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Ryerson Holding Corporation RYZ

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-10-22T23:46:35.125Z

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 · 2026-10-22T23:00:00.003811491Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:41:52.057584+00:00

Share price$28.05
1D+0.4%
AH$27.51$27.74$27.97$28.20$28.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYZ
Sold putSold callAH

Ryerson Holding Corporation options

Live interpolated RYZ call and put midpoint premiums by absolute delta.Ryerson Holding Corporation$0.43$2.14$3.85$5.56$7.28$17.20$21.63$26.06$30.49$34.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYZ spot · $28.05RYZ PRICE$0.61$0.77$0.93$1.10$1.29$1.64$1.98$2.32$2.66$3.01$3.35$3.69$4.29$1.97$2.59$2.85$3.11$3.37$3.63$3.88$4.18$4.70$5.22$5.74$6.26$6.78
PutsExpensive2.95×
CallsExpensive1.52×
SkewBearish+50.39 pp
Implied moveBearish±$5.86
TiltBearish32.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7176.9%25.9%21.35172.2%30.9%
25Δ33.4773.0%22.1%22.71171.1%28.3%
30Δ32.2369.1%18.2%23.96158.1%24.7%
35Δ30.9965.2%14.4%25.21145.0%21.2%
40Δ29.8762.1%11.1%26.46132.0%17.7%
45Δ29.2262.3%10.0%27.70118.9%14.2%
50Δ28.5762.5%8.9%28.95105.9%10.6%
55Δ27.9162.7%7.8%30.1394.3%7.5%
60Δ27.2662.9%6.7%30.9690.1%6.4%
65Δ26.6163.1%5.6%31.7885.9%5.3%
70Δ25.9663.3%4.5%32.6181.7%4.2%
75Δ25.3063.5%3.4%33.4377.5%3.1%
80Δ24.4664.4%2.5%34.2673.3%2.0%

20Δ

Calls
Pseudo strike
34.71
IV
76.9%
B/E move
25.9%
Puts
Pseudo strike
21.35
IV
172.2%
B/E move
30.9%

25Δ

Calls
Pseudo strike
33.47
IV
73.0%
B/E move
22.1%
Puts
Pseudo strike
22.71
IV
171.1%
B/E move
28.3%

30Δ

Calls
Pseudo strike
32.23
IV
69.1%
B/E move
18.2%
Puts
Pseudo strike
23.96
IV
158.1%
B/E move
24.7%

35Δ

Calls
Pseudo strike
30.99
IV
65.2%
B/E move
14.4%
Puts
Pseudo strike
25.21
IV
145.0%
B/E move
21.2%

40Δ

Calls
Pseudo strike
29.87
IV
62.1%
B/E move
11.1%
Puts
Pseudo strike
26.46
IV
132.0%
B/E move
17.7%

45Δ

Calls
Pseudo strike
29.22
IV
62.3%
B/E move
10.0%
Puts
Pseudo strike
27.70
IV
118.9%
B/E move
14.2%

50Δ

Calls
Pseudo strike
28.57
IV
62.5%
B/E move
8.9%
Puts
Pseudo strike
28.95
IV
105.9%
B/E move
10.6%

55Δ

Calls
Pseudo strike
27.91
IV
62.7%
B/E move
7.8%
Puts
Pseudo strike
30.13
IV
94.3%
B/E move
7.5%

60Δ

Calls
Pseudo strike
27.26
IV
62.9%
B/E move
6.7%
Puts
Pseudo strike
30.96
IV
90.1%
B/E move
6.4%

65Δ

Calls
Pseudo strike
26.61
IV
63.1%
B/E move
5.6%
Puts
Pseudo strike
31.78
IV
85.9%
B/E move
5.3%

70Δ

Calls
Pseudo strike
25.96
IV
63.3%
B/E move
4.5%
Puts
Pseudo strike
32.61
IV
81.7%
B/E move
4.2%

75Δ

Calls
Pseudo strike
25.30
IV
63.5%
B/E move
3.4%
Puts
Pseudo strike
33.43
IV
77.5%
B/E move
3.1%

80Δ

Calls
Pseudo strike
24.46
IV
64.4%
B/E move
2.5%
Puts
Pseudo strike
34.26
IV
73.3%
B/E move
2.0%

Options history

No recorded observations