IntraAlpha
Create free account Start free

Rayonier Inc. RYN

i

Market datapartial · fetched 2026-10-22T21:04:20.849Z

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 · 2026-10-22T20:10:00.002121117Z

FundamentalsAlpha Vantage · unavailable

Share price$18.72
1D-0.4%
AH$18.39$18.54$18.68$18.83$18.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYN
Sold putSold callAH

Rayonier Inc. options

Live interpolated RYN call and put midpoint premiums by absolute delta.Rayonier Inc.$0.11$1.27$2.43$3.59$4.75$14.73$16.43$18.13$19.83$21.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYN spot · $18.72RYN PRICE$0.23$0.28$0.36$0.51$0.65$0.79$0.93$1.07$1.21$1.35$1.49$1.70$2.82$0.24$0.44$0.88$1.32$1.76$2.21$2.65$3.09$3.53$3.97$4.41
PutsExpensive1.97×
CallsExpensive1.34×
SkewBearish+22.35 pp
Implied moveBearish±$3.58
TiltBearish29.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.7953.4%23.0%17.0838.8%10.0%
25Δ20.9841.4%13.6%17.6938.9%7.8%
30Δ19.8835.2%8.1%18.2244.8%7.4%
35Δ19.6135.9%7.5%18.7450.8%7.0%
40Δ19.3536.6%6.8%19.2656.8%6.5%
45Δ19.0837.3%6.1%19.7862.7%6.1%
50Δ18.8137.9%5.5%20.3168.7%5.7%
55Δ18.5538.6%4.8%20.8374.7%5.2%
60Δ18.2839.3%4.1%21.3580.6%4.8%
65Δ18.0240.0%3.5%21.8886.6%4.4%
70Δ17.7540.6%2.8%22.4092.6%3.9%
75Δ17.4242.0%2.1%
80Δ16.2453.7%1.8%

20Δ

Calls
Pseudo strike
22.79
IV
53.4%
B/E move
23.0%
Puts
Pseudo strike
17.08
IV
38.8%
B/E move
10.0%

25Δ

Calls
Pseudo strike
20.98
IV
41.4%
B/E move
13.6%
Puts
Pseudo strike
17.69
IV
38.9%
B/E move
7.8%

30Δ

Calls
Pseudo strike
19.88
IV
35.2%
B/E move
8.1%
Puts
Pseudo strike
18.22
IV
44.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
19.61
IV
35.9%
B/E move
7.5%
Puts
Pseudo strike
18.74
IV
50.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
19.35
IV
36.6%
B/E move
6.8%
Puts
Pseudo strike
19.26
IV
56.8%
B/E move
6.5%

45Δ

Calls
Pseudo strike
19.08
IV
37.3%
B/E move
6.1%
Puts
Pseudo strike
19.78
IV
62.7%
B/E move
6.1%

50Δ

Calls
Pseudo strike
18.81
IV
37.9%
B/E move
5.5%
Puts
Pseudo strike
20.31
IV
68.7%
B/E move
5.7%

55Δ

Calls
Pseudo strike
18.55
IV
38.6%
B/E move
4.8%
Puts
Pseudo strike
20.83
IV
74.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
18.28
IV
39.3%
B/E move
4.1%
Puts
Pseudo strike
21.35
IV
80.6%
B/E move
4.8%

65Δ

Calls
Pseudo strike
18.02
IV
40.0%
B/E move
3.5%
Puts
Pseudo strike
21.88
IV
86.6%
B/E move
4.4%

70Δ

Calls
Pseudo strike
17.75
IV
40.6%
B/E move
2.8%
Puts
Pseudo strike
22.40
IV
92.6%
B/E move
3.9%

75Δ

Calls
Pseudo strike
17.42
IV
42.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.24
IV
53.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations