IntraAlpha
Create free account Start free

Smurfit WestRock plc SW

i

Market datapartial · fetched 2026-10-22T15:35:42.348Z

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 · 2026-10-22T15:35:33.036132379Z

FundamentalsAlpha Vantage · unavailable

Share price$41.82
1D+0.9%
$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$0.35$2.41$4.47$6.53$8.59$33.94$37.62$41.30$44.98$48.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SW spot · $41.82SW PRICE$0.57$0.76$0.95$1.19$1.43$1.68$1.98$2.38$2.79$3.19$3.67$4.16$4.66$0.74$1.02$1.30$1.59$2.01$2.43$2.85$3.42$4.00$4.61$5.42$6.24$7.99
PutsExpensive1.22×
CallsExpensive1.09×
SkewBearish+8.95 pp
Implied moveBearish±$4.83
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.1645.3%14.1%37.4552.4%12.2%
25Δ46.2045.2%12.3%38.3352.3%10.8%
30Δ45.2445.1%10.5%39.2052.3%9.4%
35Δ44.4545.0%9.1%40.0752.3%8.0%
40Δ43.7244.8%8.0%40.8653.1%7.1%
45Δ42.9944.7%6.8%41.6654.0%6.2%
50Δ42.2844.9%5.8%42.4654.8%5.3%
55Δ41.5845.8%5.1%43.3455.1%4.5%
60Δ40.8846.7%4.4%44.2355.5%3.8%
65Δ40.1847.5%3.7%45.1455.8%3.1%
70Δ39.4447.1%3.1%46.2155.9%2.5%
75Δ38.6946.2%2.5%47.2956.1%1.8%
80Δ37.9445.4%1.9%49.2360.6%1.4%

20Δ

Calls
Pseudo strike
47.16
IV
45.3%
B/E move
14.1%
Puts
Pseudo strike
37.45
IV
52.4%
B/E move
12.2%

25Δ

Calls
Pseudo strike
46.20
IV
45.2%
B/E move
12.3%
Puts
Pseudo strike
38.33
IV
52.3%
B/E move
10.8%

30Δ

Calls
Pseudo strike
45.24
IV
45.1%
B/E move
10.5%
Puts
Pseudo strike
39.20
IV
52.3%
B/E move
9.4%

35Δ

Calls
Pseudo strike
44.45
IV
45.0%
B/E move
9.1%
Puts
Pseudo strike
40.07
IV
52.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
43.72
IV
44.8%
B/E move
8.0%
Puts
Pseudo strike
40.86
IV
53.1%
B/E move
7.1%

45Δ

Calls
Pseudo strike
42.99
IV
44.7%
B/E move
6.8%
Puts
Pseudo strike
41.66
IV
54.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
42.28
IV
44.9%
B/E move
5.8%
Puts
Pseudo strike
42.46
IV
54.8%
B/E move
5.3%

55Δ

Calls
Pseudo strike
41.58
IV
45.8%
B/E move
5.1%
Puts
Pseudo strike
43.34
IV
55.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
40.88
IV
46.7%
B/E move
4.4%
Puts
Pseudo strike
44.23
IV
55.5%
B/E move
3.8%

65Δ

Calls
Pseudo strike
40.18
IV
47.5%
B/E move
3.7%
Puts
Pseudo strike
45.14
IV
55.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
39.44
IV
47.1%
B/E move
3.1%
Puts
Pseudo strike
46.21
IV
55.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
38.69
IV
46.2%
B/E move
2.5%
Puts
Pseudo strike
47.29
IV
56.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
37.94
IV
45.4%
B/E move
1.9%
Puts
Pseudo strike
49.23
IV
60.6%
B/E move
1.4%

Options history

No recorded observations