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Radian Group Inc RDN

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-10-25T16:37:59.040Z

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 · 2026-10-23T23:00:00.001393197Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T16:37:58.707207+00:00

Share price$35.75
1D-1.0%
AH$35.53$35.76$36.00$36.23$36.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDN
Sold putSold callAH

Radian Group Inc options

Live interpolated RDN call and put midpoint premiums by absolute delta.Radian Group Inc$0.55$1.46$2.36$3.26$4.16$29.43$32.45$35.48$38.50$41.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDN spot · $35.75RDN PRICE$0.74$1.09$0.65$0.81$0.96$1.10$1.25$1.83$2.39$2.59$2.84$3.40$3.90$0.80$1.06$1.27$1.41$1.56$1.93$2.20$2.26$2.36$2.56$2.76$3.16$3.57
PutsExpensive1.56×
CallsExpensive1.24×
SkewBearish+2.31 pp
Implied moveBearish±$3.45
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.5075.8%23.8%31.4066.2%14.4%
25Δ42.9385.1%23.1%32.2567.9%12.8%
30Δ37.9937.8%8.1%33.2363.7%10.6%
35Δ37.4837.5%7.1%34.0858.3%8.6%
40Δ36.9737.2%6.1%34.9252.9%6.7%
45Δ36.4936.0%5.1%35.5954.0%5.8%
50Δ36.0034.7%4.2%36.1753.0%5.0%
55Δ35.4843.2%4.4%36.6547.2%3.8%
60Δ34.9650.9%4.5%37.1242.4%2.8%
65Δ34.4447.7%3.6%37.5439.9%2.1%
70Δ33.8845.3%2.7%37.9737.4%1.5%
75Δ33.1747.4%2.3%38.5136.8%1.1%
80Δ32.4847.2%1.8%39.0636.1%0.7%

20Δ

Calls
Pseudo strike
43.50
IV
75.8%
B/E move
23.8%
Puts
Pseudo strike
31.40
IV
66.2%
B/E move
14.4%

25Δ

Calls
Pseudo strike
42.93
IV
85.1%
B/E move
23.1%
Puts
Pseudo strike
32.25
IV
67.9%
B/E move
12.8%

30Δ

Calls
Pseudo strike
37.99
IV
37.8%
B/E move
8.1%
Puts
Pseudo strike
33.23
IV
63.7%
B/E move
10.6%

35Δ

Calls
Pseudo strike
37.48
IV
37.5%
B/E move
7.1%
Puts
Pseudo strike
34.08
IV
58.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
36.97
IV
37.2%
B/E move
6.1%
Puts
Pseudo strike
34.92
IV
52.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
36.49
IV
36.0%
B/E move
5.1%
Puts
Pseudo strike
35.59
IV
54.0%
B/E move
5.8%

50Δ

Calls
Pseudo strike
36.00
IV
34.7%
B/E move
4.2%
Puts
Pseudo strike
36.17
IV
53.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
35.48
IV
43.2%
B/E move
4.4%
Puts
Pseudo strike
36.65
IV
47.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
34.96
IV
50.9%
B/E move
4.5%
Puts
Pseudo strike
37.12
IV
42.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
34.44
IV
47.7%
B/E move
3.6%
Puts
Pseudo strike
37.54
IV
39.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
33.88
IV
45.3%
B/E move
2.7%
Puts
Pseudo strike
37.97
IV
37.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
33.17
IV
47.4%
B/E move
2.3%
Puts
Pseudo strike
38.51
IV
36.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
32.48
IV
47.2%
B/E move
1.8%
Puts
Pseudo strike
39.06
IV
36.1%
B/E move
0.7%

Options history

No recorded observations