IntraAlpha
Create free account Start free

Rayonier Inc. RYN

i

Market datapartial · fetched 2026-10-22T16:17:21.725Z

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 · 2026-10-22T16:17:19.500419773Z

FundamentalsAlpha Vantage · unavailable

Share price$18.80
1D+1.6%
$18.47$18.58$18.70$18.81$18.935:30 AM6:30 AM9:00 AM1:00 PMRYN
Sold putSold call

Rayonier Inc. options

Live interpolated RYN call and put midpoint premiums by absolute delta.Rayonier Inc.$0.12$1.25$2.37$3.50$4.63$14.76$16.46$18.15$19.85$21.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYN spot · $18.80RYN PRICE$0.27$0.29$0.35$0.49$0.63$0.77$0.91$1.05$1.18$1.32$1.46$1.60$0.24$0.51$0.98$1.46$1.93$2.40$2.88$3.35$3.83$4.30$2.81$2.51$3.99
PutsExpensive2.03×
CallsExpensive1.28×
SkewBearish+24.23 pp
Implied moveBearish±$3.78
TiltBearish50.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.4862.3%26.3%17.1539.4%10.1%
25Δ21.3945.2%15.3%17.7741.2%8.2%
30Δ19.9133.9%7.8%18.3248.2%7.8%
35Δ19.6534.5%7.2%18.8655.3%7.4%
40Δ19.4035.1%6.5%19.4162.3%7.0%
45Δ19.1435.7%5.9%19.9669.3%6.6%
50Δ18.8836.3%5.3%20.5176.4%6.2%
55Δ18.6236.8%4.6%21.0683.4%5.8%
60Δ18.3637.4%4.0%21.6190.5%5.4%
65Δ18.1038.0%3.4%22.1697.5%5.0%
70Δ17.8438.6%2.7%21.0863.4%2.8%
75Δ17.5939.1%2.1%21.0843.6%1.2%
80Δ22.5956.8%1.0%

20Δ

Calls
Pseudo strike
23.48
IV
62.3%
B/E move
26.3%
Puts
Pseudo strike
17.15
IV
39.4%
B/E move
10.1%

25Δ

Calls
Pseudo strike
21.39
IV
45.2%
B/E move
15.3%
Puts
Pseudo strike
17.77
IV
41.2%
B/E move
8.2%

30Δ

Calls
Pseudo strike
19.91
IV
33.9%
B/E move
7.8%
Puts
Pseudo strike
18.32
IV
48.2%
B/E move
7.8%

35Δ

Calls
Pseudo strike
19.65
IV
34.5%
B/E move
7.2%
Puts
Pseudo strike
18.86
IV
55.3%
B/E move
7.4%

40Δ

Calls
Pseudo strike
19.40
IV
35.1%
B/E move
6.5%
Puts
Pseudo strike
19.41
IV
62.3%
B/E move
7.0%

45Δ

Calls
Pseudo strike
19.14
IV
35.7%
B/E move
5.9%
Puts
Pseudo strike
19.96
IV
69.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
18.88
IV
36.3%
B/E move
5.3%
Puts
Pseudo strike
20.51
IV
76.4%
B/E move
6.2%

55Δ

Calls
Pseudo strike
18.62
IV
36.8%
B/E move
4.6%
Puts
Pseudo strike
21.06
IV
83.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
18.36
IV
37.4%
B/E move
4.0%
Puts
Pseudo strike
21.61
IV
90.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
18.10
IV
38.0%
B/E move
3.4%
Puts
Pseudo strike
22.16
IV
97.5%
B/E move
5.0%

70Δ

Calls
Pseudo strike
17.84
IV
38.6%
B/E move
2.7%
Puts
Pseudo strike
21.08
IV
63.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
17.59
IV
39.1%
B/E move
2.1%
Puts
Pseudo strike
21.08
IV
43.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.59
IV
56.8%
B/E move
1.0%

Options history

No recorded observations