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REGENXBIO Inc. Common Stock RGNX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T18:53:17.890Z

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 · 2026-11-13T18:52:47.291849078Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:53:17.522201+00:00

Share price$7.64
1D-2.9%
$7.39$7.52$7.65$7.78$7.915:30 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$0.87$1.42$1.98$2.53$3.08$6.20$6.94$7.67$8.40$9.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RGNX spot · $7.64RGNX PRICE$0.93$2.92$2.46$2.48$2.49
Puts——
Calls——
Skew——
Implied moveBearish±$3.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ8.16509.7%25.4%
45Δ8.52454.6%20.9%
50Δ8.18269.0%19.2%8.88399.5%16.4%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ5.49436.9%10.0%

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
IV
B/E move
Puts
Pseudo strike
8.16
IV
509.7%
B/E move
25.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.52
IV
454.6%
B/E move
20.9%

50Δ

Calls
Pseudo strike
8.18
IV
269.0%
B/E move
19.2%
Puts
Pseudo strike
8.88
IV
399.5%
B/E move
16.4%

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

Calls
Pseudo strike
5.49
IV
436.9%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend194.28%
Daily EOD
RGNX192.3%202.2%212.1%2026-10-19: 193.64%2026-10-23: 210.70%2026-10-26: 194.28%Oct 19Oct 23Oct 26
3 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
193.64%
210.70%
194.28%