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Sylvamo Corporation SLVM

BASIC MATERIALS · PAPER & PAPER PRODUCTS
i

Market dataready · fetched 2026-11-12T00:51:03.024Z

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 · 2026-11-12T00:00:00.002315614Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:51:02.500911+00:00

Share price$38.78
1D+3.3%
AH$37.43$37.80$38.18$38.55$38.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLVM
Sold putSold callAH

Sylvamo Corporation options

Live interpolated SLVM call and put midpoint premiums by absolute delta.Sylvamo Corporation$0.60$2.07$3.55$5.02$6.50$30.00$34.57$39.14$43.71$48.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SLVM spot · $38.78SLVM PRICE$0.99$1.18$1.29$1.36$1.43$1.49$1.56$1.62$1.94$3.04$1.06$1.39$0.76$0.92$1.08$1.24$1.40$1.56$1.72$2.67$3.84$6.07
Puts——
Calls——
Skew——
Implied moveBullish±$2.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.03140.2%17.5%
25Δ34.34137.0%15.0%
30Δ
35Δ40.7670.1%7.7%37.7549.8%4.6%
40Δ40.2072.0%6.7%38.1148.7%4.1%
45Δ39.7569.1%5.8%38.4747.5%3.6%
50Δ39.3663.3%5.0%38.8446.4%3.0%
55Δ38.9757.6%4.2%39.2045.3%2.5%
60Δ38.5851.9%3.3%39.5644.2%2.0%
65Δ38.1946.2%2.5%39.9343.0%1.5%
70Δ37.8040.4%1.7%40.9254.0%1.4%
75Δ37.2238.0%1.0%42.0968.1%1.4%
80Δ36.0546.0%0.8%44.3291.1%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.03
IV
140.2%
B/E move
17.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.34
IV
137.0%
B/E move
15.0%

30Δ

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

35Δ

Calls
Pseudo strike
40.76
IV
70.1%
B/E move
7.7%
Puts
Pseudo strike
37.75
IV
49.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
40.20
IV
72.0%
B/E move
6.7%
Puts
Pseudo strike
38.11
IV
48.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
39.75
IV
69.1%
B/E move
5.8%
Puts
Pseudo strike
38.47
IV
47.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
39.36
IV
63.3%
B/E move
5.0%
Puts
Pseudo strike
38.84
IV
46.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
38.97
IV
57.6%
B/E move
4.2%
Puts
Pseudo strike
39.20
IV
45.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
38.58
IV
51.9%
B/E move
3.3%
Puts
Pseudo strike
39.56
IV
44.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
38.19
IV
46.2%
B/E move
2.5%
Puts
Pseudo strike
39.93
IV
43.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
37.80
IV
40.4%
B/E move
1.7%
Puts
Pseudo strike
40.92
IV
54.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
37.22
IV
38.0%
B/E move
1.0%
Puts
Pseudo strike
42.09
IV
68.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
36.05
IV
46.0%
B/E move
0.8%
Puts
Pseudo strike
44.32
IV
91.1%
B/E move
1.4%

Options history

IV · four-Friday blend51.35%
Daily EOD
SLVM43.4%48.6%53.8%2026-10-19: 44.09%2026-10-20: 46.45%2026-10-21: 46.31%2026-10-22: 47.66%2026-10-23: 48.82%2026-10-26: 49.08%2026-10-27: 53.11%2026-10-28: 50.32%2026-10-29: 49.25%2026-10-30: 51.35%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.09%
46.45%
46.31%
47.66%
48.82%
49.08%
53.11%
50.32%
49.25%
51.35%