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Sturm, Ruger & Company, Inc. RGR

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Market datapartial · fetched 2026-10-22T14:52:35.771Z

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 · 2026-10-22T14:50:48.094883029Z

FundamentalsAlpha Vantage · unavailable

Share price$46.03
1D-7.0%
$46$47$49$50$525:30 AM6:30 AM9:00 AM1:00 PMRGR
Sold putSold call

Sturm, Ruger & Company, Inc. options

Live interpolated RGR call and put midpoint premiums by absolute delta.Sturm, Ruger & Company, Inc.$0.61$2.53$4.46$6.38$8.31$37.50$41.97$46.44$50.91$55.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGR spot · $46.03RGR PRICE$0.82$1.10$1.38$1.67$2.07$2.47$2.71$2.85$2.99$4.00$5.08$6.36$7.75$1.05$1.13$1.37$1.67$1.96$2.21$2.46$2.72$3.09$3.59$4.09$4.69$6.54
PutsCheap0.89×
CallsExpensive1.14×
SkewBullish-11.81 pp
Implied moveBullish±$5.17
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.1452.6%17.2%40.1166.6%15.2%
25Δ52.0854.9%15.5%42.0654.6%11.1%
30Δ51.0257.3%13.8%43.2051.1%9.1%
35Δ49.9659.5%12.2%44.1149.9%7.8%
40Δ48.9360.5%10.8%45.0148.7%6.5%
45Δ47.9161.5%9.4%45.7246.4%5.5%
50Δ46.9458.4%7.9%46.4344.0%4.5%
55Δ46.0052.6%6.1%47.1441.7%3.5%
60Δ45.0646.8%4.4%47.8640.3%2.8%
65Δ43.9153.7%4.1%48.5940.0%2.2%
70Δ42.7461.5%3.9%49.3239.6%1.7%
75Δ41.2467.9%3.4%50.1539.7%1.2%
80Δ39.5873.6%2.8%52.1444.5%0.9%

20Δ

Calls
Pseudo strike
53.14
IV
52.6%
B/E move
17.2%
Puts
Pseudo strike
40.11
IV
66.6%
B/E move
15.2%

25Δ

Calls
Pseudo strike
52.08
IV
54.9%
B/E move
15.5%
Puts
Pseudo strike
42.06
IV
54.6%
B/E move
11.1%

30Δ

Calls
Pseudo strike
51.02
IV
57.3%
B/E move
13.8%
Puts
Pseudo strike
43.20
IV
51.1%
B/E move
9.1%

35Δ

Calls
Pseudo strike
49.96
IV
59.5%
B/E move
12.2%
Puts
Pseudo strike
44.11
IV
49.9%
B/E move
7.8%

40Δ

Calls
Pseudo strike
48.93
IV
60.5%
B/E move
10.8%
Puts
Pseudo strike
45.01
IV
48.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
47.91
IV
61.5%
B/E move
9.4%
Puts
Pseudo strike
45.72
IV
46.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
46.94
IV
58.4%
B/E move
7.9%
Puts
Pseudo strike
46.43
IV
44.0%
B/E move
4.5%

55Δ

Calls
Pseudo strike
46.00
IV
52.6%
B/E move
6.1%
Puts
Pseudo strike
47.14
IV
41.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
45.06
IV
46.8%
B/E move
4.4%
Puts
Pseudo strike
47.86
IV
40.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
43.91
IV
53.7%
B/E move
4.1%
Puts
Pseudo strike
48.59
IV
40.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
42.74
IV
61.5%
B/E move
3.9%
Puts
Pseudo strike
49.32
IV
39.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
41.24
IV
67.9%
B/E move
3.4%
Puts
Pseudo strike
50.15
IV
39.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
39.58
IV
73.6%
B/E move
2.8%
Puts
Pseudo strike
52.14
IV
44.5%
B/E move
0.9%

Options history

No recorded observations