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Smurfit WestRock plc SW

i

Market datapartial · fetched 2026-10-22T17:26:05.016Z

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 · 2026-10-22T17:26:02.708725018Z

FundamentalsAlpha Vantage · unavailable

Share price$41.55
1D+0.3%
$41.27$41.55$41.83$42.11$42.395:30 AM6:30 AM9:00 AM1:00 PMSW
Sold putSold call

Smurfit WestRock plc options

Live interpolated SW call and put midpoint premiums by absolute delta.Smurfit WestRock plc$0.38$2.23$4.09$5.94$7.80$33.74$37.47$41.21$44.95$48.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SW spot · $41.55SW PRICE$0.58$0.77$0.96$1.22$1.48$1.73$2.09$2.50$2.92$3.36$3.94$4.51$5.28$0.74$1.02$1.32$1.62$1.99$2.40$2.81$3.32$3.92$4.52$5.39$6.34$7.26
PutsExpensive1.21×
CallsExpensive1.16×
SkewBearish+5.87 pp
Implied moveBearish±$4.90
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.9746.1%14.4%37.1452.7%12.4%
25Δ45.9745.9%12.5%38.1052.5%10.7%
30Δ44.9845.8%10.6%38.9352.9%9.5%
35Δ44.2446.1%9.4%39.7753.4%8.2%
40Δ43.5046.5%8.2%40.5853.6%7.1%
45Δ42.7646.8%7.1%41.3753.8%6.2%
50Δ42.0347.6%6.2%42.1753.9%5.3%
55Δ41.3148.7%5.4%43.0254.2%4.5%
60Δ40.5849.8%4.7%43.9154.6%3.8%
65Δ39.8450.7%4.0%44.8055.1%3.0%
70Δ38.9951.1%3.3%45.9256.0%2.4%
75Δ38.1451.4%2.7%47.1157.0%1.9%
80Δ37.1352.8%2.1%48.2655.9%1.3%

20Δ

Calls
Pseudo strike
46.97
IV
46.1%
B/E move
14.4%
Puts
Pseudo strike
37.14
IV
52.7%
B/E move
12.4%

25Δ

Calls
Pseudo strike
45.97
IV
45.9%
B/E move
12.5%
Puts
Pseudo strike
38.10
IV
52.5%
B/E move
10.7%

30Δ

Calls
Pseudo strike
44.98
IV
45.8%
B/E move
10.6%
Puts
Pseudo strike
38.93
IV
52.9%
B/E move
9.5%

35Δ

Calls
Pseudo strike
44.24
IV
46.1%
B/E move
9.4%
Puts
Pseudo strike
39.77
IV
53.4%
B/E move
8.2%

40Δ

Calls
Pseudo strike
43.50
IV
46.5%
B/E move
8.2%
Puts
Pseudo strike
40.58
IV
53.6%
B/E move
7.1%

45Δ

Calls
Pseudo strike
42.76
IV
46.8%
B/E move
7.1%
Puts
Pseudo strike
41.37
IV
53.8%
B/E move
6.2%

50Δ

Calls
Pseudo strike
42.03
IV
47.6%
B/E move
6.2%
Puts
Pseudo strike
42.17
IV
53.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
41.31
IV
48.7%
B/E move
5.4%
Puts
Pseudo strike
43.02
IV
54.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
40.58
IV
49.8%
B/E move
4.7%
Puts
Pseudo strike
43.91
IV
54.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
39.84
IV
50.7%
B/E move
4.0%
Puts
Pseudo strike
44.80
IV
55.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
38.99
IV
51.1%
B/E move
3.3%
Puts
Pseudo strike
45.92
IV
56.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
38.14
IV
51.4%
B/E move
2.7%
Puts
Pseudo strike
47.11
IV
57.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
37.13
IV
52.8%
B/E move
2.1%
Puts
Pseudo strike
48.26
IV
55.9%
B/E move
1.3%

Options history

No recorded observations