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Smurfit WestRock plc SW

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-10-23T17:42:36.391Z

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 · 2026-10-23T17:41:48.321256048Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:42:33.691297+00:00

Share price$41.72
1D+0.2%
$41.04$41.29$41.55$41.80$42.055:30 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$2.53$4.72$6.92$9.12$33.72$37.44$41.15$44.86$48.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SW spot · $41.72SW PRICE$0.57$0.76$0.96$1.20$1.45$1.69$2.01$2.39$2.78$3.17$3.67$4.19$4.71$0.77$1.06$1.37$1.68$2.04$2.40$2.77$3.38$4.06$4.76$5.54$6.31$8.48
PutsExpensive1.19×
CallsExpensive1.11×
SkewBearish+9.87 pp
Implied moveBearish±$4.77
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.9745.4%13.9%37.1555.5%12.8%
25Δ46.0746.0%12.3%38.1555.3%11.1%
30Δ45.1746.5%10.6%39.0155.8%9.8%
35Δ44.3946.5%9.3%39.8856.3%8.4%
40Δ43.6546.3%8.1%40.7055.8%7.3%
45Δ42.9046.1%6.9%41.5155.0%6.3%
50Δ42.1846.3%5.9%42.3254.3%5.2%
55Δ41.4847.0%5.2%43.2355.4%4.5%
60Δ40.7947.7%4.4%44.1857.2%3.8%
65Δ40.0948.4%3.7%45.1558.6%3.2%
70Δ39.3348.0%3.1%46.2058.2%2.5%
75Δ38.5647.5%2.5%47.2557.8%1.9%
80Δ37.7947.0%1.9%49.6361.9%1.4%

20Δ

Calls
Pseudo strike
46.97
IV
45.4%
B/E move
13.9%
Puts
Pseudo strike
37.15
IV
55.5%
B/E move
12.8%

25Δ

Calls
Pseudo strike
46.07
IV
46.0%
B/E move
12.3%
Puts
Pseudo strike
38.15
IV
55.3%
B/E move
11.1%

30Δ

Calls
Pseudo strike
45.17
IV
46.5%
B/E move
10.6%
Puts
Pseudo strike
39.01
IV
55.8%
B/E move
9.8%

35Δ

Calls
Pseudo strike
44.39
IV
46.5%
B/E move
9.3%
Puts
Pseudo strike
39.88
IV
56.3%
B/E move
8.4%

40Δ

Calls
Pseudo strike
43.65
IV
46.3%
B/E move
8.1%
Puts
Pseudo strike
40.70
IV
55.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
42.90
IV
46.1%
B/E move
6.9%
Puts
Pseudo strike
41.51
IV
55.0%
B/E move
6.3%

50Δ

Calls
Pseudo strike
42.18
IV
46.3%
B/E move
5.9%
Puts
Pseudo strike
42.32
IV
54.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
41.48
IV
47.0%
B/E move
5.2%
Puts
Pseudo strike
43.23
IV
55.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
40.79
IV
47.7%
B/E move
4.4%
Puts
Pseudo strike
44.18
IV
57.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
40.09
IV
48.4%
B/E move
3.7%
Puts
Pseudo strike
45.15
IV
58.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
39.33
IV
48.0%
B/E move
3.1%
Puts
Pseudo strike
46.20
IV
58.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
38.56
IV
47.5%
B/E move
2.5%
Puts
Pseudo strike
47.25
IV
57.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
37.79
IV
47.0%
B/E move
1.9%
Puts
Pseudo strike
49.63
IV
61.9%
B/E move
1.4%

Options history

No recorded observations