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RBC Bearings Incorporated RBC

i

Market dataready · fetched 2026-11-12T16:40:27.780Z

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 · 2026-11-12T16:35:50.623764429Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T16:40:27.037880+00:00

Share price$494.43
1D+0.6%
$491$493$494$496$4985:30 AM6:30 AM9:00 AM1:00 PMRBC
Sold putSold call

RBC Bearings Incorporated options

Live interpolated RBC call and put midpoint premiums by absolute delta.RBC Bearings Incorporated$2.05$8.35$14.65$20.95$27.25$456.78$477.36$497.94$518.52$539.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBC spot · $494.43RBC PRICE$2.73$3.35$4.33$5.42$6.51$7.91$9.56$11.20$13.02$15.36$17.69$20.87$25.43$2.88$3.52$4.52$5.52$6.51$7.82$9.16$10.50$12.05$14.07$16.10$18.13$21.15
PutsCheap0.76×
CallsCheap0.67×
SkewBullish-3.19 pp
Implied moveBullish±$18.72
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ517.5434.4%5.2%474.1034.5%4.7%
25Δ511.4531.5%4.1%480.0631.5%3.6%
30Δ507.6331.1%3.5%483.2831.1%3.2%
35Δ504.5131.4%3.1%486.5030.7%2.7%
40Δ501.4031.7%2.7%489.7230.4%2.3%
45Δ498.3332.2%2.4%492.5230.1%2.0%
50Δ495.3132.8%2.1%495.2929.9%1.7%
55Δ492.2933.4%1.8%498.0529.6%1.4%
60Δ489.1533.9%1.6%500.8829.4%1.1%
65Δ485.6634.3%1.3%503.8929.3%0.9%
70Δ482.1834.6%1.1%506.8929.1%0.7%
75Δ477.9735.6%0.9%509.8929.0%0.5%
80Δ472.5637.7%0.7%513.6628.5%0.4%

20Δ

Calls
Pseudo strike
517.54
IV
34.4%
B/E move
5.2%
Puts
Pseudo strike
474.10
IV
34.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
511.45
IV
31.5%
B/E move
4.1%
Puts
Pseudo strike
480.06
IV
31.5%
B/E move
3.6%

30Δ

Calls
Pseudo strike
507.63
IV
31.1%
B/E move
3.5%
Puts
Pseudo strike
483.28
IV
31.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
504.51
IV
31.4%
B/E move
3.1%
Puts
Pseudo strike
486.50
IV
30.7%
B/E move
2.7%

40Δ

Calls
Pseudo strike
501.40
IV
31.7%
B/E move
2.7%
Puts
Pseudo strike
489.72
IV
30.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
498.33
IV
32.2%
B/E move
2.4%
Puts
Pseudo strike
492.52
IV
30.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
495.31
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
495.29
IV
29.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
492.29
IV
33.4%
B/E move
1.8%
Puts
Pseudo strike
498.05
IV
29.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
489.15
IV
33.9%
B/E move
1.6%
Puts
Pseudo strike
500.88
IV
29.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
485.66
IV
34.3%
B/E move
1.3%
Puts
Pseudo strike
503.89
IV
29.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
482.18
IV
34.6%
B/E move
1.1%
Puts
Pseudo strike
506.89
IV
29.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
477.97
IV
35.6%
B/E move
0.9%
Puts
Pseudo strike
509.89
IV
29.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
472.56
IV
37.7%
B/E move
0.7%
Puts
Pseudo strike
513.66
IV
28.5%
B/E move
0.4%

Options history

IV · four-Friday blend30.30%
Daily EOD
RBC30.1%31.4%32.6%2026-10-19: 30.44%2026-10-20: 30.68%2026-10-21: 30.61%2026-10-22: 31.96%2026-10-23: 32.24%2026-10-26: 32.27%2026-10-27: 32.25%2026-10-28: 32.13%2026-10-29: 32.45%2026-10-30: 30.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.44%
30.68%
30.61%
31.96%
32.24%
32.27%
32.25%
32.13%
32.45%
30.30%