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Regions Financial Corp. RF

i

Market datapartial · fetched 2026-11-12T00:45:17.735Z

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 · 2026-11-12T00:00:00.001695987Z

FundamentalsAlpha Vantage · unavailable

Share price$28.64
1D+0.4%
AH$28.41$28.50$28.59$28.67$28.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRF
Sold putSold callAH

Regions Financial Corp. options

Live interpolated RF call and put midpoint premiums by absolute delta.Regions Financial Corp.$0.10$0.46$0.82$1.18$1.54$26.84$27.74$28.64$29.53$30.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RF spot · $28.64RF PRICE$0.13$0.17$0.21$0.25$0.31$0.41$0.51$0.62$0.72$0.82$0.92$1.17$1.43$0.16$0.20$0.24$0.30$0.37$0.43$0.49$0.55$0.61$0.74$0.89$1.03$1.18
PutsCheap0.81×
CallsCheap0.84×
SkewBullish-0.82 pp
Implied moveBullish±$1.00
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.8027.2%4.5%27.4033.1%4.9%
25Δ29.5926.1%3.9%27.7529.8%3.8%
30Δ29.3725.1%3.3%28.0527.4%2.9%
35Δ29.1524.0%2.6%28.2026.9%2.6%
40Δ28.9523.6%2.2%28.3526.4%2.3%
45Δ28.7924.6%2.0%28.5125.9%2.0%
50Δ28.6325.6%1.8%28.6625.4%1.6%
55Δ28.4826.6%1.6%28.8124.9%1.3%
60Δ28.3227.6%1.4%28.9724.4%1.0%
65Δ28.1628.6%1.2%29.1524.4%0.8%
70Δ28.0129.6%1.0%29.3424.5%0.7%
75Δ27.7131.3%0.8%29.5324.6%0.5%
80Δ27.4033.0%0.7%29.7224.7%0.4%

20Δ

Calls
Pseudo strike
29.80
IV
27.2%
B/E move
4.5%
Puts
Pseudo strike
27.40
IV
33.1%
B/E move
4.9%

25Δ

Calls
Pseudo strike
29.59
IV
26.1%
B/E move
3.9%
Puts
Pseudo strike
27.75
IV
29.8%
B/E move
3.8%

30Δ

Calls
Pseudo strike
29.37
IV
25.1%
B/E move
3.3%
Puts
Pseudo strike
28.05
IV
27.4%
B/E move
2.9%

35Δ

Calls
Pseudo strike
29.15
IV
24.0%
B/E move
2.6%
Puts
Pseudo strike
28.20
IV
26.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
28.95
IV
23.6%
B/E move
2.2%
Puts
Pseudo strike
28.35
IV
26.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
28.79
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
28.51
IV
25.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
28.63
IV
25.6%
B/E move
1.8%
Puts
Pseudo strike
28.66
IV
25.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
28.48
IV
26.6%
B/E move
1.6%
Puts
Pseudo strike
28.81
IV
24.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
28.32
IV
27.6%
B/E move
1.4%
Puts
Pseudo strike
28.97
IV
24.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
28.16
IV
28.6%
B/E move
1.2%
Puts
Pseudo strike
29.15
IV
24.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
28.01
IV
29.6%
B/E move
1.0%
Puts
Pseudo strike
29.34
IV
24.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
27.71
IV
31.3%
B/E move
0.8%
Puts
Pseudo strike
29.53
IV
24.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
27.40
IV
33.0%
B/E move
0.7%
Puts
Pseudo strike
29.72
IV
24.7%
B/E move
0.4%

Options history

IV · four-Friday blend22.79%
Daily close
RF20.2%31.5%42.8%2026-08-13: 23.18%2026-08-14: 23.15%2026-08-17: 23.01%2026-08-18: 23.98%2026-08-19: 26.93%2026-08-21: 21.76%2026-08-24: 23.97%2026-08-25: 24.53%2026-08-26: 22.79%2026-08-27: 23.90%2026-08-28: 23.86%2026-08-31: 24.75%2026-09-01: 25.13%2026-09-02: 24.01%2026-09-03: 23.63%2026-09-04: 23.86%2026-09-08: 24.92%2026-09-09: 25.03%2026-09-10: 24.34%2026-09-11: 25.73%2026-09-14: 25.72%2026-09-15: 28.08%2026-09-18: 26.45%2026-09-21: 25.88%2026-09-22: 27.14%2026-09-23: 26.27%2026-09-24: 27.79%2026-09-25: 26.80%2026-09-28: 28.14%2026-09-29: 30.38%2026-09-30: 30.70%2026-10-01: 31.07%2026-10-02: 31.10%2026-10-05: 31.23%2026-10-06: 32.24%2026-10-07: 31.60%2026-10-08: 31.74%2026-10-09: 30.16%2026-10-12: 33.46%2026-10-13: 33.95%2026-10-14: 35.48%2026-10-15: 41.25%2026-10-16: 24.79%2026-10-19: 24.73%2026-10-20: 24.34%2026-10-21: 24.04%2026-10-22: 24.15%2026-10-23: 24.71%2026-10-26: 23.12%2026-10-27: 23.27%2026-10-28: 23.35%2026-10-29: 22.73%2026-10-30: 22.79%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.18%
23.15%
23.01%
23.98%
26.93%
21.76%
23.97%
24.53%
22.79%
23.90%
23.86%
24.75%
25.13%
24.01%
23.63%
23.86%
24.92%
25.03%
24.34%
25.73%
25.72%
28.08%
26.45%
25.88%
27.14%
26.27%
27.79%
26.80%
28.14%
30.38%
30.70%
31.07%
31.10%
31.23%
32.24%
31.60%
31.74%
30.16%
33.46%
33.95%
35.48%
41.25%
24.79%
24.73%
24.34%
24.04%
24.15%
24.71%
23.12%
23.27%
23.35%
22.73%
22.79%