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Smurfit WestRock plc SW

CONSUMER CYCLICAL · PACKAGING & CONTAINERS
i

Market dataready · fetched 2026-11-03T15:43:31.614Z

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 · 2026-11-03T15:43:19.761884712Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T15:43:28.528337+00:00

Share price$42.82
1D-0.3%
$42.34$42.54$42.74$42.94$43.155:30 AM6:30 AM9:00 AM1:00 PMSW
Sold putSold call

Smurfit WestRock plc options

Live interpolated SW call and put midpoint premiums by absolute delta.Smurfit WestRock plc$0.22$2.03$3.84$5.65$7.46$34.87$38.32$41.78$45.24$48.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SW spot · $42.82SW PRICE$0.42$0.54$0.67$0.85$1.03$1.22$1.40$1.59$1.94$2.33$2.72$3.12$3.55$0.53$0.71$0.94$1.17$1.40$1.65$2.08$2.52$2.96$3.50$4.34$5.18$6.94
PutsCheap0.74×
CallsCheap0.83×
SkewBearish+12.58 pp
Implied moveBearish±$3.49
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.6041.4%9.8%39.3449.0%9.4%
25Δ45.8240.6%8.3%40.2147.6%7.7%
30Δ45.0439.7%6.8%40.8047.9%6.9%
35Δ44.5439.5%6.0%41.3948.2%6.1%
40Δ44.0539.3%5.3%41.9848.5%5.2%
45Δ43.5739.1%4.6%42.5748.9%4.4%
50Δ43.0938.9%3.9%43.2250.4%3.9%
55Δ42.6038.8%3.2%43.8751.9%3.4%
60Δ42.0639.5%2.8%44.5253.4%2.9%
65Δ41.5140.6%2.4%45.2755.2%2.4%
70Δ40.9541.6%2.0%46.2957.9%2.0%
75Δ40.4042.7%1.6%47.3060.7%1.6%
80Δ39.8142.6%1.3%49.1968.3%1.3%

20Δ

Calls
Pseudo strike
46.60
IV
41.4%
B/E move
9.8%
Puts
Pseudo strike
39.34
IV
49.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
45.82
IV
40.6%
B/E move
8.3%
Puts
Pseudo strike
40.21
IV
47.6%
B/E move
7.7%

30Δ

Calls
Pseudo strike
45.04
IV
39.7%
B/E move
6.8%
Puts
Pseudo strike
40.80
IV
47.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
44.54
IV
39.5%
B/E move
6.0%
Puts
Pseudo strike
41.39
IV
48.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
44.05
IV
39.3%
B/E move
5.3%
Puts
Pseudo strike
41.98
IV
48.5%
B/E move
5.2%

45Δ

Calls
Pseudo strike
43.57
IV
39.1%
B/E move
4.6%
Puts
Pseudo strike
42.57
IV
48.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
43.09
IV
38.9%
B/E move
3.9%
Puts
Pseudo strike
43.22
IV
50.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
42.60
IV
38.8%
B/E move
3.2%
Puts
Pseudo strike
43.87
IV
51.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
42.06
IV
39.5%
B/E move
2.8%
Puts
Pseudo strike
44.52
IV
53.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
41.51
IV
40.6%
B/E move
2.4%
Puts
Pseudo strike
45.27
IV
55.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
40.95
IV
41.6%
B/E move
2.0%
Puts
Pseudo strike
46.29
IV
57.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
40.40
IV
42.7%
B/E move
1.6%
Puts
Pseudo strike
47.30
IV
60.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
39.81
IV
42.6%
B/E move
1.3%
Puts
Pseudo strike
49.19
IV
68.3%
B/E move
1.3%

Options history

IV · four-Friday blend44.21%
Daily EOD
SW38.1%41.8%45.6%2026-10-19: 41.56%2026-10-20: 42.43%2026-10-21: 43.36%2026-10-22: 44.61%2026-10-23: 44.08%2026-10-26: 45.07%2026-10-27: 42.72%2026-10-28: 39.97%2026-10-29: 38.60%2026-10-30: 44.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.56%
42.43%
43.36%
44.61%
44.08%
45.07%
42.72%
39.97%
38.60%
44.21%