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Graphic Packaging Holding Company GPK

i

Market dataready · fetched 2026-11-03T21:08:57.366Z

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 · 2026-11-03T21:00:07.301841548Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T21:08:56.876142+00:00

Share price$11.31
1D+11.2%
AH$10.08$10.42$10.76$11.10$11.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPK
Sold putSold callAH

Graphic Packaging Holding Company options

Live interpolated GPK call and put midpoint premiums by absolute delta.Graphic Packaging Holding Company$0.08$0.72$1.36$2.01$2.65$7.70$9.18$10.66$12.14$13.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPK spot · $11.31GPK PRICE$0.15$0.22$0.32$0.42$0.53$0.63$0.73$0.83$0.94$1.04$1.14$1.25$1.35$0.23$0.34$0.44$0.55$0.66$0.77$0.88$0.99$1.10$1.21$1.32$1.60$2.46
PutsExpensive1.32×
CallsCheap0.82×
SkewBearish+5.89 pp
Implied moveBearish±$1.61
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.8959.0%15.3%10.2060.8%11.8%
25Δ12.4257.0%11.7%10.4161.1%10.9%
30Δ12.2257.2%10.8%10.6361.4%10.0%
35Δ12.0257.5%10.0%10.8461.8%9.0%
40Δ11.8157.7%9.1%11.0562.1%8.1%
45Δ11.6158.0%8.2%11.2762.4%7.2%
50Δ11.4158.2%7.3%11.4862.8%6.3%
55Δ11.2158.4%6.5%11.7063.1%5.3%
60Δ11.0058.7%5.6%11.9163.4%4.4%
65Δ10.8058.9%4.7%12.1263.8%3.5%
70Δ10.6059.2%3.8%12.3464.1%2.6%
75Δ10.4059.4%3.0%12.7167.6%1.8%
80Δ10.2059.7%2.1%13.6181.0%1.5%

20Δ

Calls
Pseudo strike
12.89
IV
59.0%
B/E move
15.3%
Puts
Pseudo strike
10.20
IV
60.8%
B/E move
11.8%

25Δ

Calls
Pseudo strike
12.42
IV
57.0%
B/E move
11.7%
Puts
Pseudo strike
10.41
IV
61.1%
B/E move
10.9%

30Δ

Calls
Pseudo strike
12.22
IV
57.2%
B/E move
10.8%
Puts
Pseudo strike
10.63
IV
61.4%
B/E move
10.0%

35Δ

Calls
Pseudo strike
12.02
IV
57.5%
B/E move
10.0%
Puts
Pseudo strike
10.84
IV
61.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
11.81
IV
57.7%
B/E move
9.1%
Puts
Pseudo strike
11.05
IV
62.1%
B/E move
8.1%

45Δ

Calls
Pseudo strike
11.61
IV
58.0%
B/E move
8.2%
Puts
Pseudo strike
11.27
IV
62.4%
B/E move
7.2%

50Δ

Calls
Pseudo strike
11.41
IV
58.2%
B/E move
7.3%
Puts
Pseudo strike
11.48
IV
62.8%
B/E move
6.3%

55Δ

Calls
Pseudo strike
11.21
IV
58.4%
B/E move
6.5%
Puts
Pseudo strike
11.70
IV
63.1%
B/E move
5.3%

60Δ

Calls
Pseudo strike
11.00
IV
58.7%
B/E move
5.6%
Puts
Pseudo strike
11.91
IV
63.4%
B/E move
4.4%

65Δ

Calls
Pseudo strike
10.80
IV
58.9%
B/E move
4.7%
Puts
Pseudo strike
12.12
IV
63.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
10.60
IV
59.2%
B/E move
3.8%
Puts
Pseudo strike
12.34
IV
64.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
10.40
IV
59.4%
B/E move
3.0%
Puts
Pseudo strike
12.71
IV
67.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
10.20
IV
59.7%
B/E move
2.1%
Puts
Pseudo strike
13.61
IV
81.0%
B/E move
1.5%

Options history

IV · four-Friday blend55.06%
Daily close
GPK55.0%55.1%55.1%2026-09-23: 55.06%Sep 23
1 observations2026-09-23 — 2026-09-23
Table
DateIV (%)
55.06%