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Sonoco Products Company SON

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Market datapartial · fetched 2026-10-22T16:35:14.993Z

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 · 2026-10-22T16:35:03.73675638Z

FundamentalsAlpha Vantage · unavailable

Share price$50.86
1D+11.0%
$45$47$48$50$515:30 AM6:30 AM9:00 AM1:00 PMSON
Sold putSold call

Sonoco Products Company options

Live interpolated SON call and put midpoint premiums by absolute delta.Sonoco Products Company$0.00$4.23$8.47$12.70$16.93$40.72$45.35$49.99$54.62$59.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SON spot · $50.86SON PRICE$0.46$0.66$0.86$1.06$1.26$1.46$1.66$1.86$2.06$0.67$0.87$1.07$1.28$1.50$2.37$3.25$4.12$4.99$5.97$8.22$10.55$15.71
PutsCheap0.87×
CallsCheap0.59×
SkewBearish+23.30 pp
Implied moveBearish±$4.90
TiltBearish68.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.6326.6%8.3%46.5736.7%9.8%
25Δ54.0726.7%7.6%47.4336.1%8.5%
30Δ53.5226.8%6.9%48.3035.5%7.2%
35Δ52.9627.0%6.2%49.1634.9%5.9%
40Δ52.4127.1%5.5%50.0334.4%4.6%
45Δ51.8527.2%4.8%51.0439.3%4.3%
50Δ51.3027.4%4.1%52.0544.1%4.0%
55Δ50.7427.5%3.4%53.0649.0%3.8%
60Δ50.1927.6%2.7%54.0753.8%3.5%
65Δ55.1958.9%3.2%
70Δ57.6366.7%2.9%
75Δ60.1674.8%2.5%
80Δ65.4891.0%2.1%

20Δ

Calls
Pseudo strike
54.63
IV
26.6%
B/E move
8.3%
Puts
Pseudo strike
46.57
IV
36.7%
B/E move
9.8%

25Δ

Calls
Pseudo strike
54.07
IV
26.7%
B/E move
7.6%
Puts
Pseudo strike
47.43
IV
36.1%
B/E move
8.5%

30Δ

Calls
Pseudo strike
53.52
IV
26.8%
B/E move
6.9%
Puts
Pseudo strike
48.30
IV
35.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
52.96
IV
27.0%
B/E move
6.2%
Puts
Pseudo strike
49.16
IV
34.9%
B/E move
5.9%

40Δ

Calls
Pseudo strike
52.41
IV
27.1%
B/E move
5.5%
Puts
Pseudo strike
50.03
IV
34.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
51.85
IV
27.2%
B/E move
4.8%
Puts
Pseudo strike
51.04
IV
39.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
51.30
IV
27.4%
B/E move
4.1%
Puts
Pseudo strike
52.05
IV
44.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
50.74
IV
27.5%
B/E move
3.4%
Puts
Pseudo strike
53.06
IV
49.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
50.19
IV
27.6%
B/E move
2.7%
Puts
Pseudo strike
54.07
IV
53.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.19
IV
58.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.63
IV
66.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.16
IV
74.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.48
IV
91.0%
B/E move
2.1%

Options history

No recorded observations