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Sonoco Products Company SON

i

Market dataready · fetched 2026-11-12T01:00:19.889Z

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 · 2026-11-12T00:00:00.00143807Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-12T01:00:19.174130+00:00

Share price$49.60
1D+0.1%
AH$49.17$49.33$49.48$49.63$49.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSON
Sold putSold callAH

Sonoco Products Company options

Live interpolated SON call and put midpoint premiums by absolute delta.Sonoco Products Company$0.26$1.38$2.49$3.60$4.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESON PRICE$0.38$0.47$0.56$0.64$0.73$0.82$0.42$0.53$0.64$0.75$0.86$0.97$1.07$1.22$1.85$2.49$3.12$3.76$4.39
PutsFair1.02×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.8449.5%9.3%46.0448.8%8.0%
25Δ53.0946.0%8.0%46.6146.3%7.1%
30Δ52.3342.5%6.6%47.1843.9%6.2%
35Δ51.5739.0%5.3%47.7541.4%5.2%
40Δ50.8135.5%3.9%48.3238.9%4.3%
45Δ50.0532.0%2.6%48.8936.5%3.4%
50Δ49.4734.0%2.4%
55Δ50.0531.9%1.6%
60Δ50.7834.7%1.4%
65Δ51.5037.6%1.2%
70Δ52.2340.4%1.0%
75Δ52.9543.2%0.8%
80Δ53.6846.1%0.6%

20Δ

Calls
Pseudo strike
53.84
IV
49.5%
B/E move
9.3%
Puts
Pseudo strike
46.04
IV
48.8%
B/E move
8.0%

25Δ

Calls
Pseudo strike
53.09
IV
46.0%
B/E move
8.0%
Puts
Pseudo strike
46.61
IV
46.3%
B/E move
7.1%

30Δ

Calls
Pseudo strike
52.33
IV
42.5%
B/E move
6.6%
Puts
Pseudo strike
47.18
IV
43.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
51.57
IV
39.0%
B/E move
5.3%
Puts
Pseudo strike
47.75
IV
41.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
50.81
IV
35.5%
B/E move
3.9%
Puts
Pseudo strike
48.32
IV
38.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
50.05
IV
32.0%
B/E move
2.6%
Puts
Pseudo strike
48.89
IV
36.5%
B/E move
3.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.47
IV
34.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.05
IV
31.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.78
IV
34.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.50
IV
37.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.23
IV
40.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.95
IV
43.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.68
IV
46.1%
B/E move
0.6%

Options history

IV · four-Friday blend28.14%
Daily EOD
SON27.0%31.4%35.9%2026-10-19: 33.06%2026-10-20: 35.25%2026-10-21: 33.49%2026-10-22: 30.92%2026-10-23: 32.17%2026-10-26: 30.70%2026-10-29: 27.63%2026-10-30: 28.14%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.06%
35.25%
33.49%
30.92%
32.17%
30.70%
27.63%
28.14%