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Ryanair Holdings plc American Depositary Shares RYAAY

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Market datapartial · fetched 2026-10-22T22:39:36.120Z

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 · 2026-10-22T20:00:01.901847912Z

FundamentalsAlpha Vantage · unavailable

Share price$53.67
1D+1.8%
AH$52.63$52.99$53.36$53.73$54.095:30 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$1.14$2.77$4.40$6.02$7.65$44.75$49.38$54.01$58.64$63.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYAAY spot · $53.67RYAAY PRICE$1.34$1.32$1.39$1.57$1.75$1.95$2.54$3.13$3.72$4.32$4.91$5.86$7.18$1.43$1.44$1.57$1.85$2.14$2.43$2.71$3.00$3.71$4.47$5.23$5.99$6.74
PutsExpensive1.14×
CallsExpensive1.28×
SkewBullish-4.54 pp
Implied moveBearish±$5.25
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.8289.3%30.7%45.7277.9%17.5%
25Δ62.1865.0%18.3%48.4161.2%12.5%
30Δ59.1352.8%12.8%50.3750.4%9.1%
35Δ57.7448.6%10.5%51.2848.2%7.9%
40Δ56.3444.4%8.2%52.1946.1%6.7%
45Δ54.9640.4%6.0%53.1043.9%5.6%
50Δ54.0642.1%5.5%54.0141.7%4.4%
55Δ53.1643.8%4.9%54.9239.6%3.3%
60Δ52.2545.5%4.3%55.9139.9%2.7%
65Δ51.3547.2%3.7%56.9240.4%2.3%
70Δ50.4548.9%3.1%57.9240.9%1.8%
75Δ49.2051.0%2.6%58.9241.5%1.4%
80Δ47.6153.5%2.1%59.9342.0%0.9%

20Δ

Calls
Pseudo strike
68.82
IV
89.3%
B/E move
30.7%
Puts
Pseudo strike
45.72
IV
77.9%
B/E move
17.5%

25Δ

Calls
Pseudo strike
62.18
IV
65.0%
B/E move
18.3%
Puts
Pseudo strike
48.41
IV
61.2%
B/E move
12.5%

30Δ

Calls
Pseudo strike
59.13
IV
52.8%
B/E move
12.8%
Puts
Pseudo strike
50.37
IV
50.4%
B/E move
9.1%

35Δ

Calls
Pseudo strike
57.74
IV
48.6%
B/E move
10.5%
Puts
Pseudo strike
51.28
IV
48.2%
B/E move
7.9%

40Δ

Calls
Pseudo strike
56.34
IV
44.4%
B/E move
8.2%
Puts
Pseudo strike
52.19
IV
46.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
54.96
IV
40.4%
B/E move
6.0%
Puts
Pseudo strike
53.10
IV
43.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
54.06
IV
42.1%
B/E move
5.5%
Puts
Pseudo strike
54.01
IV
41.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
53.16
IV
43.8%
B/E move
4.9%
Puts
Pseudo strike
54.92
IV
39.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
52.25
IV
45.5%
B/E move
4.3%
Puts
Pseudo strike
55.91
IV
39.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
51.35
IV
47.2%
B/E move
3.7%
Puts
Pseudo strike
56.92
IV
40.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
50.45
IV
48.9%
B/E move
3.1%
Puts
Pseudo strike
57.92
IV
40.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
49.20
IV
51.0%
B/E move
2.6%
Puts
Pseudo strike
58.92
IV
41.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
47.61
IV
53.5%
B/E move
2.1%
Puts
Pseudo strike
59.93
IV
42.0%
B/E move
0.9%

Options history

No recorded observations