IntraAlpha
Create free account Start free

Sylvamo Corporation SLVM

i

Market datapartial · fetched 2026-10-22T19:59:45.077Z

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 · 2026-10-22T19:59:43.960646225Z

FundamentalsAlpha Vantage · unavailable

Share price$32.37
1D+3.4%
$31.15$31.47$31.79$32.12$32.445:30 AM6:30 AM9:00 AM1:00 PMSLVM
Sold putSold call

Sylvamo Corporation options

Live interpolated SLVM call and put midpoint premiums by absolute delta.Sylvamo Corporation$0.85$2.98$5.11$7.23$9.36$24.76$28.96$33.16$37.37$41.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLVM spot · $32.37SLVM PRICE$1.50$2.43$1.11$2.38$2.15$1.93$1.70$1.66$1.77$1.88$1.99$2.10$2.21$2.15$1.46$1.08$1.32$1.55$1.79$2.02$2.23$2.45$2.67$2.89$4.14$8.75
PutsExpensive1.33×
CallsExpensive1.96×
SkewBullish-17.40 pp
Implied moveBearish±$3.72
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.17156.9%68.9%24.06175.1%32.3%
25Δ64.78241.0%107.7%27.62104.3%19.2%
30Δ38.1976.0%21.4%30.2256.6%10.0%
35Δ41.70141.2%36.2%30.8855.2%8.7%
40Δ39.03113.0%27.2%31.5453.8%7.4%
45Δ36.3584.9%18.3%32.1952.5%6.1%
50Δ33.6856.8%9.3%32.7550.5%5.0%
55Δ32.3242.6%5.0%33.2248.0%4.3%
60Δ32.0039.6%4.3%33.7045.4%3.5%
65Δ31.6836.5%3.7%34.1742.9%2.7%
70Δ31.3533.4%3.0%34.6440.4%1.9%
75Δ31.0330.4%2.4%36.0547.0%1.4%
80Δ30.7127.3%1.7%40.5081.6%1.9%

20Δ

Calls
Pseudo strike
53.17
IV
156.9%
B/E move
68.9%
Puts
Pseudo strike
24.06
IV
175.1%
B/E move
32.3%

25Δ

Calls
Pseudo strike
64.78
IV
241.0%
B/E move
107.7%
Puts
Pseudo strike
27.62
IV
104.3%
B/E move
19.2%

30Δ

Calls
Pseudo strike
38.19
IV
76.0%
B/E move
21.4%
Puts
Pseudo strike
30.22
IV
56.6%
B/E move
10.0%

35Δ

Calls
Pseudo strike
41.70
IV
141.2%
B/E move
36.2%
Puts
Pseudo strike
30.88
IV
55.2%
B/E move
8.7%

40Δ

Calls
Pseudo strike
39.03
IV
113.0%
B/E move
27.2%
Puts
Pseudo strike
31.54
IV
53.8%
B/E move
7.4%

45Δ

Calls
Pseudo strike
36.35
IV
84.9%
B/E move
18.3%
Puts
Pseudo strike
32.19
IV
52.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
33.68
IV
56.8%
B/E move
9.3%
Puts
Pseudo strike
32.75
IV
50.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
32.32
IV
42.6%
B/E move
5.0%
Puts
Pseudo strike
33.22
IV
48.0%
B/E move
4.3%

60Δ

Calls
Pseudo strike
32.00
IV
39.6%
B/E move
4.3%
Puts
Pseudo strike
33.70
IV
45.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
31.68
IV
36.5%
B/E move
3.7%
Puts
Pseudo strike
34.17
IV
42.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
31.35
IV
33.4%
B/E move
3.0%
Puts
Pseudo strike
34.64
IV
40.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
31.03
IV
30.4%
B/E move
2.4%
Puts
Pseudo strike
36.05
IV
47.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
30.71
IV
27.3%
B/E move
1.7%
Puts
Pseudo strike
40.50
IV
81.6%
B/E move
1.9%

Options history

No recorded observations