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Rogers Communications, Inc. RCI

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Market datapartial · fetched 2026-10-22T16:53:11.280Z

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 · 2026-10-22T16:53:06.863972172Z

FundamentalsAlpha Vantage · unavailable

Share price$32.91
1D+2.6%
$32.04$32.28$32.53$32.77$33.015:30 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.$0.30$1.91$3.52$5.13$6.74$27.50$30.03$32.57$35.10$37.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCI spot · $32.91RCI PRICE$0.47$0.60$0.73$0.90$1.15$1.40$1.65$1.90$2.15$2.41$2.66$2.91$3.16$0.49$0.78$1.08$1.37$1.67$1.96$2.25$2.55$2.84$3.34$4.32$5.30$6.28
PutsExpensive1.32×
CallsExpensive1.17×
SkewBearish+7.38 pp
Implied moveBearish±$3.91
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.2740.1%14.7%30.1740.7%9.8%
25Δ36.4341.1%12.5%30.7241.8%9.0%
30Δ35.5942.1%10.4%31.2842.8%8.2%
35Δ34.8542.6%8.6%31.8343.9%7.4%
40Δ34.3542.0%7.9%32.3944.9%6.6%
45Δ33.8541.4%7.1%32.9446.0%5.9%
50Δ33.3540.9%6.3%33.5047.0%5.1%
55Δ32.8440.3%5.6%34.0548.0%4.3%
60Δ32.3439.8%4.8%34.6149.1%3.5%
65Δ31.8439.2%4.1%35.3450.5%2.8%
70Δ31.3438.6%3.3%36.4752.7%2.3%
75Δ30.8338.1%2.5%37.6155.0%1.8%
80Δ30.3337.5%1.8%38.7557.2%1.3%

20Δ

Calls
Pseudo strike
37.27
IV
40.1%
B/E move
14.7%
Puts
Pseudo strike
30.17
IV
40.7%
B/E move
9.8%

25Δ

Calls
Pseudo strike
36.43
IV
41.1%
B/E move
12.5%
Puts
Pseudo strike
30.72
IV
41.8%
B/E move
9.0%

30Δ

Calls
Pseudo strike
35.59
IV
42.1%
B/E move
10.4%
Puts
Pseudo strike
31.28
IV
42.8%
B/E move
8.2%

35Δ

Calls
Pseudo strike
34.85
IV
42.6%
B/E move
8.6%
Puts
Pseudo strike
31.83
IV
43.9%
B/E move
7.4%

40Δ

Calls
Pseudo strike
34.35
IV
42.0%
B/E move
7.9%
Puts
Pseudo strike
32.39
IV
44.9%
B/E move
6.6%

45Δ

Calls
Pseudo strike
33.85
IV
41.4%
B/E move
7.1%
Puts
Pseudo strike
32.94
IV
46.0%
B/E move
5.9%

50Δ

Calls
Pseudo strike
33.35
IV
40.9%
B/E move
6.3%
Puts
Pseudo strike
33.50
IV
47.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
32.84
IV
40.3%
B/E move
5.6%
Puts
Pseudo strike
34.05
IV
48.0%
B/E move
4.3%

60Δ

Calls
Pseudo strike
32.34
IV
39.8%
B/E move
4.8%
Puts
Pseudo strike
34.61
IV
49.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
31.84
IV
39.2%
B/E move
4.1%
Puts
Pseudo strike
35.34
IV
50.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
31.34
IV
38.6%
B/E move
3.3%
Puts
Pseudo strike
36.47
IV
52.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
30.83
IV
38.1%
B/E move
2.5%
Puts
Pseudo strike
37.61
IV
55.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
30.33
IV
37.5%
B/E move
1.8%
Puts
Pseudo strike
38.75
IV
57.2%
B/E move
1.3%

Options history

No recorded observations