IntraAlpha
Create free account Start free

Repligen Corporation Common Stock RGEN

i

Market datapartial · fetched 2026-11-13T02:53:24.374Z

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 · 2026-11-12T21:28:31.699581661Z

FundamentalsAlpha Vantage · unavailable

Share price$166.59
1D-1.4%
AH$165$166$167$168$1695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGEN
Sold putSold callAH

Repligen Corporation Common Stock options

Live interpolated RGEN call and put midpoint premiums by absolute delta.Repligen Corporation Common Stock$1.37$4.75$8.12$11.50$14.88$149.46$158.20$166.93$175.66$184.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGEN spot · $166.59RGEN PRICE$1.73$2.08$2.49$3.17$3.85$4.60$5.45$6.29$7.47$8.81$10.23$12.00$13.91$2.15$2.53$3.03$3.59$4.17$4.85$5.73$6.62$7.56$8.60$9.65$10.86$12.32
PutsExpensive1.11×
CallsExpensive1.25×
SkewBullish-2.79 pp
Implied moveBearish±$11.18
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ182.0866.1%10.3%152.7375.2%9.6%
25Δ177.8459.6%8.0%156.7365.6%7.4%
30Δ174.5754.8%6.3%159.5761.4%6.0%
35Δ172.7655.7%5.6%161.7058.8%5.1%
40Δ170.9456.7%4.9%163.6956.4%4.2%
45Δ169.1457.3%4.3%165.5854.8%3.5%
50Δ167.3557.4%3.7%167.2854.5%3.0%
55Δ165.5657.6%3.2%168.9754.2%2.5%
60Δ163.6258.7%2.7%170.6653.5%2.1%
65Δ161.6260.3%2.3%172.3452.3%1.7%
70Δ159.5561.8%1.9%174.0251.2%1.3%
75Δ157.1762.6%1.5%175.8049.9%1.0%
80Δ154.6563.7%1.2%177.7248.3%0.7%

20Δ

Calls
Pseudo strike
182.08
IV
66.1%
B/E move
10.3%
Puts
Pseudo strike
152.73
IV
75.2%
B/E move
9.6%

25Δ

Calls
Pseudo strike
177.84
IV
59.6%
B/E move
8.0%
Puts
Pseudo strike
156.73
IV
65.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
174.57
IV
54.8%
B/E move
6.3%
Puts
Pseudo strike
159.57
IV
61.4%
B/E move
6.0%

35Δ

Calls
Pseudo strike
172.76
IV
55.7%
B/E move
5.6%
Puts
Pseudo strike
161.70
IV
58.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
170.94
IV
56.7%
B/E move
4.9%
Puts
Pseudo strike
163.69
IV
56.4%
B/E move
4.2%

45Δ

Calls
Pseudo strike
169.14
IV
57.3%
B/E move
4.3%
Puts
Pseudo strike
165.58
IV
54.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
167.35
IV
57.4%
B/E move
3.7%
Puts
Pseudo strike
167.28
IV
54.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
165.56
IV
57.6%
B/E move
3.2%
Puts
Pseudo strike
168.97
IV
54.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
163.62
IV
58.7%
B/E move
2.7%
Puts
Pseudo strike
170.66
IV
53.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
161.62
IV
60.3%
B/E move
2.3%
Puts
Pseudo strike
172.34
IV
52.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
159.55
IV
61.8%
B/E move
1.9%
Puts
Pseudo strike
174.02
IV
51.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
157.17
IV
62.6%
B/E move
1.5%
Puts
Pseudo strike
175.80
IV
49.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
154.65
IV
63.7%
B/E move
1.2%
Puts
Pseudo strike
177.72
IV
48.3%
B/E move
0.7%

Options history

IV · four-Friday blend48.46%
Daily EOD
RGEN45.8%51.1%56.5%2026-10-19: 55.60%2026-10-20: 54.76%2026-10-21: 55.33%2026-10-22: 54.76%2026-10-23: 55.41%2026-10-26: 55.72%2026-10-27: 46.54%2026-10-28: 46.72%2026-10-29: 46.70%2026-10-30: 48.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.60%
54.76%
55.33%
54.76%
55.41%
55.72%
46.54%
46.72%
46.70%
48.46%