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RYERSON HOLDING CORPORATION RYZ

i

Market dataready · fetched 2026-11-12T15:50:48.163Z

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: 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 · 2026-11-12T15:46:08.756441803Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:50:47.457679+00:00

Share price$30.49
1D-0.5%
$30.39$30.46$30.53$30.59$30.665:30 AM6:30 AM9:00 AM1:00 PMRYZ
Sold putSold call

RYERSON HOLDING CORPORATION options

Live interpolated RYZ call and put midpoint premiums by absolute delta.RYERSON HOLDING CORPORATION$0.78$1.67$2.55$3.43$4.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERYZ PRICE$0.89$1.43$1.76$1.74$2.15$2.55$2.96$3.37$0.88$1.21$1.49$1.80$2.10$2.41$2.72$3.13$3.60$4.06
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.25174.7%31.6%26.11141.3%17.3%
25Δ26.91149.7%15.7%
30Δ
35Δ33.51134.8%14.6%
40Δ32.93145.4%13.8%
45Δ30.2987.9%5.6%
50Δ30.8087.7%4.9%
55Δ31.3287.6%4.2%
60Δ29.8175.2%3.5%31.8487.4%3.5%
65Δ29.2677.9%3.0%32.3687.3%2.8%
70Δ28.7180.6%2.5%32.9485.7%2.2%
75Δ28.1683.4%2.1%33.5583.5%1.8%
80Δ27.6086.1%1.6%34.1581.3%1.3%

20Δ

Calls
Pseudo strike
39.25
IV
174.7%
B/E move
31.6%
Puts
Pseudo strike
26.11
IV
141.3%
B/E move
17.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.91
IV
149.7%
B/E move
15.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.51
IV
134.8%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.93
IV
145.4%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.29
IV
87.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.80
IV
87.7%
B/E move
4.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.32
IV
87.6%
B/E move
4.2%

60Δ

Calls
Pseudo strike
29.81
IV
75.2%
B/E move
3.5%
Puts
Pseudo strike
31.84
IV
87.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
29.26
IV
77.9%
B/E move
3.0%
Puts
Pseudo strike
32.36
IV
87.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
28.71
IV
80.6%
B/E move
2.5%
Puts
Pseudo strike
32.94
IV
85.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
28.16
IV
83.4%
B/E move
2.1%
Puts
Pseudo strike
33.55
IV
83.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
27.60
IV
86.1%
B/E move
1.6%
Puts
Pseudo strike
34.15
IV
81.3%
B/E move
1.3%

Options history

IV · four-Friday blend61.36%
Daily EOD
RYZ56.4%61.6%66.8%2026-10-19: 59.17%2026-10-20: 57.13%2026-10-21: 58.22%2026-10-22: 60.57%2026-10-23: 61.50%2026-10-26: 61.29%2026-10-28: 66.06%2026-10-29: 57.93%2026-10-30: 61.36%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.17%
57.13%
58.22%
60.57%
61.50%
61.29%
66.06%
57.93%
61.36%