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Regencell Bioscience Holdings Limited Ordinary Shares RGC

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T02:00:49.742Z

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 · 2026-11-12T00:59:16.572033331Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:00:48.721042+00:00

Share price$5.33
1D+2.9%
AH$5.29$5.38$5.47$5.55$5.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGC
Sold putSold callAH

Regencell Bioscience Holdings Limited Ordinary Shares options

Live interpolated RGC call and put midpoint premiums by absolute delta.Regencell Bioscience Holdings Limited Ordinary Shares$1.21$1.59$1.97$2.35$2.73$3.38$4.35$5.33$6.30$7.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RGC spot · $5.33RGC PRICE$1.25$1.46$1.67$1.87$2.08$2.29$2.48$2.62$1.48$1.61$1.73$1.86$1.98$2.11$2.23$2.36
Puts——
Calls——
Skew——
Implied moveBearish±$3.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ5.19477.7%30.4%
40Δ5.49449.8%27.1%
45Δ6.30469.4%41.7%5.79422.0%23.9%
50Δ6.08518.8%41.4%6.09394.2%20.6%
55Δ5.85568.2%41.1%6.39366.3%17.4%
60Δ5.63617.6%40.7%6.69338.5%14.1%
65Δ5.40667.0%40.4%6.99310.7%10.8%
70Δ5.18716.4%40.0%7.29282.9%7.6%
75Δ4.86735.8%37.6%
80Δ4.21649.4%28.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.19
IV
477.7%
B/E move
30.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.49
IV
449.8%
B/E move
27.1%

45Δ

Calls
Pseudo strike
6.30
IV
469.4%
B/E move
41.7%
Puts
Pseudo strike
5.79
IV
422.0%
B/E move
23.9%

50Δ

Calls
Pseudo strike
6.08
IV
518.8%
B/E move
41.4%
Puts
Pseudo strike
6.09
IV
394.2%
B/E move
20.6%

55Δ

Calls
Pseudo strike
5.85
IV
568.2%
B/E move
41.1%
Puts
Pseudo strike
6.39
IV
366.3%
B/E move
17.4%

60Δ

Calls
Pseudo strike
5.63
IV
617.6%
B/E move
40.7%
Puts
Pseudo strike
6.69
IV
338.5%
B/E move
14.1%

65Δ

Calls
Pseudo strike
5.40
IV
667.0%
B/E move
40.4%
Puts
Pseudo strike
6.99
IV
310.7%
B/E move
10.8%

70Δ

Calls
Pseudo strike
5.18
IV
716.4%
B/E move
40.0%
Puts
Pseudo strike
7.29
IV
282.9%
B/E move
7.6%

75Δ

Calls
Pseudo strike
4.86
IV
735.8%
B/E move
37.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.21
IV
649.4%
B/E move
28.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend215.73%
Daily EOD
RGC191.9%204.7%217.5%2026-10-22: 193.68%2026-10-26: 215.73%Oct 22Oct 26
2 observations2026-10-22 — 2026-10-26
Table
DateIV (%)
193.68%
215.73%