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Smurfit WestRock plc SW

i

Market datapartial · fetched 2026-10-22T17:57:13.469Z

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 · 2026-10-22T17:56:43.114856734Z

FundamentalsAlpha Vantage · unavailable

Share price$41.82
1D+1.0%
$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$0.33$2.57$4.81$7.05$9.30$33.73$37.46$41.19$44.92$48.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SW spot · $41.82SW PRICE$0.57$0.76$0.95$1.19$1.44$1.70$1.99$2.37$2.75$3.13$3.61$4.13$4.65$0.76$1.05$1.35$1.65$2.06$2.47$2.88$3.47$4.07$4.74$5.64$6.61$8.65
PutsExpensive1.26×
CallsExpensive1.09×
SkewBearish+10.74 pp
Implied moveBearish±$4.87
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.2446.1%14.3%37.3753.3%12.5%
25Δ46.2445.6%12.4%38.2853.5%11.0%
30Δ45.2545.2%10.5%39.1454.0%9.6%
35Δ44.4545.1%9.1%40.0154.6%8.3%
40Δ43.7345.1%8.0%40.8354.8%7.3%
45Δ43.0045.2%6.9%41.6455.1%6.3%
50Δ42.2945.3%5.9%42.4655.3%5.4%
55Δ41.6045.7%5.1%43.3755.9%4.6%
60Δ40.9146.1%4.4%44.2856.4%3.9%
65Δ40.2246.5%3.7%45.2457.1%3.1%
70Δ39.4746.2%3.0%46.4058.0%2.5%
75Δ38.7145.7%2.4%47.6259.2%1.9%
80Δ37.9445.2%1.8%49.8465.3%1.5%

20Δ

Calls
Pseudo strike
47.24
IV
46.1%
B/E move
14.3%
Puts
Pseudo strike
37.37
IV
53.3%
B/E move
12.5%

25Δ

Calls
Pseudo strike
46.24
IV
45.6%
B/E move
12.4%
Puts
Pseudo strike
38.28
IV
53.5%
B/E move
11.0%

30Δ

Calls
Pseudo strike
45.25
IV
45.2%
B/E move
10.5%
Puts
Pseudo strike
39.14
IV
54.0%
B/E move
9.6%

35Δ

Calls
Pseudo strike
44.45
IV
45.1%
B/E move
9.1%
Puts
Pseudo strike
40.01
IV
54.6%
B/E move
8.3%

40Δ

Calls
Pseudo strike
43.73
IV
45.1%
B/E move
8.0%
Puts
Pseudo strike
40.83
IV
54.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
43.00
IV
45.2%
B/E move
6.9%
Puts
Pseudo strike
41.64
IV
55.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
42.29
IV
45.3%
B/E move
5.9%
Puts
Pseudo strike
42.46
IV
55.3%
B/E move
5.4%

55Δ

Calls
Pseudo strike
41.60
IV
45.7%
B/E move
5.1%
Puts
Pseudo strike
43.37
IV
55.9%
B/E move
4.6%

60Δ

Calls
Pseudo strike
40.91
IV
46.1%
B/E move
4.4%
Puts
Pseudo strike
44.28
IV
56.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
40.22
IV
46.5%
B/E move
3.7%
Puts
Pseudo strike
45.24
IV
57.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
39.47
IV
46.2%
B/E move
3.0%
Puts
Pseudo strike
46.40
IV
58.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
38.71
IV
45.7%
B/E move
2.4%
Puts
Pseudo strike
47.62
IV
59.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
37.94
IV
45.2%
B/E move
1.8%
Puts
Pseudo strike
49.84
IV
65.3%
B/E move
1.5%

Options history

No recorded observations