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Regency Centers Corporation Common Stock REG

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Market datapartial · fetched 2026-11-12T00:46:25.149Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:59:26.304520629Z

FundamentalsAlpha Vantage · unavailable

Share price$76.06
1D-0.3%
AH$75.31$75.58$75.85$76.12$76.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREG
Sold putSold callAH

Regency Centers Corporation Common Stock options

Live interpolated REG call and put midpoint premiums by absolute delta.Regency Centers Corporation Common Stock$0.57$3.50$6.43$9.36$12.29$68.59$72.14$75.70$79.25$82.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REG spot · $76.06REG PRICE$0.90$1.01$1.14$1.33$1.52$1.72$1.91$2.10$2.30$2.76$3.32$3.89$4.45$0.88$0.94$1.01$1.07$1.63$2.86$4.09$5.31$6.54$7.76$8.99$10.22$11.44
PutsExpensive1.85×
CallsExpensive1.61×
SkewBearish+6.12 pp
Implied moveBearish±$6.00
TiltBearish37.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.4572.8%12.2%70.2064.9%8.9%
25Δ81.9762.0%9.1%71.5556.3%7.2%
30Δ79.8452.8%6.5%72.8947.7%5.5%
35Δ79.0750.2%5.7%74.2439.1%3.8%
40Δ78.3047.6%5.0%75.6136.0%2.7%
45Δ77.5345.0%4.2%77.0139.8%2.5%
50Δ76.7642.4%3.4%78.4243.6%2.3%
55Δ75.9939.8%2.7%79.8247.5%2.0%
60Δ75.2237.2%1.9%81.2351.3%1.8%
65Δ74.4736.0%1.5%82.6355.1%1.6%
70Δ73.7435.4%1.3%84.0359.0%1.3%
75Δ73.0034.7%1.1%85.4462.8%1.1%
80Δ72.2734.1%0.9%86.8466.6%0.9%

20Δ

Calls
Pseudo strike
84.45
IV
72.8%
B/E move
12.2%
Puts
Pseudo strike
70.20
IV
64.9%
B/E move
8.9%

25Δ

Calls
Pseudo strike
81.97
IV
62.0%
B/E move
9.1%
Puts
Pseudo strike
71.55
IV
56.3%
B/E move
7.2%

30Δ

Calls
Pseudo strike
79.84
IV
52.8%
B/E move
6.5%
Puts
Pseudo strike
72.89
IV
47.7%
B/E move
5.5%

35Δ

Calls
Pseudo strike
79.07
IV
50.2%
B/E move
5.7%
Puts
Pseudo strike
74.24
IV
39.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
78.30
IV
47.6%
B/E move
5.0%
Puts
Pseudo strike
75.61
IV
36.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
77.53
IV
45.0%
B/E move
4.2%
Puts
Pseudo strike
77.01
IV
39.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
76.76
IV
42.4%
B/E move
3.4%
Puts
Pseudo strike
78.42
IV
43.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
75.99
IV
39.8%
B/E move
2.7%
Puts
Pseudo strike
79.82
IV
47.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
75.22
IV
37.2%
B/E move
1.9%
Puts
Pseudo strike
81.23
IV
51.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
74.47
IV
36.0%
B/E move
1.5%
Puts
Pseudo strike
82.63
IV
55.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
73.74
IV
35.4%
B/E move
1.3%
Puts
Pseudo strike
84.03
IV
59.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
73.00
IV
34.7%
B/E move
1.1%
Puts
Pseudo strike
85.44
IV
62.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
72.27
IV
34.1%
B/E move
0.9%
Puts
Pseudo strike
86.84
IV
66.6%
B/E move
0.9%

Options history

IV · four-Friday blend20.78%
Daily EOD
REG18.9%21.1%23.3%2026-10-19: 22.49%2026-10-20: 21.53%2026-10-21: 22.98%2026-10-22: 21.97%2026-10-23: 21.98%2026-10-26: 22.72%2026-10-27: 20.92%2026-10-28: 22.75%2026-10-29: 19.21%2026-10-30: 20.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.49%
21.53%
22.98%
21.97%
21.98%
22.72%
20.92%
22.75%
19.21%
20.78%