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Renasant Corporation RNST

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T00:58:37.113Z

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 · 2026-11-12T00:00:00.002959195Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:58:36.678674+00:00

Share price$40.25
1D+0.5%
AH$39.72$39.90$40.09$40.28$40.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRNST
Sold putSold callAH

Renasant Corporation options

Live interpolated RNST call and put midpoint premiums by absolute delta.Renasant Corporation$0.66$2.47$4.29$6.10$7.91$32.99$35.85$38.71$41.57$44.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RNST spot · $40.25RNST PRICE$0.86$1.06$1.27$1.48$1.69$1.90$2.12$2.54$2.97$3.40$3.83$4.25$1.32$1.38$1.49$1.61$1.73$1.85$2.62$3.41$4.21$5.00$5.80$6.60$7.39
PutsExpensive2.67×
Calls——
Skew——
Implied moveBearish±$4.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.11173.4%21.0%
25Δ43.0758.1%9.1%35.49136.7%15.2%
30Δ42.5661.5%8.4%36.61122.7%12.8%
35Δ42.0464.9%7.6%37.72108.7%10.3%
40Δ41.5368.3%6.9%38.8494.7%7.8%
45Δ41.0171.7%6.1%39.9680.6%5.3%
50Δ40.5075.1%5.3%40.9680.1%4.7%
55Δ39.9878.3%4.6%41.9780.1%4.2%
60Δ39.3376.1%4.0%42.9780.1%3.7%
65Δ38.6873.9%3.5%43.9780.1%3.2%
70Δ38.0371.7%2.9%44.9780.0%2.7%
75Δ37.3869.5%2.4%45.9780.0%2.2%
80Δ36.7467.3%1.8%46.9780.0%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.11
IV
173.4%
B/E move
21.0%

25Δ

Calls
Pseudo strike
43.07
IV
58.1%
B/E move
9.1%
Puts
Pseudo strike
35.49
IV
136.7%
B/E move
15.2%

30Δ

Calls
Pseudo strike
42.56
IV
61.5%
B/E move
8.4%
Puts
Pseudo strike
36.61
IV
122.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
42.04
IV
64.9%
B/E move
7.6%
Puts
Pseudo strike
37.72
IV
108.7%
B/E move
10.3%

40Δ

Calls
Pseudo strike
41.53
IV
68.3%
B/E move
6.9%
Puts
Pseudo strike
38.84
IV
94.7%
B/E move
7.8%

45Δ

Calls
Pseudo strike
41.01
IV
71.7%
B/E move
6.1%
Puts
Pseudo strike
39.96
IV
80.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
40.50
IV
75.1%
B/E move
5.3%
Puts
Pseudo strike
40.96
IV
80.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
39.98
IV
78.3%
B/E move
4.6%
Puts
Pseudo strike
41.97
IV
80.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
39.33
IV
76.1%
B/E move
4.0%
Puts
Pseudo strike
42.97
IV
80.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
38.68
IV
73.9%
B/E move
3.5%
Puts
Pseudo strike
43.97
IV
80.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
38.03
IV
71.7%
B/E move
2.9%
Puts
Pseudo strike
44.97
IV
80.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
37.38
IV
69.5%
B/E move
2.4%
Puts
Pseudo strike
45.97
IV
80.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
36.74
IV
67.3%
B/E move
1.8%
Puts
Pseudo strike
46.97
IV
80.0%
B/E move
1.7%

Options history

IV · four-Friday blend35.40%
Daily EOD
RNST33.8%36.6%39.5%2026-10-19: 38.10%2026-10-21: 39.08%2026-10-22: 36.53%2026-10-23: 35.75%2026-10-27: 37.28%2026-10-28: 34.91%2026-10-29: 34.21%2026-10-30: 35.40%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.10%
39.08%
36.53%
35.75%
37.28%
34.91%
34.21%
35.40%