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Ryanair Holdings plc American Depositary Shares RYAAY

i

Market datapartial · fetched 2026-11-12T03:14:41.530Z

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 · 2026-11-11T21:00:07.133117217Z

FundamentalsAlpha Vantage · unavailable

Share price$59.43
1D-0.8%
AH$59.23$59.42$59.62$59.82$60.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYAAY
Sold putSold callAH

Ryanair Holdings plc American Depositary Shares options

Live interpolated RYAAY call and put midpoint premiums by absolute delta.Ryanair Holdings plc American Depositary Shares$1.33$2.24$3.16$4.07$4.99$51.90$55.99$60.08$64.17$68.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYAAY spot · $59.43RYAAY PRICE$1.43$1.50$1.69$1.79$1.85$1.91$2.11$2.55$2.98$3.42$3.85$4.29$4.72$1.45$1.47$1.54$1.63$1.73$1.82$1.91$2.15$2.66$3.17$3.68$4.19$4.71
PutsExpensive1.56×
CallsExpensive1.40×
SkewBullish-14.07 pp
Implied moveBullish±$4.02
TiltBullish3.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.92154.9%28.5%51.00131.5%16.6%
25Δ68.87120.7%18.4%54.01100.6%11.6%
30Δ65.86106.0%13.7%55.6384.8%9.0%
35Δ63.9392.7%10.6%56.5676.4%7.6%
40Δ62.4480.1%8.2%57.5068.0%6.1%
45Δ60.9567.5%5.8%58.4459.6%4.7%
50Δ59.7459.3%4.1%59.3851.2%3.3%
55Δ59.0258.7%3.6%60.2345.6%2.3%
60Δ58.3058.1%3.1%60.9245.3%2.0%
65Δ57.5857.4%2.6%61.6044.9%1.7%
70Δ56.8556.8%2.1%62.2944.6%1.4%
75Δ56.1356.1%1.7%62.9844.3%1.1%
80Δ55.4155.5%1.2%63.6744.0%0.8%

20Δ

Calls
Pseudo strike
74.92
IV
154.9%
B/E move
28.5%
Puts
Pseudo strike
51.00
IV
131.5%
B/E move
16.6%

25Δ

Calls
Pseudo strike
68.87
IV
120.7%
B/E move
18.4%
Puts
Pseudo strike
54.01
IV
100.6%
B/E move
11.6%

30Δ

Calls
Pseudo strike
65.86
IV
106.0%
B/E move
13.7%
Puts
Pseudo strike
55.63
IV
84.8%
B/E move
9.0%

35Δ

Calls
Pseudo strike
63.93
IV
92.7%
B/E move
10.6%
Puts
Pseudo strike
56.56
IV
76.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
62.44
IV
80.1%
B/E move
8.2%
Puts
Pseudo strike
57.50
IV
68.0%
B/E move
6.1%

45Δ

Calls
Pseudo strike
60.95
IV
67.5%
B/E move
5.8%
Puts
Pseudo strike
58.44
IV
59.6%
B/E move
4.7%

50Δ

Calls
Pseudo strike
59.74
IV
59.3%
B/E move
4.1%
Puts
Pseudo strike
59.38
IV
51.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
59.02
IV
58.7%
B/E move
3.6%
Puts
Pseudo strike
60.23
IV
45.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
58.30
IV
58.1%
B/E move
3.1%
Puts
Pseudo strike
60.92
IV
45.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
57.58
IV
57.4%
B/E move
2.6%
Puts
Pseudo strike
61.60
IV
44.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
56.85
IV
56.8%
B/E move
2.1%
Puts
Pseudo strike
62.29
IV
44.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
56.13
IV
56.1%
B/E move
1.7%
Puts
Pseudo strike
62.98
IV
44.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
55.41
IV
55.5%
B/E move
1.2%
Puts
Pseudo strike
63.67
IV
44.0%
B/E move
0.8%

Options history

IV · four-Friday blend40.41%
Daily EOD
RYAAY37.5%40.0%42.5%2026-10-19: 38.88%2026-10-20: 37.80%2026-10-21: 37.93%2026-10-22: 39.84%2026-10-23: 41.34%2026-10-26: 42.12%2026-10-27: 40.54%2026-10-28: 42.14%2026-10-29: 41.34%2026-10-30: 40.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.88%
37.80%
37.93%
39.84%
41.34%
42.12%
40.54%
42.14%
41.34%
40.41%