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Renasant Corporation RNST

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Market datapartial · fetched 2026-10-23T00:36:34.763Z

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 · 2026-10-22T23:00:00.001914307Z

FundamentalsAlpha Vantage · unavailable

Share price$41.44
1D+2.8%
AH$40.09$40.46$40.84$41.22$41.605:30 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$1.15$2.52$3.89$5.26$6.63$32.72$37.27$41.82$46.37$50.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RNST spot · $41.44RNST PRICE$1.30$1.30$1.54$1.78$2.02$2.26$2.50$2.74$2.98$3.37$4.07$4.77$5.47$1.76$1.80$1.80$1.80$1.98$2.30$2.63$2.95$3.28$3.60$3.92$4.64$6.23
PutsExpensive2.38×
CallsExpensive2.64×
SkewBullish-6.56 pp
Implied moveBearish±$5.13
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.91116.3%42.9%33.05118.4%24.5%
25Δ50.1583.9%24.2%35.7994.0%18.0%
30Δ48.7379.0%21.3%37.5178.0%13.8%
35Δ47.4274.6%18.7%39.2461.9%9.7%
40Δ46.1270.3%16.2%40.3853.8%7.3%
45Δ44.8166.0%13.6%41.0751.9%6.4%
50Δ43.5161.6%11.0%41.7650.0%5.6%
55Δ42.2057.3%8.5%42.4548.1%4.7%
60Δ40.9053.0%5.9%43.1446.2%3.8%
65Δ39.7150.0%3.9%43.8344.3%2.9%
70Δ38.7650.1%3.3%44.5242.4%2.0%
75Δ37.8250.3%2.8%45.5342.3%1.3%
80Δ36.8750.4%2.2%47.2646.3%1.0%

20Δ

Calls
Pseudo strike
57.91
IV
116.3%
B/E move
42.9%
Puts
Pseudo strike
33.05
IV
118.4%
B/E move
24.5%

25Δ

Calls
Pseudo strike
50.15
IV
83.9%
B/E move
24.2%
Puts
Pseudo strike
35.79
IV
94.0%
B/E move
18.0%

30Δ

Calls
Pseudo strike
48.73
IV
79.0%
B/E move
21.3%
Puts
Pseudo strike
37.51
IV
78.0%
B/E move
13.8%

35Δ

Calls
Pseudo strike
47.42
IV
74.6%
B/E move
18.7%
Puts
Pseudo strike
39.24
IV
61.9%
B/E move
9.7%

40Δ

Calls
Pseudo strike
46.12
IV
70.3%
B/E move
16.2%
Puts
Pseudo strike
40.38
IV
53.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
44.81
IV
66.0%
B/E move
13.6%
Puts
Pseudo strike
41.07
IV
51.9%
B/E move
6.4%

50Δ

Calls
Pseudo strike
43.51
IV
61.6%
B/E move
11.0%
Puts
Pseudo strike
41.76
IV
50.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
42.20
IV
57.3%
B/E move
8.5%
Puts
Pseudo strike
42.45
IV
48.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
40.90
IV
53.0%
B/E move
5.9%
Puts
Pseudo strike
43.14
IV
46.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
39.71
IV
50.0%
B/E move
3.9%
Puts
Pseudo strike
43.83
IV
44.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
38.76
IV
50.1%
B/E move
3.3%
Puts
Pseudo strike
44.52
IV
42.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
37.82
IV
50.3%
B/E move
2.8%
Puts
Pseudo strike
45.53
IV
42.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
36.87
IV
50.4%
B/E move
2.2%
Puts
Pseudo strike
47.26
IV
46.3%
B/E move
1.0%

Options history

No recorded observations