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Reynolds Consumer Products Inc. Common Stock REYN

i

Market dataready · fetched 2026-11-13T17:10:26.917Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T17:10:23.868685884Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T17:10:25.837707+00:00

Share price$24.86
1D+0.9%
$24.54$24.64$24.74$24.85$24.955:30 AM6:30 AM9:00 AM1:00 PMREYN
Sold putSold call

Reynolds Consumer Products Inc. Common Stock options

Live interpolated REYN call and put midpoint premiums by absolute delta.Reynolds Consumer Products Inc. Common Stock$0.44$1.74$3.05$4.36$5.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEREYN PRICE$1.76$2.14$2.52$2.90$3.39$4.52$0.58$1.01$1.43$1.86$2.29$2.72$3.15$3.58$4.01$4.44$4.87$5.29
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9637.9%10.0%
25Δ23.5640.3%9.3%
30Δ24.1642.8%8.6%
35Δ24.7645.2%7.9%
40Δ25.3647.7%7.2%
45Δ25.9650.1%6.5%
50Δ26.5752.6%5.8%
55Δ24.7653.2%6.7%27.1755.0%5.1%
60Δ24.1754.9%5.8%27.7757.5%4.4%
65Δ23.5856.6%5.0%28.3759.9%3.7%
70Δ23.0058.3%4.2%28.9762.4%3.0%
75Δ22.3261.3%3.4%29.5764.8%2.3%
80Δ21.0871.6%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.96
IV
37.9%
B/E move
10.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.56
IV
40.3%
B/E move
9.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.16
IV
42.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.76
IV
45.2%
B/E move
7.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.36
IV
47.7%
B/E move
7.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.96
IV
50.1%
B/E move
6.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.57
IV
52.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
24.76
IV
53.2%
B/E move
6.7%
Puts
Pseudo strike
27.17
IV
55.0%
B/E move
5.1%

60Δ

Calls
Pseudo strike
24.17
IV
54.9%
B/E move
5.8%
Puts
Pseudo strike
27.77
IV
57.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
23.58
IV
56.6%
B/E move
5.0%
Puts
Pseudo strike
28.37
IV
59.9%
B/E move
3.7%

70Δ

Calls
Pseudo strike
23.00
IV
58.3%
B/E move
4.2%
Puts
Pseudo strike
28.97
IV
62.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
22.32
IV
61.3%
B/E move
3.4%
Puts
Pseudo strike
29.57
IV
64.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
21.08
IV
71.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.13%
Daily EOD
REYN41.7%50.9%60.0%2026-10-19: 50.18%2026-10-20: 43.01%2026-10-21: 56.38%2026-10-22: 45.42%2026-10-23: 58.71%2026-10-26: 52.56%2026-10-27: 43.00%2026-10-28: 51.57%2026-10-30: 51.13%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.18%
43.01%
56.38%
45.42%
58.71%
52.56%
43.00%
51.57%
51.13%