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Reinsurance Group of America, Incorporated RGA

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Market datapartial · fetched 2026-10-22T21:31:44.761Z

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 · 2026-10-22T20:10:00.001390674Z

FundamentalsAlpha Vantage · unavailable

Share price$272.05
1D+1.1%
AH$267$269$270$271$2735:30 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$1.42$8.26$15.10$21.94$28.78$237.70$253.34$268.98$284.62$300.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGA spot · $272.05RGA PRICE$2.16$2.89$3.67$4.45$5.47$6.69$7.91$9.13$10.69$12.51$14.32$16.16$19.54$3.12$4.09$5.14$6.41$7.69$9.06$10.66$12.27$13.95$16.57$19.18$22.40$26.81
PutsExpensive1.48×
CallsCheap0.91×
SkewBearish+6.46 pp
Implied moveBearish±$18.57
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ291.3826.1%7.9%252.3634.5%8.4%
25Δ287.5825.6%6.8%256.7733.8%7.1%
30Δ284.4925.5%5.9%260.8933.2%6.0%
35Δ281.4025.3%5.1%264.2533.1%5.2%
40Δ278.6225.5%4.4%267.6032.9%4.5%
45Δ276.1125.8%3.9%270.8932.7%3.8%
50Δ273.5926.2%3.5%274.0032.3%3.2%
55Δ271.0726.5%3.0%277.1232.0%2.6%
60Δ268.3826.8%2.6%280.2831.7%2.1%
65Δ265.5726.9%2.2%283.9431.9%1.7%
70Δ262.7627.0%1.8%287.5932.2%1.3%
75Δ259.9327.1%1.5%291.7932.6%1.0%
80Δ255.8027.7%1.2%297.0433.3%0.7%

20Δ

Calls
Pseudo strike
291.38
IV
26.1%
B/E move
7.9%
Puts
Pseudo strike
252.36
IV
34.5%
B/E move
8.4%

25Δ

Calls
Pseudo strike
287.58
IV
25.6%
B/E move
6.8%
Puts
Pseudo strike
256.77
IV
33.8%
B/E move
7.1%

30Δ

Calls
Pseudo strike
284.49
IV
25.5%
B/E move
5.9%
Puts
Pseudo strike
260.89
IV
33.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
281.40
IV
25.3%
B/E move
5.1%
Puts
Pseudo strike
264.25
IV
33.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
278.62
IV
25.5%
B/E move
4.4%
Puts
Pseudo strike
267.60
IV
32.9%
B/E move
4.5%

45Δ

Calls
Pseudo strike
276.11
IV
25.8%
B/E move
3.9%
Puts
Pseudo strike
270.89
IV
32.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
273.59
IV
26.2%
B/E move
3.5%
Puts
Pseudo strike
274.00
IV
32.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
271.07
IV
26.5%
B/E move
3.0%
Puts
Pseudo strike
277.12
IV
32.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
268.38
IV
26.8%
B/E move
2.6%
Puts
Pseudo strike
280.28
IV
31.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
265.57
IV
26.9%
B/E move
2.2%
Puts
Pseudo strike
283.94
IV
31.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
262.76
IV
27.0%
B/E move
1.8%
Puts
Pseudo strike
287.59
IV
32.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
259.93
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
291.79
IV
32.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
255.80
IV
27.7%
B/E move
1.2%
Puts
Pseudo strike
297.04
IV
33.3%
B/E move
0.7%

Options history

No recorded observations