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RGC Resources Inc. Common Stock RGCO

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Market datapartial · fetched 2026-10-23T01:36:48.972Z

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 · 2026-10-22T20:00:01.277654624Z

FundamentalsAlpha Vantage · unavailable

Share price$23.05
1D+4.3%
AH$22.01$22.29$22.57$22.85$23.135:30 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$0.09$1.85$3.61$5.37$7.13$13.21$16.94$20.68$24.41$28.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGCO spot · $23.05RGCO PRICE$0.28$0.37$0.53$0.70$0.87$1.03$1.20$1.36$1.53$2.28$3.12$3.95$4.79$2.45$2.45$2.47$2.56$2.65$2.81$2.98$3.15$3.65$5.14$6.62
PutsExpensive2.50×
CallsCheap0.88×
SkewBearish+79.89 pp
Implied moveBearish±$4.18
TiltBearish25.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.1343.8%14.5%16.28245.4%40.0%
25Δ24.7734.4%9.1%18.50191.9%30.4%
30Δ24.4536.2%8.4%20.19156.5%23.1%
35Δ24.1338.1%7.7%21.32136.7%18.6%
40Δ23.8239.9%7.1%22.44116.9%14.1%
45Δ23.5041.8%6.4%23.14107.2%11.8%
50Δ23.1843.6%5.8%23.8298.2%9.6%
55Δ22.8645.5%5.1%24.5089.1%7.4%
60Δ22.5447.3%4.4%25.4184.9%5.6%
65Δ21.6955.6%4.0%27.0395.3%5.0%
70Δ20.7665.0%3.6%28.66105.7%4.4%
75Δ19.8374.3%3.2%
80Δ18.9083.6%2.8%

20Δ

Calls
Pseudo strike
26.13
IV
43.8%
B/E move
14.5%
Puts
Pseudo strike
16.28
IV
245.4%
B/E move
40.0%

25Δ

Calls
Pseudo strike
24.77
IV
34.4%
B/E move
9.1%
Puts
Pseudo strike
18.50
IV
191.9%
B/E move
30.4%

30Δ

Calls
Pseudo strike
24.45
IV
36.2%
B/E move
8.4%
Puts
Pseudo strike
20.19
IV
156.5%
B/E move
23.1%

35Δ

Calls
Pseudo strike
24.13
IV
38.1%
B/E move
7.7%
Puts
Pseudo strike
21.32
IV
136.7%
B/E move
18.6%

40Δ

Calls
Pseudo strike
23.82
IV
39.9%
B/E move
7.1%
Puts
Pseudo strike
22.44
IV
116.9%
B/E move
14.1%

45Δ

Calls
Pseudo strike
23.50
IV
41.8%
B/E move
6.4%
Puts
Pseudo strike
23.14
IV
107.2%
B/E move
11.8%

50Δ

Calls
Pseudo strike
23.18
IV
43.6%
B/E move
5.8%
Puts
Pseudo strike
23.82
IV
98.2%
B/E move
9.6%

55Δ

Calls
Pseudo strike
22.86
IV
45.5%
B/E move
5.1%
Puts
Pseudo strike
24.50
IV
89.1%
B/E move
7.4%

60Δ

Calls
Pseudo strike
22.54
IV
47.3%
B/E move
4.4%
Puts
Pseudo strike
25.41
IV
84.9%
B/E move
5.6%

65Δ

Calls
Pseudo strike
21.69
IV
55.6%
B/E move
4.0%
Puts
Pseudo strike
27.03
IV
95.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
20.76
IV
65.0%
B/E move
3.6%
Puts
Pseudo strike
28.66
IV
105.7%
B/E move
4.4%

75Δ

Calls
Pseudo strike
19.83
IV
74.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.90
IV
83.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations