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REGENXBIO Inc. Common Stock RGNX

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Market datapartial · fetched 2026-10-22T18:25:33.758Z

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 · 2026-10-22T18:25:27.348572353Z

FundamentalsAlpha Vantage · unavailable

Share price$7.29
1D+0.3%
$6.98$7.06$7.15$7.23$7.315:30 AM6:30 AM9:00 AM1:00 PMRGNX
Sold putSold call

REGENXBIO Inc. Common Stock options

Live interpolated RGNX call and put midpoint premiums by absolute delta.REGENXBIO Inc. Common Stock$0.58$2.42$4.25$6.08$7.92$2.38$4.76$7.14$9.53$11.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGNX spot · $7.29RGNX PRICE$0.86$0.78$0.96$1.29$1.61$1.94$2.26$2.56$2.63$2.74$3.10$3.46$3.81$4.55$7.39
PutsExpensive1.59×
CallsExpensive1.40×
SkewBearish+14.19 pp
Implied moveBearish±$3.60
TiltBearish51.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ10.29203.9%53.0%
45Δ8.59144.3%28.6%8.31235.4%21.1%
50Δ7.76138.0%19.6%8.67212.6%17.1%
55Δ7.39160.1%19.0%9.06191.5%13.4%
60Δ7.01182.2%18.3%9.57184.5%11.2%
65Δ6.64204.4%17.7%10.08177.5%9.1%
70Δ6.27226.5%17.1%10.59170.5%7.0%
75Δ11.46171.3%5.2%
80Δ14.36209.5%4.4%

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

40Δ

Calls
Pseudo strike
10.29
IV
203.9%
B/E move
53.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.59
IV
144.3%
B/E move
28.6%
Puts
Pseudo strike
8.31
IV
235.4%
B/E move
21.1%

50Δ

Calls
Pseudo strike
7.76
IV
138.0%
B/E move
19.6%
Puts
Pseudo strike
8.67
IV
212.6%
B/E move
17.1%

55Δ

Calls
Pseudo strike
7.39
IV
160.1%
B/E move
19.0%
Puts
Pseudo strike
9.06
IV
191.5%
B/E move
13.4%

60Δ

Calls
Pseudo strike
7.01
IV
182.2%
B/E move
18.3%
Puts
Pseudo strike
9.57
IV
184.5%
B/E move
11.2%

65Δ

Calls
Pseudo strike
6.64
IV
204.4%
B/E move
17.7%
Puts
Pseudo strike
10.08
IV
177.5%
B/E move
9.1%

70Δ

Calls
Pseudo strike
6.27
IV
226.5%
B/E move
17.1%
Puts
Pseudo strike
10.59
IV
170.5%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.46
IV
171.3%
B/E move
5.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.36
IV
209.5%
B/E move
4.4%

Options history

No recorded observations