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Rayonier Inc. RYN

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-11-04T08:48:17.398Z

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 · 2026-11-04T00:00:00.001744801Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T08:48:16.991624+00:00

Share price$19.62
1D-3.8%
AH$19.56$19.78$20.01$20.24$20.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYN
Sold putSold callAH

Rayonier Inc. options

Live interpolated RYN call and put midpoint premiums by absolute delta.Rayonier Inc.$0.16$0.72$1.29$1.86$2.42$17.91$18.95$19.99$21.03$22.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 RYN spot · $19.62RYN PRICE$0.22$0.27$0.32$0.37$0.42$0.57$0.81$1.05$1.29$1.54$1.78$2.02$2.26$0.23$0.31$0.38$0.45$0.52$0.59$0.66$0.73
Puts——
CallsExpensive1.59×
Skew——
Implied moveBullish±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.1057.5%18.9%18.0044.0%9.5%
25Δ22.4152.9%15.6%18.2642.9%8.5%
30Δ21.7348.3%12.4%18.5341.7%7.5%
35Δ21.0443.7%9.1%18.7940.6%6.5%
40Δ20.3539.1%5.9%19.0639.5%5.5%
45Δ19.8538.3%4.1%19.3238.4%4.5%
50Δ19.5441.5%3.7%19.5837.2%3.6%
55Δ19.2344.7%3.4%19.8536.1%2.6%
60Δ18.9247.9%3.0%
65Δ18.6151.1%2.7%
70Δ18.3054.4%2.3%
75Δ17.9957.6%2.0%
80Δ17.6860.8%1.6%

20Δ

Calls
Pseudo strike
23.10
IV
57.5%
B/E move
18.9%
Puts
Pseudo strike
18.00
IV
44.0%
B/E move
9.5%

25Δ

Calls
Pseudo strike
22.41
IV
52.9%
B/E move
15.6%
Puts
Pseudo strike
18.26
IV
42.9%
B/E move
8.5%

30Δ

Calls
Pseudo strike
21.73
IV
48.3%
B/E move
12.4%
Puts
Pseudo strike
18.53
IV
41.7%
B/E move
7.5%

35Δ

Calls
Pseudo strike
21.04
IV
43.7%
B/E move
9.1%
Puts
Pseudo strike
18.79
IV
40.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
20.35
IV
39.1%
B/E move
5.9%
Puts
Pseudo strike
19.06
IV
39.5%
B/E move
5.5%

45Δ

Calls
Pseudo strike
19.85
IV
38.3%
B/E move
4.1%
Puts
Pseudo strike
19.32
IV
38.4%
B/E move
4.5%

50Δ

Calls
Pseudo strike
19.54
IV
41.5%
B/E move
3.7%
Puts
Pseudo strike
19.58
IV
37.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
19.23
IV
44.7%
B/E move
3.4%
Puts
Pseudo strike
19.85
IV
36.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
18.92
IV
47.9%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.61
IV
51.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.30
IV
54.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.99
IV
57.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.68
IV
60.8%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.83%
Daily EOD
RYN37.8%37.8%37.9%2026-10-22: 37.83%Oct 22
1 observations2026-10-22 — 2026-10-22
Table
DateIV (%)
37.83%