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Rogers Communications, Inc. RCI

i

Market datapartial · fetched 2026-11-11T15:44:44.772Z

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 · 2026-11-11T15:42:39.866858902Z

FundamentalsAlpha Vantage · unavailable

Share price$33.17
1D-1.3%
$33.12$33.26$33.39$33.52$33.665:30 AM6:30 AM9:00 AM1:00 PMRCI
Sold putSold call

Rogers Communications, Inc. options

Live interpolated RCI call and put midpoint premiums by absolute delta.Rogers Communications, Inc.$0.17$2.50$4.83$7.17$9.50$29.87$31.35$32.84$34.32$35.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RCI spot · $33.17RCI PRICE$0.56$1.31$2.06$2.81$3.56$4.32$5.07$5.82$6.57$7.32$8.08$8.83$0.42$0.55$0.67$0.80$0.92$1.05$1.17$1.30$1.43$1.55$1.68$1.80$1.93
PutsExpensive1.66×
Calls——
Skew——
Implied moveBullish±$5.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2966.7%10.0%
25Δ34.7046.4%6.3%30.6764.2%9.2%
30Δ33.8255.4%5.9%31.0561.7%8.4%
35Δ32.9364.5%5.5%31.4359.2%7.6%
40Δ32.0573.5%5.1%31.8156.7%6.9%
45Δ31.1782.6%4.7%32.1954.2%6.1%
50Δ30.2991.6%4.3%32.5751.7%5.3%
55Δ29.40100.7%3.9%32.9549.2%4.6%
60Δ28.52109.7%3.5%33.3346.7%3.8%
65Δ27.64118.8%3.1%33.7144.2%3.0%
70Δ26.76127.8%2.7%34.0941.7%2.3%
75Δ25.87136.9%2.3%34.4739.2%1.5%
80Δ24.99145.9%2.0%34.8636.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.29
IV
66.7%
B/E move
10.0%

25Δ

Calls
Pseudo strike
34.70
IV
46.4%
B/E move
6.3%
Puts
Pseudo strike
30.67
IV
64.2%
B/E move
9.2%

30Δ

Calls
Pseudo strike
33.82
IV
55.4%
B/E move
5.9%
Puts
Pseudo strike
31.05
IV
61.7%
B/E move
8.4%

35Δ

Calls
Pseudo strike
32.93
IV
64.5%
B/E move
5.5%
Puts
Pseudo strike
31.43
IV
59.2%
B/E move
7.6%

40Δ

Calls
Pseudo strike
32.05
IV
73.5%
B/E move
5.1%
Puts
Pseudo strike
31.81
IV
56.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
31.17
IV
82.6%
B/E move
4.7%
Puts
Pseudo strike
32.19
IV
54.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
30.29
IV
91.6%
B/E move
4.3%
Puts
Pseudo strike
32.57
IV
51.7%
B/E move
5.3%

55Δ

Calls
Pseudo strike
29.40
IV
100.7%
B/E move
3.9%
Puts
Pseudo strike
32.95
IV
49.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
28.52
IV
109.7%
B/E move
3.5%
Puts
Pseudo strike
33.33
IV
46.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
27.64
IV
118.8%
B/E move
3.1%
Puts
Pseudo strike
33.71
IV
44.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
26.76
IV
127.8%
B/E move
2.7%
Puts
Pseudo strike
34.09
IV
41.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
25.87
IV
136.9%
B/E move
2.3%
Puts
Pseudo strike
34.47
IV
39.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
24.99
IV
145.9%
B/E move
2.0%
Puts
Pseudo strike
34.86
IV
36.7%
B/E move
0.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations