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RGC Resources Inc. Common Stock RGCO

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Market dataready · fetched 2026-11-12T06:54:10.265Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:00.195668744Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T06:54:09.531522+00:00

Share price$22.70
1D-0.9%
AH$22.45$22.63$22.80$22.97$23.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGCO
Sold putSold callAH

RGC Resources Inc. Common Stock options

Live interpolated RGCO call and put midpoint premiums by absolute delta.RGC Resources Inc. Common Stock$0.31$1.85$3.40$4.94$6.49$17.33$20.04$22.75$25.47$28.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RGCO spot · $22.70RGCO PRICE$0.47$0.57$0.67$0.81$0.96$1.12$1.28$1.43$1.90$2.48$3.05$3.63$4.98$1.12$1.41$1.71$2.01$2.31$2.55$2.74$2.93$3.11$3.87$6.04
Puts——
CallsFair0.96×
Skew——
Implied moveBearish±$4.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.4867.8%27.5%16.83102.1%30.8%
25Δ26.9860.9%21.4%18.0999.7%26.5%
30Δ25.4854.1%15.2%19.3697.4%22.3%
35Δ24.6651.2%12.2%20.6295.0%18.0%
40Δ24.1550.2%10.6%21.8992.7%13.7%
45Δ23.6549.2%9.1%22.8088.4%10.8%
50Δ23.1448.3%7.6%23.4082.3%9.0%
55Δ22.6347.3%6.0%23.9976.1%7.2%
60Δ22.0152.2%5.3%24.5870.0%5.4%
65Δ21.3559.2%5.0%25.6370.6%4.1%
70Δ20.6966.3%4.6%27.8588.0%3.9%
75Δ20.0273.3%4.2%
80Δ18.5889.8%3.8%

20Δ

Calls
Pseudo strike
28.48
IV
67.8%
B/E move
27.5%
Puts
Pseudo strike
16.83
IV
102.1%
B/E move
30.8%

25Δ

Calls
Pseudo strike
26.98
IV
60.9%
B/E move
21.4%
Puts
Pseudo strike
18.09
IV
99.7%
B/E move
26.5%

30Δ

Calls
Pseudo strike
25.48
IV
54.1%
B/E move
15.2%
Puts
Pseudo strike
19.36
IV
97.4%
B/E move
22.3%

35Δ

Calls
Pseudo strike
24.66
IV
51.2%
B/E move
12.2%
Puts
Pseudo strike
20.62
IV
95.0%
B/E move
18.0%

40Δ

Calls
Pseudo strike
24.15
IV
50.2%
B/E move
10.6%
Puts
Pseudo strike
21.89
IV
92.7%
B/E move
13.7%

45Δ

Calls
Pseudo strike
23.65
IV
49.2%
B/E move
9.1%
Puts
Pseudo strike
22.80
IV
88.4%
B/E move
10.8%

50Δ

Calls
Pseudo strike
23.14
IV
48.3%
B/E move
7.6%
Puts
Pseudo strike
23.40
IV
82.3%
B/E move
9.0%

55Δ

Calls
Pseudo strike
22.63
IV
47.3%
B/E move
6.0%
Puts
Pseudo strike
23.99
IV
76.1%
B/E move
7.2%

60Δ

Calls
Pseudo strike
22.01
IV
52.2%
B/E move
5.3%
Puts
Pseudo strike
24.58
IV
70.0%
B/E move
5.4%

65Δ

Calls
Pseudo strike
21.35
IV
59.2%
B/E move
5.0%
Puts
Pseudo strike
25.63
IV
70.6%
B/E move
4.1%

70Δ

Calls
Pseudo strike
20.69
IV
66.3%
B/E move
4.6%
Puts
Pseudo strike
27.85
IV
88.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
20.02
IV
73.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.58
IV
89.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.26%
Daily EOD
RGCO51.0%54.3%57.7%2026-10-19: 51.58%2026-10-20: 51.44%2026-10-21: 55.42%2026-10-22: 52.71%2026-10-23: 54.84%2026-10-26: 56.76%2026-10-27: 56.86%2026-10-28: 57.23%2026-10-29: 53.64%2026-10-30: 56.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.58%
51.44%
55.42%
52.71%
54.84%
56.76%
56.86%
57.23%
53.64%
56.26%