27: 30.49%2026-10-28: 30.33%2026-10-29: 29.77%2026-10-30: 30.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.86%
33.18%
32.67%
29.92%
29.16%
30.41%
30.49%
30.33%
29.77%
30.54%