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Regenxbio Inc RGNX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T15:18:15.626Z

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 · 2026-10-23T23:33:47.388429145Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:18:15.781843+00:00

Share price$6.73
1D-2.8%
AH$6.60$6.72$6.84$6.95$7.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGNX
Sold putSold callAH

Regenxbio Inc options

Live interpolated RGNX call and put midpoint premiums by absolute delta.Regenxbio Inc$0.46$1.70$2.94$4.18$5.42$2.55$5.08$7.62$10.16$12.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGNX spot · $6.73RGNX PRICE$0.60$0.69$0.82$1.05$1.28$2.45$2.47$2.49$2.58$2.69$2.51$2.55$2.58$2.61$2.65$3.79$5.06
PutsExpensive1.74×
CallsExpensive2.57×
SkewBullish-96.90 pp
Implied moveBearish±$3.56
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ9.13175.6%44.5%
40Δ8.43166.0%35.4%
45Δ7.90166.6%29.6%
50Δ7.59184.6%28.3%8.08224.2%17.3%
55Δ7.27202.5%27.0%8.30204.6%14.4%
60Δ12.79513.1%126.5%8.53185.1%11.6%
65Δ9.82426.3%82.6%8.75165.5%8.8%
70Δ6.84339.6%38.8%8.98146.0%5.9%
75Δ5.47287.3%19.6%10.21146.1%4.6%
80Δ4.86249.9%12.1%11.56148.2%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.13
IV
175.6%
B/E move
44.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.43
IV
166.0%
B/E move
35.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.90
IV
166.6%
B/E move
29.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.59
IV
184.6%
B/E move
28.3%
Puts
Pseudo strike
8.08
IV
224.2%
B/E move
17.3%

55Δ

Calls
Pseudo strike
7.27
IV
202.5%
B/E move
27.0%
Puts
Pseudo strike
8.30
IV
204.6%
B/E move
14.4%

60Δ

Calls
Pseudo strike
12.79
IV
513.1%
B/E move
126.5%
Puts
Pseudo strike
8.53
IV
185.1%
B/E move
11.6%

65Δ

Calls
Pseudo strike
9.82
IV
426.3%
B/E move
82.6%
Puts
Pseudo strike
8.75
IV
165.5%
B/E move
8.8%

70Δ

Calls
Pseudo strike
6.84
IV
339.6%
B/E move
38.8%
Puts
Pseudo strike
8.98
IV
146.0%
B/E move
5.9%

75Δ

Calls
Pseudo strike
5.47
IV
287.3%
B/E move
19.6%
Puts
Pseudo strike
10.21
IV
146.1%
B/E move
4.6%

80Δ

Calls
Pseudo strike
4.86
IV
249.9%
B/E move
12.1%
Puts
Pseudo strike
11.56
IV
148.2%
B/E move
3.5%

Options history

No recorded observations