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Regencell Bioscience Holdings Ltd RGC

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-24T04:22:48.609Z

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 · 2026-10-23T23:58:22.096228103Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-24T04:22:48.787156+00:00

Share price$7.79
1D-21.0%
AH$7.38$8.11$8.83$9.56$10.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGC
Sold putSold callAH

Regencell Bioscience Holdings Ltd options

Live interpolated RGC call and put midpoint premiums by absolute delta.Regencell Bioscience Holdings Ltd$0.08$2.05$4.02$5.99$7.96$1.97$5.12$8.28$11.43$14.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGC spot · $7.79RGC PRICE$0.30$0.36$0.47$0.89$1.32$1.75$2.18$2.38$1.96$1.90$2.42$2.95$3.47$0.81$1.15$1.48$1.81$2.27$2.72$3.18$3.74$4.47$5.20$5.93$6.66$7.40
PutsExpensive1.25×
CallsExpensive1.56×
SkewBullish-45.58 pp
Implied moveBearish±$5.35
TiltBearish35.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.14149.7%59.7%5.91192.8%34.6%
25Δ11.02138.1%46.1%6.44207.7%32.0%
30Δ10.19135.5%36.9%6.98222.6%29.4%
35Δ12.26219.4%68.9%7.52237.0%26.7%
40Δ14.32303.4%100.9%8.21235.7%23.7%
45Δ16.39387.3%132.9%8.90234.3%20.7%
50Δ18.45471.2%164.9%9.58232.9%17.7%
55Δ16.52470.5%142.6%10.35228.3%15.2%
60Δ10.97296.7%66.1%11.22218.9%13.3%
65Δ7.23190.9%17.2%12.10209.5%11.4%
70Δ6.51199.0%14.7%12.98200.0%9.5%
75Δ5.79207.1%12.2%13.86190.6%7.7%
80Δ5.07215.2%9.7%14.73181.2%5.8%

20Δ

Calls
Pseudo strike
12.14
IV
149.7%
B/E move
59.7%
Puts
Pseudo strike
5.91
IV
192.8%
B/E move
34.6%

25Δ

Calls
Pseudo strike
11.02
IV
138.1%
B/E move
46.1%
Puts
Pseudo strike
6.44
IV
207.7%
B/E move
32.0%

30Δ

Calls
Pseudo strike
10.19
IV
135.5%
B/E move
36.9%
Puts
Pseudo strike
6.98
IV
222.6%
B/E move
29.4%

35Δ

Calls
Pseudo strike
12.26
IV
219.4%
B/E move
68.9%
Puts
Pseudo strike
7.52
IV
237.0%
B/E move
26.7%

40Δ

Calls
Pseudo strike
14.32
IV
303.4%
B/E move
100.9%
Puts
Pseudo strike
8.21
IV
235.7%
B/E move
23.7%

45Δ

Calls
Pseudo strike
16.39
IV
387.3%
B/E move
132.9%
Puts
Pseudo strike
8.90
IV
234.3%
B/E move
20.7%

50Δ

Calls
Pseudo strike
18.45
IV
471.2%
B/E move
164.9%
Puts
Pseudo strike
9.58
IV
232.9%
B/E move
17.7%

55Δ

Calls
Pseudo strike
16.52
IV
470.5%
B/E move
142.6%
Puts
Pseudo strike
10.35
IV
228.3%
B/E move
15.2%

60Δ

Calls
Pseudo strike
10.97
IV
296.7%
B/E move
66.1%
Puts
Pseudo strike
11.22
IV
218.9%
B/E move
13.3%

65Δ

Calls
Pseudo strike
7.23
IV
190.9%
B/E move
17.2%
Puts
Pseudo strike
12.10
IV
209.5%
B/E move
11.4%

70Δ

Calls
Pseudo strike
6.51
IV
199.0%
B/E move
14.7%
Puts
Pseudo strike
12.98
IV
200.0%
B/E move
9.5%

75Δ

Calls
Pseudo strike
5.79
IV
207.1%
B/E move
12.2%
Puts
Pseudo strike
13.86
IV
190.6%
B/E move
7.7%

80Δ

Calls
Pseudo strike
5.07
IV
215.2%
B/E move
9.7%
Puts
Pseudo strike
14.73
IV
181.2%
B/E move
5.8%

Options history

No recorded observations