IntraAlpha
Create free account Start free

Rogers Corporation ROG

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-11-12T00:54:51.889Z

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 · 2026-11-12T00:00:00.001687073Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:52:53.641863+00:00

Share price$130.89
1D+0.2%
AH$128.98$129.85$130.72$131.58$132.455:30 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$2.28$4.60$6.93$9.26$11.59$111.31$120.99$130.67$140.36$150.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROG spot · $130.89ROG PRICE$2.53$2.60$2.67$2.74$3.08$3.76$4.44$5.12$6.07$7.03$8.00$9.02$10.05$2.75$2.96$3.16$3.36$3.56$3.82$4.60$5.38$6.16$7.10$8.24$9.38$10.92
PutsExpensive1.18×
CallsFair0.96×
SkewBullish-0.31 pp
Implied moveBalanced±$9.03
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ173.01152.7%34.1%106.98143.4%20.4%
25Δ162.32124.9%26.0%111.67124.8%16.9%
30Δ151.6297.1%17.9%116.35106.1%13.5%
35Δ140.9369.3%9.8%121.0387.5%10.1%
40Δ134.3654.3%5.0%125.7168.9%6.7%
45Δ132.9355.1%4.4%130.1251.9%3.5%
50Δ131.5055.8%3.9%131.4951.9%3.1%
55Δ130.0756.6%3.3%132.8651.9%2.6%
60Δ128.5257.0%2.8%134.2351.9%2.2%
65Δ126.9657.4%2.4%135.6951.8%1.8%
70Δ125.4057.8%1.9%137.2851.4%1.4%
75Δ123.8756.1%1.5%138.8651.0%1.1%
80Δ122.3553.7%1.2%140.8051.4%0.8%

20Δ

Calls
Pseudo strike
173.01
IV
152.7%
B/E move
34.1%
Puts
Pseudo strike
106.98
IV
143.4%
B/E move
20.4%

25Δ

Calls
Pseudo strike
162.32
IV
124.9%
B/E move
26.0%
Puts
Pseudo strike
111.67
IV
124.8%
B/E move
16.9%

30Δ

Calls
Pseudo strike
151.62
IV
97.1%
B/E move
17.9%
Puts
Pseudo strike
116.35
IV
106.1%
B/E move
13.5%

35Δ

Calls
Pseudo strike
140.93
IV
69.3%
B/E move
9.8%
Puts
Pseudo strike
121.03
IV
87.5%
B/E move
10.1%

40Δ

Calls
Pseudo strike
134.36
IV
54.3%
B/E move
5.0%
Puts
Pseudo strike
125.71
IV
68.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
132.93
IV
55.1%
B/E move
4.4%
Puts
Pseudo strike
130.12
IV
51.9%
B/E move
3.5%

50Δ

Calls
Pseudo strike
131.50
IV
55.8%
B/E move
3.9%
Puts
Pseudo strike
131.49
IV
51.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
130.07
IV
56.6%
B/E move
3.3%
Puts
Pseudo strike
132.86
IV
51.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
128.52
IV
57.0%
B/E move
2.8%
Puts
Pseudo strike
134.23
IV
51.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
126.96
IV
57.4%
B/E move
2.4%
Puts
Pseudo strike
135.69
IV
51.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
125.40
IV
57.8%
B/E move
1.9%
Puts
Pseudo strike
137.28
IV
51.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
123.87
IV
56.1%
B/E move
1.5%
Puts
Pseudo strike
138.86
IV
51.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
122.35
IV
53.7%
B/E move
1.2%
Puts
Pseudo strike
140.80
IV
51.4%
B/E move
0.8%

Options history

IV · four-Friday blend47.68%
Daily EOD
ROG44.9%48.2%51.4%2026-10-19: 47.13%2026-10-20: 47.86%2026-10-21: 48.44%2026-10-22: 47.97%2026-10-23: 48.96%2026-10-26: 49.68%2026-10-27: 50.99%2026-10-28: 45.85%2026-10-29: 45.33%2026-10-30: 47.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.13%
47.86%
48.44%
47.97%
48.96%
49.68%
50.99%
45.85%
45.33%
47.68%