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Rayonier Advanced Materials Inc. RYAM

i

Market dataready · fetched 2026-11-12T00:48:05.673Z

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 · 2026-11-12T00:00:00.002538379Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T00:48:05.296358+00:00

Share price$5.53
1D+0.5%
AH$5.52$5.57$5.62$5.67$5.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYAM
Sold putSold callAH

Rayonier Advanced Materials Inc. options

Live interpolated RYAM call and put midpoint premiums by absolute delta.Rayonier Advanced Materials Inc.$0.40$0.76$1.12$1.48$1.84$4.30$5.11$5.91$6.72$7.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RYAM spot · $5.53RYAM PRICE$0.46$0.44$0.56$0.67$0.79$0.90$1.09$1.41$1.74$0.48$0.50$0.52$0.54$0.57$0.60$0.63$0.65$0.68
Puts——
Calls——
Skew——
Implied moveBearish±$1.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.02367.7%35.9%
25Δ4.42313.5%29.0%
30Δ4.82259.2%22.1%
35Δ7.09270.6%36.6%5.09224.7%17.7%
40Δ5.25206.2%15.3%
45Δ5.92172.0%15.2%5.41187.6%12.9%
50Δ5.73179.2%13.6%5.57169.1%10.5%
55Δ5.53186.4%12.1%5.74150.5%8.1%
60Δ5.33193.6%10.6%5.90132.0%5.7%
65Δ5.13200.8%9.1%
70Δ4.87212.4%7.6%
75Δ4.47232.8%6.4%
80Δ4.07253.2%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
367.7%
B/E move
35.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.42
IV
313.5%
B/E move
29.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.82
IV
259.2%
B/E move
22.1%

35Δ

Calls
Pseudo strike
7.09
IV
270.6%
B/E move
36.6%
Puts
Pseudo strike
5.09
IV
224.7%
B/E move
17.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.25
IV
206.2%
B/E move
15.3%

45Δ

Calls
Pseudo strike
5.92
IV
172.0%
B/E move
15.2%
Puts
Pseudo strike
5.41
IV
187.6%
B/E move
12.9%

50Δ

Calls
Pseudo strike
5.73
IV
179.2%
B/E move
13.6%
Puts
Pseudo strike
5.57
IV
169.1%
B/E move
10.5%

55Δ

Calls
Pseudo strike
5.53
IV
186.4%
B/E move
12.1%
Puts
Pseudo strike
5.74
IV
150.5%
B/E move
8.1%

60Δ

Calls
Pseudo strike
5.33
IV
193.6%
B/E move
10.6%
Puts
Pseudo strike
5.90
IV
132.0%
B/E move
5.7%

65Δ

Calls
Pseudo strike
5.13
IV
200.8%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.87
IV
212.4%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.47
IV
232.8%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.07
IV
253.2%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend78.20%
Daily EOD
RYAM68.9%81.7%94.5%2026-10-19: 77.55%2026-10-20: 72.36%2026-10-21: 81.39%2026-10-22: 73.78%2026-10-23: 77.53%2026-10-26: 81.41%2026-10-27: 92.70%2026-10-28: 87.82%2026-10-29: 70.65%2026-10-30: 78.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.55%
72.36%
81.39%
73.78%
77.53%
81.41%
92.70%
87.82%
70.65%
78.20%