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Rayonier Advanced Materials Inc. RYAM

BASIC MATERIALS · CHEMICALS
i

Market dataready · fetched 2026-11-04T02:57:22.160Z

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 · 2026-11-04T00:37:37.757431587Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T02:50:50.079390+00:00

Share price$7.05
1D+3.3%
AH$6.18$6.40$6.62$6.83$7.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYAM
Sold putSold callAH

Rayonier Advanced Materials Inc. options

Live interpolated RYAM call and put midpoint premiums by absolute delta.Rayonier Advanced Materials Inc.$0.24$1.10$1.96$2.82$3.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICERYAM PRICE$0.35$0.43$0.51$0.60$0.68$0.76$0.85$0.93$1.02$1.10$0.34$0.47$0.61$0.75$2.44$2.87$3.02$3.17$3.43
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.15119.8%17.5%
30Δ6.39126.1%16.1%
35Δ7.94107.9%17.6%6.63132.4%14.6%
40Δ7.72108.6%15.6%6.87138.7%13.2%
45Δ7.50109.3%13.6%
50Δ7.28110.0%11.7%
55Δ7.06110.7%9.7%8.59235.4%12.8%
60Δ6.87107.1%8.2%9.14238.5%11.1%
65Δ6.69102.1%6.9%9.44221.5%8.9%
70Δ6.5197.1%5.5%9.75204.5%6.8%
75Δ6.3392.1%4.2%10.14191.3%4.8%
80Δ6.1587.1%2.9%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.15
IV
119.8%
B/E move
17.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.39
IV
126.1%
B/E move
16.1%

35Δ

Calls
Pseudo strike
7.94
IV
107.9%
B/E move
17.6%
Puts
Pseudo strike
6.63
IV
132.4%
B/E move
14.6%

40Δ

Calls
Pseudo strike
7.72
IV
108.6%
B/E move
15.6%
Puts
Pseudo strike
6.87
IV
138.7%
B/E move
13.2%

45Δ

Calls
Pseudo strike
7.50
IV
109.3%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.28
IV
110.0%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.06
IV
110.7%
B/E move
9.7%
Puts
Pseudo strike
8.59
IV
235.4%
B/E move
12.8%

60Δ

Calls
Pseudo strike
6.87
IV
107.1%
B/E move
8.2%
Puts
Pseudo strike
9.14
IV
238.5%
B/E move
11.1%

65Δ

Calls
Pseudo strike
6.69
IV
102.1%
B/E move
6.9%
Puts
Pseudo strike
9.44
IV
221.5%
B/E move
8.9%

70Δ

Calls
Pseudo strike
6.51
IV
97.1%
B/E move
5.5%
Puts
Pseudo strike
9.75
IV
204.5%
B/E move
6.8%

75Δ

Calls
Pseudo strike
6.33
IV
92.1%
B/E move
4.2%
Puts
Pseudo strike
10.14
IV
191.3%
B/E move
4.8%

80Δ

Calls
Pseudo strike
6.15
IV
87.1%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend78.20%
Daily EOD
RYAM68.9%81.7%94.5%2026-10-19: 77.55%2026-10-20: 72.36%2026-10-21: 81.39%2026-10-22: 73.78%2026-10-23: 77.53%2026-10-26: 81.41%2026-10-27: 92.70%2026-10-28: 87.82%2026-10-29: 70.65%2026-10-30: 78.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.55%
72.36%
81.39%
73.78%
77.53%
81.41%
92.70%
87.82%
70.65%
78.20%