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Reynolds Consumer Products Inc REYN

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-10-23T02:58:16.651Z

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 · 2026-10-22T20:00:02.54165883Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:58:16.165617+00:00

Share price$23.61
1D+3.3%
AH$22.78$23.01$23.24$23.47$23.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREYN
Sold putSold callAH

Reynolds Consumer Products Inc options

Live interpolated REYN call and put midpoint premiums by absolute delta.Reynolds Consumer Products Inc$1.02$2.47$3.93$5.38$6.84$15.85$19.13$22.41$25.69$28.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REYN spot · $23.61REYN PRICE$1.69$1.18$1.32$1.47$1.62$1.76$2.45$1.24$1.44$1.64$1.86$2.10$2.33$2.56$3.31$4.34$5.38$6.42
PutsExpensive2.66×
CallsExpensive1.54×
SkewBearish+36.34 pp
Implied moveBearish±$3.65
TiltBearish59.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.87234.8%38.9%
25Δ20.19107.4%19.7%
30Δ21.1599.3%16.5%
35Δ22.1191.1%13.3%
40Δ27.37110.2%23.1%22.8785.2%11.0%
45Δ24.6057.3%9.2%23.5180.9%9.3%
50Δ24.1454.7%7.9%24.1476.5%7.6%
55Δ23.6952.0%6.6%24.7772.2%6.0%
60Δ23.2349.3%5.2%25.7574.1%4.9%
65Δ22.7746.7%3.9%26.9579.5%4.3%
70Δ28.1485.0%3.6%
75Δ29.3390.4%3.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.87
IV
234.8%
B/E move
38.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.19
IV
107.4%
B/E move
19.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.15
IV
99.3%
B/E move
16.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.11
IV
91.1%
B/E move
13.3%

40Δ

Calls
Pseudo strike
27.37
IV
110.2%
B/E move
23.1%
Puts
Pseudo strike
22.87
IV
85.2%
B/E move
11.0%

45Δ

Calls
Pseudo strike
24.60
IV
57.3%
B/E move
9.2%
Puts
Pseudo strike
23.51
IV
80.9%
B/E move
9.3%

50Δ

Calls
Pseudo strike
24.14
IV
54.7%
B/E move
7.9%
Puts
Pseudo strike
24.14
IV
76.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
23.69
IV
52.0%
B/E move
6.6%
Puts
Pseudo strike
24.77
IV
72.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
23.23
IV
49.3%
B/E move
5.2%
Puts
Pseudo strike
25.75
IV
74.1%
B/E move
4.9%

65Δ

Calls
Pseudo strike
22.77
IV
46.7%
B/E move
3.9%
Puts
Pseudo strike
26.95
IV
79.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.14
IV
85.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.33
IV
90.4%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations