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Smurfit WestRock plc SW

i

Market dataready · fetched 2026-11-06T14:33:39.930Z

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 · 2026-11-06T14:32:56.872943436Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:33:39.428125+00:00

Share price$43.77
1D+0.0%
$43.74$43.76$43.77$43.78$43.795:30 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$0.26$1.76$3.26$4.75$6.25$35.79$39.28$42.78$46.27$49.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SW spot · $43.77SW PRICE$0.42$0.58$0.73$0.88$1.04$1.29$1.55$1.81$2.07$2.33$2.83$3.32$3.81$0.56$0.74$0.91$1.09$1.39$1.72$2.05$2.38$2.81$3.32$3.84$4.38$5.82
PutsCheap0.71×
CallsCheap0.86×
SkewBearish+8.48 pp
Implied moveBearish±$3.61
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.5046.3%9.5%40.2354.8%9.4%
25Δ46.8745.8%8.4%40.9453.5%8.1%
30Δ46.2445.4%7.3%41.6552.3%6.9%
35Δ45.6044.9%6.2%42.3751.0%5.7%
40Δ44.9844.4%5.1%42.9751.6%5.0%
45Δ44.4844.9%4.6%43.5552.6%4.4%
50Δ43.9845.3%4.0%44.1353.6%3.9%
55Δ43.4945.8%3.5%44.7154.6%3.3%
60Δ42.9946.2%3.0%45.3655.3%2.8%
65Δ42.4946.7%2.4%46.0855.7%2.3%
70Δ41.8347.4%2.0%46.7956.1%1.9%
75Δ41.1848.2%1.7%47.5356.6%1.4%
80Δ40.5248.9%1.3%49.0962.7%1.1%

20Δ

Calls
Pseudo strike
47.50
IV
46.3%
B/E move
9.5%
Puts
Pseudo strike
40.23
IV
54.8%
B/E move
9.4%

25Δ

Calls
Pseudo strike
46.87
IV
45.8%
B/E move
8.4%
Puts
Pseudo strike
40.94
IV
53.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
46.24
IV
45.4%
B/E move
7.3%
Puts
Pseudo strike
41.65
IV
52.3%
B/E move
6.9%

35Δ

Calls
Pseudo strike
45.60
IV
44.9%
B/E move
6.2%
Puts
Pseudo strike
42.37
IV
51.0%
B/E move
5.7%

40Δ

Calls
Pseudo strike
44.98
IV
44.4%
B/E move
5.1%
Puts
Pseudo strike
42.97
IV
51.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
44.48
IV
44.9%
B/E move
4.6%
Puts
Pseudo strike
43.55
IV
52.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
43.98
IV
45.3%
B/E move
4.0%
Puts
Pseudo strike
44.13
IV
53.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
43.49
IV
45.8%
B/E move
3.5%
Puts
Pseudo strike
44.71
IV
54.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
42.99
IV
46.2%
B/E move
3.0%
Puts
Pseudo strike
45.36
IV
55.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
42.49
IV
46.7%
B/E move
2.4%
Puts
Pseudo strike
46.08
IV
55.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
41.83
IV
47.4%
B/E move
2.0%
Puts
Pseudo strike
46.79
IV
56.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
41.18
IV
48.2%
B/E move
1.7%
Puts
Pseudo strike
47.53
IV
56.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
40.52
IV
48.9%
B/E move
1.3%
Puts
Pseudo strike
49.09
IV
62.7%
B/E move
1.1%

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%