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REGENXBIO Inc. Common Stock RGNX

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Market datapartial · fetched 2026-10-22T23:12:09.193Z

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 · 2026-10-22T21:29:26.48103757Z

FundamentalsAlpha Vantage · unavailable

Share price$7.00
1D-1.4%
AH$6.98$7.06$7.15$7.23$7.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGNX
Sold putSold callAH

REGENXBIO Inc. Common Stock options

Live interpolated RGNX call and put midpoint premiums by absolute delta.REGENXBIO Inc. Common Stock$0.38$1.21$2.05$2.88$3.71$2.69$4.92$7.15$9.39$11.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGNX spot · $7.00RGNX PRICE$0.47$0.58$0.85$0.76$0.93$1.11$1.33$1.81$2.29$2.62$2.83$2.51$2.57$2.63$2.69$2.84$3.00$3.17$3.47
PutsExpensive1.73×
CallsExpensive1.47×
SkewBullish-15.54 pp
Implied moveBearish±$3.50
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ9.68153.2%45.1%
35Δ9.18156.4%39.5%
40Δ10.07211.9%56.0%
45Δ7.99140.8%24.9%8.04236.3%20.9%
50Δ7.64147.3%22.4%8.35215.6%17.5%
55Δ7.29153.7%19.9%8.65195.0%14.0%
60Δ6.94166.4%18.1%8.95174.3%10.5%
65Δ6.55210.4%19.5%9.25161.5%8.4%
70Δ6.17254.5%20.8%9.55150.1%6.5%
75Δ5.69262.5%18.7%9.85138.7%4.6%
80Δ5.13241.3%13.7%10.26130.3%3.0%

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
9.68
IV
153.2%
B/E move
45.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.18
IV
156.4%
B/E move
39.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.07
IV
211.9%
B/E move
56.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.99
IV
140.8%
B/E move
24.9%
Puts
Pseudo strike
8.04
IV
236.3%
B/E move
20.9%

50Δ

Calls
Pseudo strike
7.64
IV
147.3%
B/E move
22.4%
Puts
Pseudo strike
8.35
IV
215.6%
B/E move
17.5%

55Δ

Calls
Pseudo strike
7.29
IV
153.7%
B/E move
19.9%
Puts
Pseudo strike
8.65
IV
195.0%
B/E move
14.0%

60Δ

Calls
Pseudo strike
6.94
IV
166.4%
B/E move
18.1%
Puts
Pseudo strike
8.95
IV
174.3%
B/E move
10.5%

65Δ

Calls
Pseudo strike
6.55
IV
210.4%
B/E move
19.5%
Puts
Pseudo strike
9.25
IV
161.5%
B/E move
8.4%

70Δ

Calls
Pseudo strike
6.17
IV
254.5%
B/E move
20.8%
Puts
Pseudo strike
9.55
IV
150.1%
B/E move
6.5%

75Δ

Calls
Pseudo strike
5.69
IV
262.5%
B/E move
18.7%
Puts
Pseudo strike
9.85
IV
138.7%
B/E move
4.6%

80Δ

Calls
Pseudo strike
5.13
IV
241.3%
B/E move
13.7%
Puts
Pseudo strike
10.26
IV
130.3%
B/E move
3.0%

Options history

No recorded observations