Rayonier Inc RYN
REAL ESTATE · REIT - SPECIALTYi
Market dataready · fetched 2026-10-22T21:11:35.966Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.002121117Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:04:20.687017+00:00
Share price$18.72
1D-0.4%
Sold putSold callAH
Rayonier Inc options
PutsExpensive1.97×
CallsExpensive1.34×
SkewBearish+22.35 pp
Implied moveBearish±$3.58
TiltBearish29.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.79 | 53.4% | 23.0% | 17.08 | 38.8% | 10.0% |
| 25Δ | 20.98 | 41.4% | 13.6% | 17.69 | 38.9% | 7.8% |
| 30Δ | 19.88 | 35.2% | 8.1% | 18.22 | 44.8% | 7.4% |
| 35Δ | 19.61 | 35.9% | 7.5% | 18.74 | 50.8% | 7.0% |
| 40Δ | 19.35 | 36.6% | 6.8% | 19.26 | 56.8% | 6.5% |
| 45Δ | 19.08 | 37.3% | 6.1% | 19.78 | 62.7% | 6.1% |
| 50Δ | 18.81 | 37.9% | 5.5% | 20.31 | 68.7% | 5.7% |
| 55Δ | 18.55 | 38.6% | 4.8% | 20.83 | 74.7% | 5.2% |
| 60Δ | 18.28 | 39.3% | 4.1% | 21.35 | 80.6% | 4.8% |
| 65Δ | 18.02 | 40.0% | 3.5% | 21.88 | 86.6% | 4.4% |
| 70Δ | 17.75 | 40.6% | 2.8% | 22.40 | 92.6% | 3.9% |
| 75Δ | 17.42 | 42.0% | 2.1% | |||
| 80Δ | 16.24 | 53.7% | 1.8% | |||
20Δ
- Pseudo strike
- 22.79
- IV
- 53.4%
- B/E move
- 23.0%
- Pseudo strike
- 17.08
- IV
- 38.8%
- B/E move
- 10.0%
25Δ
- Pseudo strike
- 20.98
- IV
- 41.4%
- B/E move
- 13.6%
- Pseudo strike
- 17.69
- IV
- 38.9%
- B/E move
- 7.8%
30Δ
- Pseudo strike
- 19.88
- IV
- 35.2%
- B/E move
- 8.1%
- Pseudo strike
- 18.22
- IV
- 44.8%
- B/E move
- 7.4%
35Δ
- Pseudo strike
- 19.61
- IV
- 35.9%
- B/E move
- 7.5%
- Pseudo strike
- 18.74
- IV
- 50.8%
- B/E move
- 7.0%
40Δ
- Pseudo strike
- 19.35
- IV
- 36.6%
- B/E move
- 6.8%
- Pseudo strike
- 19.26
- IV
- 56.8%
- B/E move
- 6.5%
45Δ
- Pseudo strike
- 19.08
- IV
- 37.3%
- B/E move
- 6.1%
- Pseudo strike
- 19.78
- IV
- 62.7%
- B/E move
- 6.1%
50Δ
- Pseudo strike
- 18.81
- IV
- 37.9%
- B/E move
- 5.5%
- Pseudo strike
- 20.31
- IV
- 68.7%
- B/E move
- 5.7%
55Δ
- Pseudo strike
- 18.55
- IV
- 38.6%
- B/E move
- 4.8%
- Pseudo strike
- 20.83
- IV
- 74.7%
- B/E move
- 5.2%
60Δ
- Pseudo strike
- 18.28
- IV
- 39.3%
- B/E move
- 4.1%
- Pseudo strike
- 21.35
- IV
- 80.6%
- B/E move
- 4.8%
65Δ
- Pseudo strike
- 18.02
- IV
- 40.0%
- B/E move
- 3.5%
- Pseudo strike
- 21.88
- IV
- 86.6%
- B/E move
- 4.4%
70Δ
- Pseudo strike
- 17.75
- IV
- 40.6%
- B/E move
- 2.8%
- Pseudo strike
- 22.40
- IV
- 92.6%
- B/E move
- 3.9%
75Δ
- Pseudo strike
- 17.42
- IV
- 42.0%
- B/E move
- 2.1%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 16.24
- IV
- 53.7%
- B/E move
- 1.8%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations