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Radian Group Inc RDN

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-10-22T18:25:36.808Z

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 · 2026-10-22T18:25:01.565210599Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:25:36.159463+00:00

Share price$35.41
1D+3.2%
$34.07$34.43$34.80$35.16$35.525:30 AM6:30 AM9:00 AM1:00 PMRDN
Sold putSold call

Radian Group Inc options

Live interpolated RDN call and put midpoint premiums by absolute delta.Radian Group Inc$0.30$2.29$4.27$6.25$8.24$28.55$31.76$34.96$38.17$41.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDN spot · $35.41RDN PRICE$0.52$1.07$1.11$1.15$1.19$1.23$1.35$1.52$1.72$1.95$1.15$1.26$1.32$1.07$1.49$1.88$2.21$2.62$2.99$3.24$3.69$4.66$7.66
PutsExpensive1.91×
CallsExpensive1.53×
SkewBearish+8.91 pp
Implied moveBearish±$3.57
TiltBearish46.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.2748.6%15.2%29.5291.4%19.9%
25Δ42.5280.5%23.1%31.4575.8%14.7%
30Δ39.9064.8%15.8%32.8763.2%10.9%
35Δ38.3854.7%11.6%34.3240.2%6.1%
40Δ37.3847.2%8.9%34.7446.7%6.1%
45Δ36.3839.7%6.2%35.2550.6%5.8%
50Δ35.7236.1%4.7%35.8950.6%4.9%
55Δ35.2734.9%3.9%36.5550.9%4.2%
60Δ34.8333.9%3.2%37.1850.3%3.4%
65Δ34.4133.3%2.7%37.7247.4%2.6%
70Δ38.3946.4%2.0%
75Δ39.4950.2%1.6%
80Δ42.5167.9%1.6%

20Δ

Calls
Pseudo strike
40.27
IV
48.6%
B/E move
15.2%
Puts
Pseudo strike
29.52
IV
91.4%
B/E move
19.9%

25Δ

Calls
Pseudo strike
42.52
IV
80.5%
B/E move
23.1%
Puts
Pseudo strike
31.45
IV
75.8%
B/E move
14.7%

30Δ

Calls
Pseudo strike
39.90
IV
64.8%
B/E move
15.8%
Puts
Pseudo strike
32.87
IV
63.2%
B/E move
10.9%

35Δ

Calls
Pseudo strike
38.38
IV
54.7%
B/E move
11.6%
Puts
Pseudo strike
34.32
IV
40.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
37.38
IV
47.2%
B/E move
8.9%
Puts
Pseudo strike
34.74
IV
46.7%
B/E move
6.1%

45Δ

Calls
Pseudo strike
36.38
IV
39.7%
B/E move
6.2%
Puts
Pseudo strike
35.25
IV
50.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
35.72
IV
36.1%
B/E move
4.7%
Puts
Pseudo strike
35.89
IV
50.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
35.27
IV
34.9%
B/E move
3.9%
Puts
Pseudo strike
36.55
IV
50.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
34.83
IV
33.9%
B/E move
3.2%
Puts
Pseudo strike
37.18
IV
50.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
34.41
IV
33.3%
B/E move
2.7%
Puts
Pseudo strike
37.72
IV
47.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.39
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.49
IV
50.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.51
IV
67.9%
B/E move
1.6%

Options history

No recorded observations