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Reinsurance Group of America, Incorporated RGA

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Market datapartial · fetched 2026-10-23T20:14:23.095Z

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 · 2026-10-23T20:10:00.001408318Z

FundamentalsAlpha Vantage · unavailable

Share price$263.94
1D-2.2%
AH$263$265$267$269$2715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGA
Sold putSold callAH

Reinsurance Group of America, Incorporated options

Live interpolated RGA call and put midpoint premiums by absolute delta.Reinsurance Group of America, Incorporated$1.58$8.30$15.02$21.74$28.46$235.37$249.38$263.39$277.40$291.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGA spot · $263.94RGA PRICE$2.31$2.97$3.98$4.99$6.00$7.23$8.63$10.03$11.44$13.53$15.63$17.73$21.08$2.77$3.62$4.72$5.82$6.92$8.38$9.84$11.30$13.14$15.32$17.50$21.03$26.52
PutsExpensive1.38×
CallsFair1.05×
SkewBearish+1.51 pp
Implied moveBearish±$18.47
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ284.8429.2%8.8%246.1232.2%7.8%
25Δ279.9528.3%7.2%250.4831.6%6.5%
30Δ277.0628.8%6.5%253.6331.6%5.7%
35Δ274.1829.3%5.8%256.7831.6%4.9%
40Δ271.2929.8%5.1%259.9231.6%4.1%
45Δ268.4530.1%4.4%262.8331.4%3.6%
50Δ265.6430.3%3.9%265.7231.3%3.1%
55Δ262.8330.5%3.4%268.6231.1%2.5%
60Δ260.0230.8%2.8%271.6831.0%2.0%
65Δ256.8731.0%2.4%274.8931.0%1.7%
70Δ253.7131.1%2.0%278.0930.9%1.3%
75Δ250.5631.3%1.6%282.4932.0%0.9%
80Δ246.3431.8%1.3%288.6334.7%0.7%

20Δ

Calls
Pseudo strike
284.84
IV
29.2%
B/E move
8.8%
Puts
Pseudo strike
246.12
IV
32.2%
B/E move
7.8%

25Δ

Calls
Pseudo strike
279.95
IV
28.3%
B/E move
7.2%
Puts
Pseudo strike
250.48
IV
31.6%
B/E move
6.5%

30Δ

Calls
Pseudo strike
277.06
IV
28.8%
B/E move
6.5%
Puts
Pseudo strike
253.63
IV
31.6%
B/E move
5.7%

35Δ

Calls
Pseudo strike
274.18
IV
29.3%
B/E move
5.8%
Puts
Pseudo strike
256.78
IV
31.6%
B/E move
4.9%

40Δ

Calls
Pseudo strike
271.29
IV
29.8%
B/E move
5.1%
Puts
Pseudo strike
259.92
IV
31.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
268.45
IV
30.1%
B/E move
4.4%
Puts
Pseudo strike
262.83
IV
31.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
265.64
IV
30.3%
B/E move
3.9%
Puts
Pseudo strike
265.72
IV
31.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
262.83
IV
30.5%
B/E move
3.4%
Puts
Pseudo strike
268.62
IV
31.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
260.02
IV
30.8%
B/E move
2.8%
Puts
Pseudo strike
271.68
IV
31.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
256.87
IV
31.0%
B/E move
2.4%
Puts
Pseudo strike
274.89
IV
31.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
253.71
IV
31.1%
B/E move
2.0%
Puts
Pseudo strike
278.09
IV
30.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
250.56
IV
31.3%
B/E move
1.6%
Puts
Pseudo strike
282.49
IV
32.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
246.34
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
288.63
IV
34.7%
B/E move
0.7%

Options history

No recorded observations