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Reinsurance Group of America, Incorporated RGA

FINANCIAL SERVICES · INSURANCE - REINSURANCE
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Market dataready · fetched 2026-11-13T00:48:24.186Z

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 · 2026-11-13T00:00:00.001670302Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:44:06.786036+00:00

Share price$273.74
1D-1.1%
AH$273.50$274.36$275.22$276.07$276.935:30 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$1.10$4.40$7.70$10.99$14.29$256.81$265.29$273.77$282.25$290.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGA spot · $273.74RGA PRICE$1.46$1.76$2.06$2.67$3.29$3.91$4.53$5.15$5.77$6.38$8.21$10.18$12.16$1.57$1.93$2.29$2.65$3.36$4.09$4.81$5.53$6.25$6.97$7.69$10.25$13.34
PutsFair1.00×
CallsCheap0.82×
SkewNeutral+0.10 pp
Implied moveBearish±$9.33
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ287.0234.3%5.4%262.1134.5%4.8%
25Δ283.5730.9%4.2%264.7332.1%4.0%
30Δ280.1327.4%3.1%267.3629.6%3.2%
35Δ278.6427.1%2.8%269.9827.1%2.3%
40Δ277.2226.9%2.5%271.3726.9%2.1%
45Δ275.8126.7%2.2%272.7626.7%1.9%
50Δ274.3926.5%1.9%274.1526.4%1.6%
55Δ272.9826.3%1.6%275.5326.2%1.4%
60Δ271.5626.2%1.3%276.9226.0%1.1%
65Δ270.1526.0%1.0%278.3025.8%0.9%
70Δ267.9027.3%0.9%279.6925.5%0.6%
75Δ265.5528.8%0.7%282.6227.9%0.5%
80Δ263.2130.3%0.6%286.0031.1%0.4%

20Δ

Calls
Pseudo strike
287.02
IV
34.3%
B/E move
5.4%
Puts
Pseudo strike
262.11
IV
34.5%
B/E move
4.8%

25Δ

Calls
Pseudo strike
283.57
IV
30.9%
B/E move
4.2%
Puts
Pseudo strike
264.73
IV
32.1%
B/E move
4.0%

30Δ

Calls
Pseudo strike
280.13
IV
27.4%
B/E move
3.1%
Puts
Pseudo strike
267.36
IV
29.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
278.64
IV
27.1%
B/E move
2.8%
Puts
Pseudo strike
269.98
IV
27.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
277.22
IV
26.9%
B/E move
2.5%
Puts
Pseudo strike
271.37
IV
26.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
275.81
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
272.76
IV
26.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
274.39
IV
26.5%
B/E move
1.9%
Puts
Pseudo strike
274.15
IV
26.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
272.98
IV
26.3%
B/E move
1.6%
Puts
Pseudo strike
275.53
IV
26.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
271.56
IV
26.2%
B/E move
1.3%
Puts
Pseudo strike
276.92
IV
26.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
270.15
IV
26.0%
B/E move
1.0%
Puts
Pseudo strike
278.30
IV
25.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
267.90
IV
27.3%
B/E move
0.9%
Puts
Pseudo strike
279.69
IV
25.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
265.55
IV
28.8%
B/E move
0.7%
Puts
Pseudo strike
282.62
IV
27.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
263.21
IV
30.3%
B/E move
0.6%
Puts
Pseudo strike
286.00
IV
31.1%
B/E move
0.4%

Options history

IV · four-Friday blend27.42%
Daily EOD
RGA24.2%25.9%27.7%2026-10-19: 24.56%2026-10-20: 24.46%2026-10-21: 24.51%2026-10-22: 24.76%2026-10-23: 25.95%2026-10-26: 26.53%2026-10-27: 27.02%2026-10-28: 26.84%2026-10-29: 26.84%2026-10-30: 27.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.56%
24.46%
24.51%
24.76%
25.95%
26.53%
27.02%
26.84%
26.84%
27.42%