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Sylvamo Corporation SLVM

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Market datapartial · fetched 2026-10-22T21:30:21.380Z

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 · 2026-10-22T20:10:00.003390037Z

FundamentalsAlpha Vantage · unavailable

Share price$32.44
1D+3.7%
AH$31.14$31.49$31.84$32.19$32.545:30 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$0.83$3.29$5.76$8.22$10.69$24.52$29.07$33.61$38.16$42.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLVM spot · $32.44SLVM PRICE$1.50$2.43$2.45$2.39$2.17$1.95$1.73$1.77$2.15$2.53$2.92$3.30$3.69$2.13$1.43$1.09$1.34$1.58$1.82$2.05$2.28$2.50$2.73$2.95$5.39$9.98
PutsExpensive1.38×
CallsExpensive2.19×
SkewBullish-25.73 pp
Implied moveBearish±$3.77
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.09155.9%68.3%24.14174.1%32.1%
25Δ64.80240.8%107.3%27.78101.8%18.8%
30Δ48.26179.4%56.3%30.2657.2%10.1%
35Δ41.75141.1%36.0%30.9355.8%8.8%
40Δ39.16113.7%27.4%31.6054.5%7.4%
45Δ36.5786.3%18.7%32.2753.2%6.1%
50Δ33.9859.0%10.1%32.8251.1%5.1%
55Δ32.2642.7%4.9%33.3248.6%4.3%
60Δ31.7041.3%4.4%33.8146.2%3.5%
65Δ31.1539.9%3.8%34.3043.7%2.7%
70Δ30.5938.4%3.3%34.7941.2%1.9%
75Δ30.0337.0%2.8%37.2558.5%1.8%
80Δ29.4735.6%2.2%41.7390.5%2.1%

20Δ

Calls
Pseudo strike
53.09
IV
155.9%
B/E move
68.3%
Puts
Pseudo strike
24.14
IV
174.1%
B/E move
32.1%

25Δ

Calls
Pseudo strike
64.80
IV
240.8%
B/E move
107.3%
Puts
Pseudo strike
27.78
IV
101.8%
B/E move
18.8%

30Δ

Calls
Pseudo strike
48.26
IV
179.4%
B/E move
56.3%
Puts
Pseudo strike
30.26
IV
57.2%
B/E move
10.1%

35Δ

Calls
Pseudo strike
41.75
IV
141.1%
B/E move
36.0%
Puts
Pseudo strike
30.93
IV
55.8%
B/E move
8.8%

40Δ

Calls
Pseudo strike
39.16
IV
113.7%
B/E move
27.4%
Puts
Pseudo strike
31.60
IV
54.5%
B/E move
7.4%

45Δ

Calls
Pseudo strike
36.57
IV
86.3%
B/E move
18.7%
Puts
Pseudo strike
32.27
IV
53.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
33.98
IV
59.0%
B/E move
10.1%
Puts
Pseudo strike
32.82
IV
51.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
32.26
IV
42.7%
B/E move
4.9%
Puts
Pseudo strike
33.32
IV
48.6%
B/E move
4.3%

60Δ

Calls
Pseudo strike
31.70
IV
41.3%
B/E move
4.4%
Puts
Pseudo strike
33.81
IV
46.2%
B/E move
3.5%

65Δ

Calls
Pseudo strike
31.15
IV
39.9%
B/E move
3.8%
Puts
Pseudo strike
34.30
IV
43.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
30.59
IV
38.4%
B/E move
3.3%
Puts
Pseudo strike
34.79
IV
41.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
30.03
IV
37.0%
B/E move
2.8%
Puts
Pseudo strike
37.25
IV
58.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
29.47
IV
35.6%
B/E move
2.2%
Puts
Pseudo strike
41.73
IV
90.5%
B/E move
2.1%

Options history

No recorded observations