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Rayonier Inc. RYN

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Market datapartial · fetched 2026-11-12T01:42:39.779Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:00:00.001621531Z

FundamentalsAlpha Vantage · unavailable

Share price$21.55
1D-1.5%
AH$21.09$21.21$21.34$21.46$21.585:30 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.$0.04$1.38$2.72$4.05$5.39$17.03$19.03$21.04$23.04$25.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYN spot · $21.55RYN PRICE$0.19$0.22$0.28$0.40$0.53$0.65$0.78$0.91$1.03$1.16$1.28$1.41$1.53$0.25$0.37$0.50$0.63$0.75$0.88$1.00$1.13$1.25$1.56$2.47$3.37$5.00
PutsFair0.99×
CallsCheap0.56×
SkewBearish+12.65 pp
Implied moveBearish±$1.78
TiltBearish29.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.7528.2%11.1%20.1128.6%7.9%
25Δ23.0524.1%8.0%20.3828.8%7.2%
30Δ22.4520.9%5.5%20.6529.0%6.5%
35Δ22.2421.0%5.1%20.9229.2%5.8%
40Δ22.0321.1%4.7%21.2029.5%5.1%
45Δ21.8121.2%4.3%21.4729.7%4.4%
50Δ21.6021.3%3.9%21.7429.9%3.8%
55Δ21.3921.4%3.5%22.0230.1%3.1%
60Δ21.1821.5%3.0%22.2930.3%2.4%
65Δ20.9621.6%2.6%22.7132.5%1.8%
70Δ20.7521.7%2.2%23.6441.3%1.8%
75Δ20.5421.8%1.8%24.5650.1%1.7%
80Δ20.3321.9%1.4%26.2362.6%1.5%

20Δ

Calls
Pseudo strike
23.75
IV
28.2%
B/E move
11.1%
Puts
Pseudo strike
20.11
IV
28.6%
B/E move
7.9%

25Δ

Calls
Pseudo strike
23.05
IV
24.1%
B/E move
8.0%
Puts
Pseudo strike
20.38
IV
28.8%
B/E move
7.2%

30Δ

Calls
Pseudo strike
22.45
IV
20.9%
B/E move
5.5%
Puts
Pseudo strike
20.65
IV
29.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
22.24
IV
21.0%
B/E move
5.1%
Puts
Pseudo strike
20.92
IV
29.2%
B/E move
5.8%

40Δ

Calls
Pseudo strike
22.03
IV
21.1%
B/E move
4.7%
Puts
Pseudo strike
21.20
IV
29.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
21.81
IV
21.2%
B/E move
4.3%
Puts
Pseudo strike
21.47
IV
29.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
21.60
IV
21.3%
B/E move
3.9%
Puts
Pseudo strike
21.74
IV
29.9%
B/E move
3.8%

55Δ

Calls
Pseudo strike
21.39
IV
21.4%
B/E move
3.5%
Puts
Pseudo strike
22.02
IV
30.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
21.18
IV
21.5%
B/E move
3.0%
Puts
Pseudo strike
22.29
IV
30.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
20.96
IV
21.6%
B/E move
2.6%
Puts
Pseudo strike
22.71
IV
32.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
20.75
IV
21.7%
B/E move
2.2%
Puts
Pseudo strike
23.64
IV
41.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
20.54
IV
21.8%
B/E move
1.8%
Puts
Pseudo strike
24.56
IV
50.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
20.33
IV
21.9%
B/E move
1.4%
Puts
Pseudo strike
26.23
IV
62.6%
B/E move
1.5%

Options history

IV · four-Friday blend37.83%
Daily EOD
RYN37.8%37.8%37.9%2026-10-22: 37.83%Oct 22
1 observations2026-10-22 — 2026-10-22
Table
DateIV (%)
37.83%