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Republic Bancorp, Inc. Class A Common Stock RBCAA

i

Market dataready · fetched 2026-11-13T02:10:00.186Z

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 · 2026-11-12T21:00:02.103042052Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:09:59.373818+00:00

Share price$91.23
1D-0.1%
AH$90.59$90.79$91.00$91.20$91.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBCAA
Sold putSold callAH

Republic Bancorp, Inc. Class A Common Stock options

Live interpolated RBCAA call and put midpoint premiums by absolute delta.Republic Bancorp, Inc. Class A Common Stock$2.43$3.07$3.71$4.36$5.00$80.30$85.98$91.65$97.32$102.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBCAA spot · $91.23RBCAA PRICE$2.50$2.50$2.50$2.50$2.50$2.51$2.52$2.54$2.55$2.90$3.54$4.18$4.81$2.50$2.50$2.50$2.50$2.50$2.63$2.82$3.01$3.20$3.39$3.58$3.78$3.97
PutsExpensive2.62×
CallsExpensive2.82×
SkewBullish-6.29 pp
Implied moveBearish±$5.35
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.99190.6%34.3%77.49152.5%17.8%
25Δ107.08139.4%20.1%82.34117.6%12.5%
30Δ100.39107.0%12.8%85.6193.6%8.9%
35Δ96.9687.0%9.0%87.5078.7%6.8%
40Δ94.5971.9%6.4%89.3963.8%4.8%
45Δ93.5663.4%5.3%90.4256.5%3.8%
50Δ92.5354.9%4.2%91.0352.7%3.3%
55Δ91.4946.4%3.1%91.6548.9%2.8%
60Δ90.4637.9%1.9%92.2745.1%2.4%
65Δ89.5534.0%1.3%92.8841.4%1.9%
70Δ88.7333.9%1.1%93.5037.6%1.4%
75Δ87.9233.9%0.9%94.1133.8%1.0%
80Δ87.1033.8%0.7%94.7330.0%0.5%

20Δ

Calls
Pseudo strike
119.99
IV
190.6%
B/E move
34.3%
Puts
Pseudo strike
77.49
IV
152.5%
B/E move
17.8%

25Δ

Calls
Pseudo strike
107.08
IV
139.4%
B/E move
20.1%
Puts
Pseudo strike
82.34
IV
117.6%
B/E move
12.5%

30Δ

Calls
Pseudo strike
100.39
IV
107.0%
B/E move
12.8%
Puts
Pseudo strike
85.61
IV
93.6%
B/E move
8.9%

35Δ

Calls
Pseudo strike
96.96
IV
87.0%
B/E move
9.0%
Puts
Pseudo strike
87.50
IV
78.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
94.59
IV
71.9%
B/E move
6.4%
Puts
Pseudo strike
89.39
IV
63.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
93.56
IV
63.4%
B/E move
5.3%
Puts
Pseudo strike
90.42
IV
56.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
92.53
IV
54.9%
B/E move
4.2%
Puts
Pseudo strike
91.03
IV
52.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
91.49
IV
46.4%
B/E move
3.1%
Puts
Pseudo strike
91.65
IV
48.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
90.46
IV
37.9%
B/E move
1.9%
Puts
Pseudo strike
92.27
IV
45.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
89.55
IV
34.0%
B/E move
1.3%
Puts
Pseudo strike
92.88
IV
41.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
88.73
IV
33.9%
B/E move
1.1%
Puts
Pseudo strike
93.50
IV
37.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
87.92
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
94.11
IV
33.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
87.10
IV
33.8%
B/E move
0.7%
Puts
Pseudo strike
94.73
IV
30.0%
B/E move
0.5%

Options history

IV · four-Friday blend25.78%
Daily EOD
RBCAA24.4%25.1%25.9%2026-10-19: 24.48%2026-10-20: 24.82%2026-10-21: 24.89%2026-10-22: 25.26%2026-10-23: 25.40%2026-10-26: 25.24%2026-10-27: 25.27%2026-10-28: 25.53%2026-10-29: 25.67%2026-10-30: 25.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.48%
24.82%
24.89%
25.26%
25.40%
25.24%
25.27%
25.53%
25.67%
25.78%