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Regions Financial Corporation RF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T21:23:23.247Z

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 · 2026-10-22T21:23:21.081478002Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T21:23:21.235685+00:00

Share price$28.54
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$0.11$0.90$1.69$2.48$3.27$24.58$26.57$28.56$30.55$32.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RF spot · $28.54RF PRICE$0.19$0.25$0.30$0.36$0.41$0.51$0.63$0.74$0.86$0.97$1.13$1.31$1.49$0.29$0.36$0.43$0.50$0.62$0.76$0.90$1.04$1.32$1.62$1.96$2.42$3.04
PutsCheap0.72×
CallsCheap0.49×
SkewBearish+8.93 pp
Implied moveBearish±$1.53
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.3022.4%6.9%26.6830.6%7.5%
25Δ29.8921.2%5.6%27.1628.7%6.1%
30Δ29.6120.3%4.8%27.5327.2%5.0%
35Δ29.3419.4%4.1%27.9025.6%4.0%
40Δ29.0618.6%3.3%28.1925.4%3.4%
45Δ28.8418.6%2.9%28.4525.7%3.0%
50Δ28.6419.0%2.6%28.7126.0%2.5%
55Δ28.4519.4%2.3%28.9726.3%2.1%
60Δ28.2519.7%2.0%29.3428.0%1.8%
65Δ28.0520.1%1.7%29.7129.8%1.6%
70Δ27.8120.0%1.4%30.1331.6%1.3%
75Δ27.5719.7%1.2%30.6733.3%1.0%
80Δ27.3319.4%1.0%31.3736.0%0.7%

20Δ

Calls
Pseudo strike
30.30
IV
22.4%
B/E move
6.9%
Puts
Pseudo strike
26.68
IV
30.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
29.89
IV
21.2%
B/E move
5.6%
Puts
Pseudo strike
27.16
IV
28.7%
B/E move
6.1%

30Δ

Calls
Pseudo strike
29.61
IV
20.3%
B/E move
4.8%
Puts
Pseudo strike
27.53
IV
27.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
29.34
IV
19.4%
B/E move
4.1%
Puts
Pseudo strike
27.90
IV
25.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
29.06
IV
18.6%
B/E move
3.3%
Puts
Pseudo strike
28.19
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
28.84
IV
18.6%
B/E move
2.9%
Puts
Pseudo strike
28.45
IV
25.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
28.64
IV
19.0%
B/E move
2.6%
Puts
Pseudo strike
28.71
IV
26.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
28.45
IV
19.4%
B/E move
2.3%
Puts
Pseudo strike
28.97
IV
26.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
28.25
IV
19.7%
B/E move
2.0%
Puts
Pseudo strike
29.34
IV
28.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
28.05
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
29.71
IV
29.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
27.81
IV
20.0%
B/E move
1.4%
Puts
Pseudo strike
30.13
IV
31.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
27.57
IV
19.7%
B/E move
1.2%
Puts
Pseudo strike
30.67
IV
33.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
27.33
IV
19.4%
B/E move
1.0%
Puts
Pseudo strike
31.37
IV
36.0%
B/E move
0.7%

Options history

No recorded observations