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Rayonier Advanced Materials RYAM

BASIC MATERIALS · CHEMICALS
i

Market dataready · fetched 2026-10-22T23:26:42.983Z

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 · 2026-10-22T23:00:00.00280706Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:20:43.301252+00:00

Share price$6.83
1D-4.1%
AH$6.79$6.88$6.97$7.06$7.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYAM
Sold putSold callAH

Rayonier Advanced Materials options

Live interpolated RYAM call and put midpoint premiums by absolute delta.Rayonier Advanced Materials$0.22$1.03$1.85$2.66$3.48$3.36$5.04$6.72$8.41$10.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYAM spot · $6.83RYAM PRICE$0.31$0.75$0.51$0.46$0.50$0.54$0.74$0.96$1.18$1.40$1.85$2.34$0.77$0.91$1.02$0.96$0.89$0.82$0.88$1.21$1.53$1.95$2.43$2.84$3.24
PutsExpensive1.85×
CallsExpensive2.07×
SkewBearish+10.94 pp
Implied moveBearish±$1.43
TiltBearish25.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.86246.6%40.3%
25Δ9.34127.1%41.2%5.42225.3%33.9%
30Δ15.27300.3%134.5%5.97199.8%27.5%
35Δ9.07145.2%40.3%6.26170.0%22.4%
40Δ7.7199.0%19.7%6.54140.0%17.3%
45Δ7.3890.2%15.4%6.82110.0%12.2%
50Δ7.0581.5%11.2%7.1393.6%8.6%
55Δ6.7991.2%10.1%7.49103.7%8.0%
60Δ6.53104.1%9.7%7.86113.8%7.3%
65Δ6.28116.9%9.2%8.34122.2%6.4%
70Δ6.03129.8%8.8%8.89129.5%5.4%
75Δ5.55157.8%8.4%9.38128.9%4.2%
80Δ5.04188.1%8.0%9.87126.3%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
246.6%
B/E move
40.3%

25Δ

Calls
Pseudo strike
9.34
IV
127.1%
B/E move
41.2%
Puts
Pseudo strike
5.42
IV
225.3%
B/E move
33.9%

30Δ

Calls
Pseudo strike
15.27
IV
300.3%
B/E move
134.5%
Puts
Pseudo strike
5.97
IV
199.8%
B/E move
27.5%

35Δ

Calls
Pseudo strike
9.07
IV
145.2%
B/E move
40.3%
Puts
Pseudo strike
6.26
IV
170.0%
B/E move
22.4%

40Δ

Calls
Pseudo strike
7.71
IV
99.0%
B/E move
19.7%
Puts
Pseudo strike
6.54
IV
140.0%
B/E move
17.3%

45Δ

Calls
Pseudo strike
7.38
IV
90.2%
B/E move
15.4%
Puts
Pseudo strike
6.82
IV
110.0%
B/E move
12.2%

50Δ

Calls
Pseudo strike
7.05
IV
81.5%
B/E move
11.2%
Puts
Pseudo strike
7.13
IV
93.6%
B/E move
8.6%

55Δ

Calls
Pseudo strike
6.79
IV
91.2%
B/E move
10.1%
Puts
Pseudo strike
7.49
IV
103.7%
B/E move
8.0%

60Δ

Calls
Pseudo strike
6.53
IV
104.1%
B/E move
9.7%
Puts
Pseudo strike
7.86
IV
113.8%
B/E move
7.3%

65Δ

Calls
Pseudo strike
6.28
IV
116.9%
B/E move
9.2%
Puts
Pseudo strike
8.34
IV
122.2%
B/E move
6.4%

70Δ

Calls
Pseudo strike
6.03
IV
129.8%
B/E move
8.8%
Puts
Pseudo strike
8.89
IV
129.5%
B/E move
5.4%

75Δ

Calls
Pseudo strike
5.55
IV
157.8%
B/E move
8.4%
Puts
Pseudo strike
9.38
IV
128.9%
B/E move
4.2%

80Δ

Calls
Pseudo strike
5.04
IV
188.1%
B/E move
8.0%
Puts
Pseudo strike
9.87
IV
126.3%
B/E move
3.0%

Options history

No recorded observations