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Rogers Corporation ROG

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Market datapartial · fetched 2026-10-22T22:13:36.113Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.001147188Z

FundamentalsAlpha Vantage · unavailable

Share price$128.89
1D-5.0%
AH$126$129$131$134$1365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROG
Sold putSold callAH

Rogers Corporation options

Live interpolated ROG call and put midpoint premiums by absolute delta.Rogers Corporation$1.78$7.94$14.09$20.24$26.39$102.74$119.28$135.83$152.37$168.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROG spot · $128.89ROG PRICE$2.46$2.78$3.47$4.20$4.94$5.58$6.19$7.36$8.64$9.86$11.03$12.27$13.87$2.45$2.83$3.72$4.82$5.94$7.08$8.40$10.17$12.04$14.06$16.61$19.73$24.62
PutsFair0.99×
CallsCheap0.86×
SkewBearish+3.54 pp
Implied moveBearish±$14.60
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.0966.3%21.5%114.6456.1%13.0%
25Δ145.4355.3%15.0%118.8249.0%10.0%
30Δ141.8054.1%12.7%121.5148.6%8.6%
35Δ138.6053.1%10.8%123.6750.9%7.8%
40Δ135.6451.7%9.1%125.9152.2%6.9%
45Δ133.0049.2%7.5%128.3052.1%6.0%
50Δ130.4546.3%6.0%130.7552.3%5.1%
55Δ128.2146.7%5.2%133.3953.8%4.4%
60Δ126.0347.9%4.5%136.1254.8%3.7%
65Δ123.8947.7%3.8%139.0255.3%3.1%
70Δ121.7746.4%3.0%142.3556.1%2.4%
75Δ119.6245.0%2.3%146.2057.4%1.9%
80Δ117.3343.7%1.8%151.7060.9%1.4%

20Δ

Calls
Pseudo strike
154.09
IV
66.3%
B/E move
21.5%
Puts
Pseudo strike
114.64
IV
56.1%
B/E move
13.0%

25Δ

Calls
Pseudo strike
145.43
IV
55.3%
B/E move
15.0%
Puts
Pseudo strike
118.82
IV
49.0%
B/E move
10.0%

30Δ

Calls
Pseudo strike
141.80
IV
54.1%
B/E move
12.7%
Puts
Pseudo strike
121.51
IV
48.6%
B/E move
8.6%

35Δ

Calls
Pseudo strike
138.60
IV
53.1%
B/E move
10.8%
Puts
Pseudo strike
123.67
IV
50.9%
B/E move
7.8%

40Δ

Calls
Pseudo strike
135.64
IV
51.7%
B/E move
9.1%
Puts
Pseudo strike
125.91
IV
52.2%
B/E move
6.9%

45Δ

Calls
Pseudo strike
133.00
IV
49.2%
B/E move
7.5%
Puts
Pseudo strike
128.30
IV
52.1%
B/E move
6.0%

50Δ

Calls
Pseudo strike
130.45
IV
46.3%
B/E move
6.0%
Puts
Pseudo strike
130.75
IV
52.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
128.21
IV
46.7%
B/E move
5.2%
Puts
Pseudo strike
133.39
IV
53.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
126.03
IV
47.9%
B/E move
4.5%
Puts
Pseudo strike
136.12
IV
54.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
123.89
IV
47.7%
B/E move
3.8%
Puts
Pseudo strike
139.02
IV
55.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
121.77
IV
46.4%
B/E move
3.0%
Puts
Pseudo strike
142.35
IV
56.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
119.62
IV
45.0%
B/E move
2.3%
Puts
Pseudo strike
146.20
IV
57.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
117.33
IV
43.7%
B/E move
1.8%
Puts
Pseudo strike
151.70
IV
60.9%
B/E move
1.4%

Options history

No recorded observations