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Sonoco Products Company SON

i

Market dataready · fetched 2026-11-06T19:44:43.782Z

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 · 2026-11-06T19:44:19.349346211Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-06T19:44:43.117735+00:00

Share price$50.43
1D-0.3%
$50.33$50.59$50.86$51.12$51.385:30 AM6:30 AM9:00 AM1:00 PMSON
Sold putSold call

Sonoco Products Company options

Live interpolated SON call and put midpoint premiums by absolute delta.Sonoco Products Company$0.17$2.18$4.20$6.22$8.23$45.02$47.44$49.87$52.29$54.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SON spot · $50.42SON PRICE$0.39$0.50$0.61$0.72$0.83$0.94$1.05$1.16$1.43$2.31$3.20$4.09$4.98$0.54$0.69$0.85$1.00$1.15$1.56$2.43$3.30$4.17$5.04$5.91$6.78$7.65
PutsExpensive1.41×
CallsExpensive1.07×
SkewBearish+11.29 pp
Implied moveBearish±$3.48
TiltBearish29.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.2135.2%8.3%46.4645.5%8.9%
25Δ53.6733.9%7.4%47.2243.9%7.7%
30Δ53.1332.6%6.6%47.9842.3%6.5%
35Δ52.5931.3%5.7%48.7540.6%5.3%
40Δ52.0530.0%4.9%49.5139.0%4.1%
45Δ51.5128.7%4.0%50.3738.8%3.2%
50Δ50.9727.3%3.2%51.4041.1%2.9%
55Δ50.4326.0%2.3%52.4343.5%2.6%
60Δ49.8126.3%1.6%53.4645.8%2.3%
65Δ48.8732.7%1.5%54.4948.1%1.9%
70Δ47.9239.1%1.4%55.5250.5%1.6%
75Δ46.9845.5%1.3%56.5552.8%1.3%
80Δ46.0351.9%1.2%57.5755.2%1.0%

20Δ

Calls
Pseudo strike
54.21
IV
35.2%
B/E move
8.3%
Puts
Pseudo strike
46.46
IV
45.5%
B/E move
8.9%

25Δ

Calls
Pseudo strike
53.67
IV
33.9%
B/E move
7.4%
Puts
Pseudo strike
47.22
IV
43.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
53.13
IV
32.6%
B/E move
6.6%
Puts
Pseudo strike
47.98
IV
42.3%
B/E move
6.5%

35Δ

Calls
Pseudo strike
52.59
IV
31.3%
B/E move
5.7%
Puts
Pseudo strike
48.75
IV
40.6%
B/E move
5.3%

40Δ

Calls
Pseudo strike
52.05
IV
30.0%
B/E move
4.9%
Puts
Pseudo strike
49.51
IV
39.0%
B/E move
4.1%

45Δ

Calls
Pseudo strike
51.51
IV
28.7%
B/E move
4.0%
Puts
Pseudo strike
50.37
IV
38.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
50.97
IV
27.3%
B/E move
3.2%
Puts
Pseudo strike
51.40
IV
41.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
50.43
IV
26.0%
B/E move
2.3%
Puts
Pseudo strike
52.43
IV
43.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
49.81
IV
26.3%
B/E move
1.6%
Puts
Pseudo strike
53.46
IV
45.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
48.87
IV
32.7%
B/E move
1.5%
Puts
Pseudo strike
54.49
IV
48.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
47.92
IV
39.1%
B/E move
1.4%
Puts
Pseudo strike
55.52
IV
50.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
46.98
IV
45.5%
B/E move
1.3%
Puts
Pseudo strike
56.55
IV
52.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
46.03
IV
51.9%
B/E move
1.2%
Puts
Pseudo strike
57.57
IV
55.2%
B/E move
1.0%

Options history

IV · four-Friday blend28.14%
Daily EOD
SON27.0%31.4%35.9%2026-10-19: 33.06%2026-10-20: 35.25%2026-10-21: 33.49%2026-10-22: 30.92%2026-10-23: 32.17%2026-10-26: 30.70%2026-10-29: 27.63%2026-10-30: 28.14%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.06%
35.25%
33.49%
30.92%
32.17%
30.70%
27.63%
28.14%