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Renasant Corporation RNST

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T16:35:12.905Z

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 · 2026-10-22T16:35:11.29714349Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:26:39.541102+00:00

Share price$41.20
1D+2.2%
$40.11$40.40$40.70$40.99$41.285:30 AM6:30 AM9:00 AM1:00 PMRNST
Sold putSold call

Renasant Corporation options

Live interpolated RNST call and put midpoint premiums by absolute delta.Renasant Corporation$1.15$2.52$3.88$5.25$6.61$31.31$36.19$41.07$45.94$50.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RNST spot · $41.20RNST PRICE$1.30$1.31$1.56$1.81$2.06$2.32$2.57$2.82$3.07$3.48$3.96$4.43$4.91$2.41$2.45$2.33$2.20$2.16$2.48$2.79$3.11$3.42$3.74$4.05$4.44$6.22
PutsExpensive2.72×
CallsExpensive2.65×
SkewBearish+2.30 pp
Implied moveBearish±$5.36
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.72116.5%43.3%31.41152.7%29.6%
25Δ49.9784.3%24.5%34.88118.3%21.3%
30Δ48.6180.1%21.8%36.7497.1%16.5%
35Δ47.2475.8%19.1%38.5576.3%11.8%
40Δ45.8771.6%16.4%40.1459.1%7.8%
45Δ44.5167.3%13.7%40.8456.5%6.9%
50Δ43.1463.1%10.9%41.5454.0%6.0%
55Δ41.7858.9%8.2%42.2451.5%5.0%
60Δ40.4154.6%5.5%42.9449.0%4.1%
65Δ39.4751.6%4.3%43.6446.5%3.2%
70Δ38.7249.1%3.6%44.3444.0%2.2%
75Δ37.9746.7%2.9%45.1041.9%1.3%
80Δ37.2144.2%2.2%47.0146.8%1.0%

20Δ

Calls
Pseudo strike
57.72
IV
116.5%
B/E move
43.3%
Puts
Pseudo strike
31.41
IV
152.7%
B/E move
29.6%

25Δ

Calls
Pseudo strike
49.97
IV
84.3%
B/E move
24.5%
Puts
Pseudo strike
34.88
IV
118.3%
B/E move
21.3%

30Δ

Calls
Pseudo strike
48.61
IV
80.1%
B/E move
21.8%
Puts
Pseudo strike
36.74
IV
97.1%
B/E move
16.5%

35Δ

Calls
Pseudo strike
47.24
IV
75.8%
B/E move
19.1%
Puts
Pseudo strike
38.55
IV
76.3%
B/E move
11.8%

40Δ

Calls
Pseudo strike
45.87
IV
71.6%
B/E move
16.4%
Puts
Pseudo strike
40.14
IV
59.1%
B/E move
7.8%

45Δ

Calls
Pseudo strike
44.51
IV
67.3%
B/E move
13.7%
Puts
Pseudo strike
40.84
IV
56.5%
B/E move
6.9%

50Δ

Calls
Pseudo strike
43.14
IV
63.1%
B/E move
10.9%
Puts
Pseudo strike
41.54
IV
54.0%
B/E move
6.0%

55Δ

Calls
Pseudo strike
41.78
IV
58.9%
B/E move
8.2%
Puts
Pseudo strike
42.24
IV
51.5%
B/E move
5.0%

60Δ

Calls
Pseudo strike
40.41
IV
54.6%
B/E move
5.5%
Puts
Pseudo strike
42.94
IV
49.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
39.47
IV
51.6%
B/E move
4.3%
Puts
Pseudo strike
43.64
IV
46.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
38.72
IV
49.1%
B/E move
3.6%
Puts
Pseudo strike
44.34
IV
44.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
37.97
IV
46.7%
B/E move
2.9%
Puts
Pseudo strike
45.10
IV
41.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.21
IV
44.2%
B/E move
2.2%
Puts
Pseudo strike
47.01
IV
46.8%
B/E move
1.0%

Options history

No recorded observations