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Renasant Corporation RNST

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Market datapartial · fetched 2026-10-23T21:50:53.227Z

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 · 2026-10-23T20:10:00.001985517Z

FundamentalsAlpha Vantage · unavailable

Share price$41.57
1D-0.3%
AH$41.01$41.22$41.43$41.63$41.845:30 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$1.03$3.49$5.95$8.40$10.86$33.76$38.09$42.41$46.74$51.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RNST spot · $41.57RNST PRICE$1.30$1.30$1.47$1.66$1.84$2.02$2.20$2.38$2.57$2.75$4.73$7.44$10.15$1.39$1.46$1.54$1.61$1.84$2.11$2.38$2.65$2.92$3.19$3.46$3.73$6.18
PutsExpensive2.05×
CallsExpensive2.66×
SkewBullish-14.69 pp
Implied moveBearish±$4.58
TiltBullish9.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.00117.7%42.7%34.4896.1%20.4%
25Δ50.3185.0%24.1%36.4080.9%16.0%
30Δ48.8478.7%21.0%38.0368.2%12.2%
35Δ47.6373.5%18.6%39.6655.5%8.5%
40Δ46.4268.3%16.1%40.4951.1%7.0%
45Δ45.2063.0%13.6%41.1049.0%6.2%
50Δ43.9957.8%11.1%41.7246.9%5.4%
55Δ42.7752.6%8.6%42.3344.7%4.5%
60Δ41.5647.4%6.2%42.9542.6%3.7%
65Δ40.3542.2%3.7%43.5640.4%2.9%
70Δ37.9651.3%2.7%44.1838.3%2.1%
75Δ35.0966.2%2.3%44.7936.2%1.2%
80Δ32.2381.0%1.9%47.4044.0%0.8%

20Δ

Calls
Pseudo strike
58.00
IV
117.7%
B/E move
42.7%
Puts
Pseudo strike
34.48
IV
96.1%
B/E move
20.4%

25Δ

Calls
Pseudo strike
50.31
IV
85.0%
B/E move
24.1%
Puts
Pseudo strike
36.40
IV
80.9%
B/E move
16.0%

30Δ

Calls
Pseudo strike
48.84
IV
78.7%
B/E move
21.0%
Puts
Pseudo strike
38.03
IV
68.2%
B/E move
12.2%

35Δ

Calls
Pseudo strike
47.63
IV
73.5%
B/E move
18.6%
Puts
Pseudo strike
39.66
IV
55.5%
B/E move
8.5%

40Δ

Calls
Pseudo strike
46.42
IV
68.3%
B/E move
16.1%
Puts
Pseudo strike
40.49
IV
51.1%
B/E move
7.0%

45Δ

Calls
Pseudo strike
45.20
IV
63.0%
B/E move
13.6%
Puts
Pseudo strike
41.10
IV
49.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
43.99
IV
57.8%
B/E move
11.1%
Puts
Pseudo strike
41.72
IV
46.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
42.77
IV
52.6%
B/E move
8.6%
Puts
Pseudo strike
42.33
IV
44.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
41.56
IV
47.4%
B/E move
6.2%
Puts
Pseudo strike
42.95
IV
42.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
40.35
IV
42.2%
B/E move
3.7%
Puts
Pseudo strike
43.56
IV
40.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
37.96
IV
51.3%
B/E move
2.7%
Puts
Pseudo strike
44.18
IV
38.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
35.09
IV
66.2%
B/E move
2.3%
Puts
Pseudo strike
44.79
IV
36.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
32.23
IV
81.0%
B/E move
1.9%
Puts
Pseudo strike
47.40
IV
44.0%
B/E move
0.8%

Options history

No recorded observations