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Rogers Communications Inc RCI

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-22T14:50:02.222Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T14:49:42.222575523Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:40:44.954114+00:00

Share price$32.73
1D+1.9%
$32.06$32.24$32.43$32.61$32.805:30 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$0.54$1.25$1.96$2.67$3.38$26.46$29.67$32.87$36.07$39.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCI spot · $32.73RCI PRICE$1.09$1.06$1.01$0.95$1.15$1.36$1.57$1.78$1.99$2.20$2.42$2.63$2.84$0.62$0.82$1.15$1.49$1.83$2.16$2.50$2.84$3.17
PutsExpensive1.05×
CallsExpensive1.07×
SkewBearish+0.59 pp
Implied moveBearish±$4.07
TiltBullish14.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.3972.5%48.1%28.8634.5%13.7%
25Δ42.3556.1%32.6%30.2730.0%10.0%
30Δ38.7942.0%21.6%30.9330.4%9.0%
35Δ35.2227.9%10.5%31.5830.8%8.1%
40Δ34.5226.3%9.0%32.2431.3%7.1%
45Δ34.0025.5%8.0%32.8931.7%6.1%
50Δ33.4924.7%7.1%33.5432.1%5.2%
55Δ32.9723.8%6.2%34.2032.5%4.2%
60Δ32.4623.0%5.3%34.8532.9%3.2%
65Δ31.9422.2%4.3%
70Δ31.4221.4%3.4%
75Δ30.9120.6%2.5%
80Δ30.3919.8%1.5%

20Δ

Calls
Pseudo strike
47.39
IV
72.5%
B/E move
48.1%
Puts
Pseudo strike
28.86
IV
34.5%
B/E move
13.7%

25Δ

Calls
Pseudo strike
42.35
IV
56.1%
B/E move
32.6%
Puts
Pseudo strike
30.27
IV
30.0%
B/E move
10.0%

30Δ

Calls
Pseudo strike
38.79
IV
42.0%
B/E move
21.6%
Puts
Pseudo strike
30.93
IV
30.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
35.22
IV
27.9%
B/E move
10.5%
Puts
Pseudo strike
31.58
IV
30.8%
B/E move
8.1%

40Δ

Calls
Pseudo strike
34.52
IV
26.3%
B/E move
9.0%
Puts
Pseudo strike
32.24
IV
31.3%
B/E move
7.1%

45Δ

Calls
Pseudo strike
34.00
IV
25.5%
B/E move
8.0%
Puts
Pseudo strike
32.89
IV
31.7%
B/E move
6.1%

50Δ

Calls
Pseudo strike
33.49
IV
24.7%
B/E move
7.1%
Puts
Pseudo strike
33.54
IV
32.1%
B/E move
5.2%

55Δ

Calls
Pseudo strike
32.97
IV
23.8%
B/E move
6.2%
Puts
Pseudo strike
34.20
IV
32.5%
B/E move
4.2%

60Δ

Calls
Pseudo strike
32.46
IV
23.0%
B/E move
5.3%
Puts
Pseudo strike
34.85
IV
32.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
31.94
IV
22.2%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.42
IV
21.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.91
IV
20.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.39
IV
19.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations