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Smurfit WestRock plc SW

i

Market dataready · fetched 2026-11-12T00:44:17.397Z

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 · 2026-11-12T00:00:00.002001496Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:44:17.231152+00:00

Share price$44.03
1D-0.2%
AH$43.84$43.96$44.09$44.21$44.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSW
Sold putSold callAH

Smurfit WestRock plc options

Live interpolated SW call and put midpoint premiums by absolute delta.Smurfit WestRock plc$0.11$1.51$2.91$4.31$5.72$39.61$41.81$44.02$46.23$48.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SW spot · $44.03SW PRICE$0.26$0.34$0.41$0.50$0.70$0.89$1.08$1.27$1.47$1.66$1.85$2.13$2.67$0.40$0.52$0.64$0.85$1.05$1.26$1.46$1.67$1.93$2.62$3.31$4.01$5.31
PutsExpensive1.05×
CallsCheap0.66×
SkewBearish+17.64 pp
Implied moveBearish±$2.54
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4233.2%6.0%41.2049.4%7.3%
25Δ45.9232.4%5.1%41.8847.9%6.1%
30Δ45.4231.6%4.1%42.5346.4%4.9%
35Δ44.9531.0%3.2%42.9546.7%4.4%
40Δ44.6431.9%3.0%43.3747.0%3.9%
45Δ44.3232.8%2.7%43.7947.2%3.4%
50Δ44.0133.7%2.4%44.2147.5%2.9%
55Δ43.6934.6%2.1%44.6347.7%2.4%
60Δ43.3735.5%1.8%45.0948.5%2.0%
65Δ43.0636.4%1.6%45.8753.8%1.8%
70Δ42.7437.3%1.3%46.6659.2%1.5%
75Δ42.3538.2%1.0%47.4564.5%1.3%
80Δ41.7239.1%0.8%48.8771.3%1.1%

20Δ

Calls
Pseudo strike
46.42
IV
33.2%
B/E move
6.0%
Puts
Pseudo strike
41.20
IV
49.4%
B/E move
7.3%

25Δ

Calls
Pseudo strike
45.92
IV
32.4%
B/E move
5.1%
Puts
Pseudo strike
41.88
IV
47.9%
B/E move
6.1%

30Δ

Calls
Pseudo strike
45.42
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
42.53
IV
46.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
44.95
IV
31.0%
B/E move
3.2%
Puts
Pseudo strike
42.95
IV
46.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
44.64
IV
31.9%
B/E move
3.0%
Puts
Pseudo strike
43.37
IV
47.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
44.32
IV
32.8%
B/E move
2.7%
Puts
Pseudo strike
43.79
IV
47.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
44.01
IV
33.7%
B/E move
2.4%
Puts
Pseudo strike
44.21
IV
47.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
43.69
IV
34.6%
B/E move
2.1%
Puts
Pseudo strike
44.63
IV
47.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
43.37
IV
35.5%
B/E move
1.8%
Puts
Pseudo strike
45.09
IV
48.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
43.06
IV
36.4%
B/E move
1.6%
Puts
Pseudo strike
45.87
IV
53.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
42.74
IV
37.3%
B/E move
1.3%
Puts
Pseudo strike
46.66
IV
59.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
42.35
IV
38.2%
B/E move
1.0%
Puts
Pseudo strike
47.45
IV
64.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
41.72
IV
39.1%
B/E move
0.8%
Puts
Pseudo strike
48.87
IV
71.3%
B/E move
1.1%

Options history

IV · four-Friday blend44.21%
Daily EOD
SW38.1%41.8%45.6%2026-10-19: 41.56%2026-10-20: 42.43%2026-10-21: 43.36%2026-10-22: 44.61%2026-10-23: 44.08%2026-10-26: 45.07%2026-10-27: 42.72%2026-10-28: 39.97%2026-10-29: 38.60%2026-10-30: 44.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.56%
42.43%
43.36%
44.61%
44.08%
45.07%
42.72%
39.97%
38.60%
44.21%