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Regencell Bioscience Holdings Limited Ordinary Shares RGC

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Market datapartial · fetched 2026-10-22T22:09:26.865Z

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 · 2026-10-22T22:08:05.209523068Z

FundamentalsAlpha Vantage · unavailable

Share price$10.00
1D-7.8%
AH$9.65$9.95$10.25$10.56$10.865:30 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$0.18$1.84$3.49$5.14$6.79$3.45$6.54$9.63$12.73$15.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGC spot · $10.00RGC PRICE$0.36$0.49$0.61$0.76$1.39$2.01$2.32$1.47$1.37$1.57$1.77$1.97$2.17$1.68$1.80$1.81$1.82$1.82$2.16$2.54$2.92$3.30$3.85$4.48$5.10$6.31
PutsExpensive1.25×
CallsFair1.03×
SkewBearish+26.01 pp
Implied moveBearish±$4.86
TiltBearish36.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.92135.8%52.8%6.99325.2%46.9%
25Δ14.10135.2%45.8%7.89283.5%39.1%
30Δ13.27134.6%38.8%8.57245.5%32.4%
35Δ12.66139.8%34.2%9.25207.4%25.7%
40Δ15.29235.9%66.8%9.93169.4%18.9%
45Δ17.93332.0%99.4%10.54163.0%16.3%
50Δ18.58364.9%108.9%11.14160.3%14.0%
55Δ11.94166.2%34.1%11.74157.6%11.8%
60Δ9.75105.5%11.1%12.34154.9%9.6%
65Δ9.39101.9%9.6%13.07152.9%7.9%
70Δ9.0398.2%8.0%13.85151.2%6.3%
75Δ8.6794.6%6.4%14.63149.4%4.7%
80Δ8.3290.9%4.8%15.97153.4%3.4%

20Δ

Calls
Pseudo strike
14.92
IV
135.8%
B/E move
52.8%
Puts
Pseudo strike
6.99
IV
325.2%
B/E move
46.9%

25Δ

Calls
Pseudo strike
14.10
IV
135.2%
B/E move
45.8%
Puts
Pseudo strike
7.89
IV
283.5%
B/E move
39.1%

30Δ

Calls
Pseudo strike
13.27
IV
134.6%
B/E move
38.8%
Puts
Pseudo strike
8.57
IV
245.5%
B/E move
32.4%

35Δ

Calls
Pseudo strike
12.66
IV
139.8%
B/E move
34.2%
Puts
Pseudo strike
9.25
IV
207.4%
B/E move
25.7%

40Δ

Calls
Pseudo strike
15.29
IV
235.9%
B/E move
66.8%
Puts
Pseudo strike
9.93
IV
169.4%
B/E move
18.9%

45Δ

Calls
Pseudo strike
17.93
IV
332.0%
B/E move
99.4%
Puts
Pseudo strike
10.54
IV
163.0%
B/E move
16.3%

50Δ

Calls
Pseudo strike
18.58
IV
364.9%
B/E move
108.9%
Puts
Pseudo strike
11.14
IV
160.3%
B/E move
14.0%

55Δ

Calls
Pseudo strike
11.94
IV
166.2%
B/E move
34.1%
Puts
Pseudo strike
11.74
IV
157.6%
B/E move
11.8%

60Δ

Calls
Pseudo strike
9.75
IV
105.5%
B/E move
11.1%
Puts
Pseudo strike
12.34
IV
154.9%
B/E move
9.6%

65Δ

Calls
Pseudo strike
9.39
IV
101.9%
B/E move
9.6%
Puts
Pseudo strike
13.07
IV
152.9%
B/E move
7.9%

70Δ

Calls
Pseudo strike
9.03
IV
98.2%
B/E move
8.0%
Puts
Pseudo strike
13.85
IV
151.2%
B/E move
6.3%

75Δ

Calls
Pseudo strike
8.67
IV
94.6%
B/E move
6.4%
Puts
Pseudo strike
14.63
IV
149.4%
B/E move
4.7%

80Δ

Calls
Pseudo strike
8.32
IV
90.9%
B/E move
4.8%
Puts
Pseudo strike
15.97
IV
153.4%
B/E move
3.4%

Options history

No recorded observations