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Reynolds Consumer Products Inc. Common Stock REYN

i

Market datapartial · fetched 2026-11-03T22:05:09.313Z

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 · 2026-11-03T21:00:03.864643022Z

FundamentalsAlpha Vantage · unavailable

Share price$24.09
1D-2.0%
AH$24.03$24.19$24.35$24.50$24.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREYN
Sold putSold callAH

Reynolds Consumer Products Inc. Common Stock options

Live interpolated REYN call and put midpoint premiums by absolute delta.Reynolds Consumer Products Inc. Common Stock$0.70$1.52$2.34$3.17$3.99$21.99$22.94$23.90$24.85$25.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive REYN spot · $24.09REYN PRICE$0.79$1.16$1.53$1.90$2.27$2.64$3.01$3.38$3.75$2.45$2.45$1.42$1.71$2.00$2.29
Puts——
Calls——
Skew——
Implied moveBearish±$3.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.25300.0%38.6%
25Δ19.41240.4%29.6%
30Δ
35Δ22.71101.3%11.6%
40Δ24.6343.7%5.5%23.3599.4%10.2%
45Δ24.1547.3%5.1%24.0097.6%8.7%
50Δ23.6750.9%4.6%24.6495.7%7.2%
55Δ23.2054.5%4.2%
60Δ22.7258.1%3.7%
65Δ22.2461.6%3.3%
70Δ21.7665.2%2.8%
75Δ21.2868.8%2.4%
80Δ20.8072.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.25
IV
300.0%
B/E move
38.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.41
IV
240.4%
B/E move
29.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.71
IV
101.3%
B/E move
11.6%

40Δ

Calls
Pseudo strike
24.63
IV
43.7%
B/E move
5.5%
Puts
Pseudo strike
23.35
IV
99.4%
B/E move
10.2%

45Δ

Calls
Pseudo strike
24.15
IV
47.3%
B/E move
5.1%
Puts
Pseudo strike
24.00
IV
97.6%
B/E move
8.7%

50Δ

Calls
Pseudo strike
23.67
IV
50.9%
B/E move
4.6%
Puts
Pseudo strike
24.64
IV
95.7%
B/E move
7.2%

55Δ

Calls
Pseudo strike
23.20
IV
54.5%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
22.72
IV
58.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.24
IV
61.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.76
IV
65.2%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.28
IV
68.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.80
IV
72.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.13%
Daily EOD
REYN41.7%50.9%60.0%2026-10-19: 50.18%2026-10-20: 43.01%2026-10-21: 56.38%2026-10-22: 45.42%2026-10-23: 58.71%2026-10-26: 52.56%2026-10-27: 43.00%2026-10-28: 51.57%2026-10-30: 51.13%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.18%
43.01%
56.38%
45.42%
58.71%
52.56%
43.00%
51.57%
51.13%