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RBC Bearings Incorporated RBC

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Market datapartial · fetched 2026-10-23T03:50:32.698Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.004115189Z

FundamentalsAlpha Vantage · unavailable

Share price$478.03
1D-2.3%
AH$466$473$479$485$4915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBC
Sold putSold callAH

RBC Bearings Incorporated options

Live interpolated RBC call and put midpoint premiums by absolute delta.RBC Bearings Incorporated$3.59$15.36$27.13$38.90$50.67$411.22$442.92$474.63$506.34$538.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBC spot · $478.03RBC PRICE$4.87$6.49$8.35$10.42$12.84$15.39$18.19$21.34$24.71$28.80$33.22$38.06$44.04$5.86$7.63$9.78$12.07$14.45$17.14$19.97$23.08$26.44$29.98$34.34$39.78$47.27
PutsCheap0.85×
CallsExpensive1.25×
SkewBullish-0.89 pp
Implied moveBearish±$38.16
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ521.7433.6%10.2%441.5137.0%8.9%
25Δ513.7933.7%8.8%450.0836.0%7.4%
30Δ506.6134.0%7.7%456.9336.0%6.5%
35Δ500.2534.6%6.8%463.5135.8%5.6%
40Δ494.1535.1%6.1%469.8635.5%4.7%
45Δ488.0635.6%5.3%475.8735.1%4.0%
50Δ481.9835.9%4.6%481.8334.8%3.4%
55Δ475.8436.2%4.0%487.6934.4%2.8%
60Δ469.6636.5%3.4%493.5733.9%2.3%
65Δ463.1236.9%2.9%499.4733.4%1.8%
70Δ456.3437.1%2.4%505.8133.0%1.4%
75Δ449.2537.1%1.9%513.0533.1%1.0%
80Δ441.2837.3%1.5%522.0533.8%0.7%

20Δ

Calls
Pseudo strike
521.74
IV
33.6%
B/E move
10.2%
Puts
Pseudo strike
441.51
IV
37.0%
B/E move
8.9%

25Δ

Calls
Pseudo strike
513.79
IV
33.7%
B/E move
8.8%
Puts
Pseudo strike
450.08
IV
36.0%
B/E move
7.4%

30Δ

Calls
Pseudo strike
506.61
IV
34.0%
B/E move
7.7%
Puts
Pseudo strike
456.93
IV
36.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
500.25
IV
34.6%
B/E move
6.8%
Puts
Pseudo strike
463.51
IV
35.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
494.15
IV
35.1%
B/E move
6.1%
Puts
Pseudo strike
469.86
IV
35.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
488.06
IV
35.6%
B/E move
5.3%
Puts
Pseudo strike
475.87
IV
35.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
481.98
IV
35.9%
B/E move
4.6%
Puts
Pseudo strike
481.83
IV
34.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
475.84
IV
36.2%
B/E move
4.0%
Puts
Pseudo strike
487.69
IV
34.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
469.66
IV
36.5%
B/E move
3.4%
Puts
Pseudo strike
493.57
IV
33.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
463.12
IV
36.9%
B/E move
2.9%
Puts
Pseudo strike
499.47
IV
33.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
456.34
IV
37.1%
B/E move
2.4%
Puts
Pseudo strike
505.81
IV
33.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
449.25
IV
37.1%
B/E move
1.9%
Puts
Pseudo strike
513.05
IV
33.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
441.28
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
522.05
IV
33.8%
B/E move
0.7%

Options history

No recorded observations