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Republic Bancorp Inc RBCAA

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T01:37:17.706Z

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 · 2026-10-22T23:01:15.787626192Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:37:16.438672+00:00

Share price$92.34
1D+1.2%
AH$90.33$90.94$91.56$92.17$92.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBCAA
Sold putSold callAH

Republic Bancorp Inc options

Live interpolated RBCAA call and put midpoint premiums by absolute delta.Republic Bancorp Inc$2.35$3.77$5.20$6.63$8.05$80.38$86.33$92.27$98.22$104.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBCAA spot · $92.34RBCAA PRICE$2.50$2.50$2.50$2.50$2.71$3.01$3.31$3.61$3.91$4.81$6.23$7.64$2.50$2.50$2.50$2.50$2.69$2.98$3.27$3.56$3.85$4.49$5.48$6.48$7.48
PutsExpensive1.67×
CallsExpensive1.64×
SkewBearish+0.53 pp
Implied moveBearish±$6.28
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.8578.1%17.3%
25Δ108.4171.5%20.1%83.7660.0%12.0%
30Δ101.9655.4%13.1%86.7548.7%8.8%
35Δ98.3944.8%9.3%89.1639.3%6.1%
40Δ95.7936.4%6.4%90.6334.7%4.8%
45Δ94.3332.6%5.1%91.6032.6%4.0%
50Δ93.3630.8%4.4%92.5730.5%3.3%
55Δ92.3929.0%3.6%93.5428.4%2.6%
60Δ91.4227.3%2.9%94.5026.3%1.8%
65Δ90.4525.5%2.2%95.6125.5%1.3%
70Δ89.1426.3%1.7%96.8526.2%1.0%
75Δ87.5329.2%1.5%98.1026.8%0.8%
80Δ85.9232.2%1.3%99.3427.4%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.85
IV
78.1%
B/E move
17.3%

25Δ

Calls
Pseudo strike
108.41
IV
71.5%
B/E move
20.1%
Puts
Pseudo strike
83.76
IV
60.0%
B/E move
12.0%

30Δ

Calls
Pseudo strike
101.96
IV
55.4%
B/E move
13.1%
Puts
Pseudo strike
86.75
IV
48.7%
B/E move
8.8%

35Δ

Calls
Pseudo strike
98.39
IV
44.8%
B/E move
9.3%
Puts
Pseudo strike
89.16
IV
39.3%
B/E move
6.1%

40Δ

Calls
Pseudo strike
95.79
IV
36.4%
B/E move
6.4%
Puts
Pseudo strike
90.63
IV
34.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
94.33
IV
32.6%
B/E move
5.1%
Puts
Pseudo strike
91.60
IV
32.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
93.36
IV
30.8%
B/E move
4.4%
Puts
Pseudo strike
92.57
IV
30.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
92.39
IV
29.0%
B/E move
3.6%
Puts
Pseudo strike
93.54
IV
28.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
91.42
IV
27.3%
B/E move
2.9%
Puts
Pseudo strike
94.50
IV
26.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
90.45
IV
25.5%
B/E move
2.2%
Puts
Pseudo strike
95.61
IV
25.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
89.14
IV
26.3%
B/E move
1.7%
Puts
Pseudo strike
96.85
IV
26.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
87.53
IV
29.2%
B/E move
1.5%
Puts
Pseudo strike
98.10
IV
26.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
85.92
IV
32.2%
B/E move
1.3%
Puts
Pseudo strike
99.34
IV
27.4%
B/E move
0.5%

Options history

No recorded observations