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Regions Financial Corporation RF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T22:54:14.914Z

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 · 2026-10-22T22:30:00.001051952Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T22:54:13.714094+00:00

Share price$28.40
1D+1.9%
AH$27.82$28.03$28.24$28.46$28.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRF
Sold putSold callAH

Regions Financial Corporation options

Live interpolated RF call and put midpoint premiums by absolute delta.Regions Financial Corporation$0.14$0.75$1.36$1.96$2.57$24.46$26.43$28.41$30.38$32.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RF spot · $28.40RF PRICE$0.20$0.26$0.32$0.38$0.46$0.58$0.71$0.83$0.96$1.14$1.35$1.55$1.82$0.27$0.34$0.41$0.48$0.57$0.69$0.82$0.95$1.10$1.38$1.66$1.98$2.40
PutsCheap0.65×
CallsCheap0.56×
SkewBearish+3.31 pp
Implied moveBearish±$1.52
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2223.4%7.1%26.6029.7%7.3%
25Δ29.8222.4%5.9%27.0927.7%5.8%
30Δ29.5321.6%5.1%27.4326.1%4.9%
35Δ29.2320.7%4.2%27.7724.6%3.9%
40Δ28.9520.3%3.5%28.0823.5%3.1%
45Δ28.7320.9%3.2%28.3223.6%2.7%
50Δ28.5121.6%2.9%28.5623.7%2.3%
55Δ28.2922.2%2.6%28.8023.8%1.9%
60Δ28.0822.9%2.2%29.0624.1%1.5%
65Δ27.8123.4%1.9%29.4125.4%1.3%
70Δ27.5223.8%1.7%29.7626.7%1.0%
75Δ27.2324.2%1.4%30.1527.9%0.8%
80Δ26.8925.0%1.1%30.6428.7%0.5%

20Δ

Calls
Pseudo strike
30.22
IV
23.4%
B/E move
7.1%
Puts
Pseudo strike
26.60
IV
29.7%
B/E move
7.3%

25Δ

Calls
Pseudo strike
29.82
IV
22.4%
B/E move
5.9%
Puts
Pseudo strike
27.09
IV
27.7%
B/E move
5.8%

30Δ

Calls
Pseudo strike
29.53
IV
21.6%
B/E move
5.1%
Puts
Pseudo strike
27.43
IV
26.1%
B/E move
4.9%

35Δ

Calls
Pseudo strike
29.23
IV
20.7%
B/E move
4.2%
Puts
Pseudo strike
27.77
IV
24.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
28.95
IV
20.3%
B/E move
3.5%
Puts
Pseudo strike
28.08
IV
23.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
28.73
IV
20.9%
B/E move
3.2%
Puts
Pseudo strike
28.32
IV
23.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
28.51
IV
21.6%
B/E move
2.9%
Puts
Pseudo strike
28.56
IV
23.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
28.29
IV
22.2%
B/E move
2.6%
Puts
Pseudo strike
28.80
IV
23.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
28.08
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
29.06
IV
24.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
27.81
IV
23.4%
B/E move
1.9%
Puts
Pseudo strike
29.41
IV
25.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
27.52
IV
23.8%
B/E move
1.7%
Puts
Pseudo strike
29.76
IV
26.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
27.23
IV
24.2%
B/E move
1.4%
Puts
Pseudo strike
30.15
IV
27.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
26.89
IV
25.0%
B/E move
1.1%
Puts
Pseudo strike
30.64
IV
28.7%
B/E move
0.5%

Options history

No recorded observations