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Radian Group Inc. RDN

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Market datapartial · fetched 2026-10-22T23:11:42.801Z

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 · 2026-10-22T23:00:00.001839425Z

FundamentalsAlpha Vantage · unavailable

Share price$34.70
1D+1.1%
AH$34.07$34.44$34.82$35.20$35.575:30 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.$0.54$1.32$2.10$2.88$3.66$29.03$31.93$34.82$37.72$40.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDN spot · $34.70RDN PRICE$0.63$1.08$1.10$1.16$1.23$1.38$1.59$1.80$2.01$2.21$2.41$2.78$3.21$1.12$1.21$1.27$1.10$0.97$1.35$1.72$1.94$2.16$2.56$2.94$3.19$3.43
PutsExpensive1.50×
CallsExpensive1.57×
SkewBullish-2.56 pp
Implied moveBearish±$3.31
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.4362.9%21.2%29.0290.6%19.6%
25Δ41.8982.7%23.8%30.9174.2%14.4%
30Δ38.9865.0%15.5%32.2462.2%10.7%
35Δ37.7456.6%12.1%33.4045.0%6.9%
40Δ36.4948.2%8.7%34.2431.6%4.1%
45Δ35.6544.6%6.7%34.6336.5%4.1%
50Δ35.0844.0%5.7%35.0440.9%4.0%
55Δ34.5542.7%4.8%35.5139.5%3.3%
60Δ34.0341.3%3.9%35.9738.1%2.6%
65Δ33.5839.3%3.2%36.5338.6%2.1%
70Δ33.1337.3%2.4%37.0738.7%1.6%
75Δ32.6037.0%1.9%37.4836.3%1.2%
80Δ32.0237.5%1.5%37.8933.9%0.7%

20Δ

Calls
Pseudo strike
41.43
IV
62.9%
B/E move
21.2%
Puts
Pseudo strike
29.02
IV
90.6%
B/E move
19.6%

25Δ

Calls
Pseudo strike
41.89
IV
82.7%
B/E move
23.8%
Puts
Pseudo strike
30.91
IV
74.2%
B/E move
14.4%

30Δ

Calls
Pseudo strike
38.98
IV
65.0%
B/E move
15.5%
Puts
Pseudo strike
32.24
IV
62.2%
B/E move
10.7%

35Δ

Calls
Pseudo strike
37.74
IV
56.6%
B/E move
12.1%
Puts
Pseudo strike
33.40
IV
45.0%
B/E move
6.9%

40Δ

Calls
Pseudo strike
36.49
IV
48.2%
B/E move
8.7%
Puts
Pseudo strike
34.24
IV
31.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
35.65
IV
44.6%
B/E move
6.7%
Puts
Pseudo strike
34.63
IV
36.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
35.08
IV
44.0%
B/E move
5.7%
Puts
Pseudo strike
35.04
IV
40.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
34.55
IV
42.7%
B/E move
4.8%
Puts
Pseudo strike
35.51
IV
39.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
34.03
IV
41.3%
B/E move
3.9%
Puts
Pseudo strike
35.97
IV
38.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
33.58
IV
39.3%
B/E move
3.2%
Puts
Pseudo strike
36.53
IV
38.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
33.13
IV
37.3%
B/E move
2.4%
Puts
Pseudo strike
37.07
IV
38.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
32.60
IV
37.0%
B/E move
1.9%
Puts
Pseudo strike
37.48
IV
36.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
32.02
IV
37.5%
B/E move
1.5%
Puts
Pseudo strike
37.89
IV
33.9%
B/E move
0.7%

Options history

No recorded observations