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REGIONAL MANAGEMENT CORP RM

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-12T14:58:32.191Z

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 · 2026-11-12T14:58:12.80815936Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:58:31.679001+00:00

Share price$35.33
1D+0.0%
$35.36$35.37$35.38$35.38$35.395:30 AM6:30 AM9:00 AM1:00 PMRM
Sold putSold call

REGIONAL MANAGEMENT CORP options

Live interpolated RM call and put midpoint premiums by absolute delta.REGIONAL MANAGEMENT CORP$1.25$2.25$3.25$4.25$5.25$26.31$30.22$34.14$38.06$41.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RM spot · $35.33RM PRICE$1.36$1.62$1.88$2.15$2.41$2.89$3.41$3.93$4.45$4.97$2.17$2.20$2.26$2.33$2.39$2.49$2.72$2.94$3.16$3.39$3.61$3.84$4.06
PutsExpensive2.11×
Calls——
Skew——
Implied moveBearish±$4.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.60300.1%30.8%
25Δ29.64232.5%22.3%
30Δ31.19200.7%18.1%
35Δ37.5190.3%10.0%32.55173.8%14.5%
40Δ36.9194.4%9.1%33.90146.8%10.8%
45Δ36.3098.6%8.1%35.09123.5%7.7%
50Δ35.70102.7%7.1%35.59116.2%6.9%
55Δ35.09106.8%6.1%36.09108.9%6.2%
60Δ34.33107.0%5.3%36.59101.6%5.4%
65Δ33.54106.5%4.6%37.0994.3%4.6%
70Δ32.74106.0%3.8%37.5887.0%3.8%
75Δ31.95105.5%3.0%38.0879.7%3.1%
80Δ31.16105.0%2.3%38.5872.4%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.60
IV
300.1%
B/E move
30.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.64
IV
232.5%
B/E move
22.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.19
IV
200.7%
B/E move
18.1%

35Δ

Calls
Pseudo strike
37.51
IV
90.3%
B/E move
10.0%
Puts
Pseudo strike
32.55
IV
173.8%
B/E move
14.5%

40Δ

Calls
Pseudo strike
36.91
IV
94.4%
B/E move
9.1%
Puts
Pseudo strike
33.90
IV
146.8%
B/E move
10.8%

45Δ

Calls
Pseudo strike
36.30
IV
98.6%
B/E move
8.1%
Puts
Pseudo strike
35.09
IV
123.5%
B/E move
7.7%

50Δ

Calls
Pseudo strike
35.70
IV
102.7%
B/E move
7.1%
Puts
Pseudo strike
35.59
IV
116.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
35.09
IV
106.8%
B/E move
6.1%
Puts
Pseudo strike
36.09
IV
108.9%
B/E move
6.2%

60Δ

Calls
Pseudo strike
34.33
IV
107.0%
B/E move
5.3%
Puts
Pseudo strike
36.59
IV
101.6%
B/E move
5.4%

65Δ

Calls
Pseudo strike
33.54
IV
106.5%
B/E move
4.6%
Puts
Pseudo strike
37.09
IV
94.3%
B/E move
4.6%

70Δ

Calls
Pseudo strike
32.74
IV
106.0%
B/E move
3.8%
Puts
Pseudo strike
37.58
IV
87.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
31.95
IV
105.5%
B/E move
3.0%
Puts
Pseudo strike
38.08
IV
79.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
31.16
IV
105.0%
B/E move
2.3%
Puts
Pseudo strike
38.58
IV
72.4%
B/E move
2.3%

Options history

IV · four-Friday blend79.32%
Daily EOD
RM53.1%67.2%81.3%2026-10-19: 55.09%2026-10-20: 59.08%2026-10-21: 61.16%2026-10-22: 63.09%2026-10-23: 65.66%2026-10-26: 68.26%2026-10-27: 68.15%2026-10-28: 65.98%2026-10-29: 79.32%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
55.09%
59.08%
61.16%
63.09%
65.66%
68.26%
68.15%
65.98%
79.32%