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Royalty Pharma plc Class A Ordinary Shares RPRX

i

Market dataready · fetched 2026-11-12T02:32:35.814Z

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 · 2026-11-11T22:17:19.673767772Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:32:35.439675+00:00

Share price$69.80
1D+0.2%
AH$68.82$69.20$69.58$69.95$70.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRPRX
Sold putSold callAH

Royalty Pharma plc Class A Ordinary Shares options

Live interpolated RPRX call and put midpoint premiums by absolute delta.Royalty Pharma plc Class A Ordinary Shares$1.09$2.13$3.16$4.20$5.23$63.42$67.29$71.16$75.03$78.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RPRX spot · $69.80RPRX PRICE$1.21$1.41$1.62$1.83$2.06$2.38$2.69$2.94$3.17$3.40$3.75$4.34$4.93$1.78$2.36$2.21$2.34$2.46$2.50$2.54$2.59$2.63$2.67$2.72
Puts——
CallsExpensive1.48×
Skew——
Implied moveBullish±$5.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.23113.2%21.0%60.81119.9%15.4%
25Δ80.41102.2%17.2%62.28129.6%14.2%
30Δ77.6091.3%13.5%
35Δ74.7980.3%9.8%
40Δ72.3170.9%6.5%68.2668.4%5.4%
45Δ71.2968.3%5.5%69.2161.2%4.2%
50Δ70.2765.6%4.5%70.0654.5%3.2%
55Δ69.4661.8%3.7%70.3949.9%2.7%
60Δ68.7257.5%3.0%70.7245.3%2.3%
65Δ67.9853.2%2.3%71.0540.7%1.9%
70Δ67.2250.2%1.7%71.3836.2%1.5%
75Δ66.4049.8%1.3%71.7131.6%1.1%
80Δ65.5849.4%1.0%72.0427.0%0.7%

20Δ

Calls
Pseudo strike
83.23
IV
113.2%
B/E move
21.0%
Puts
Pseudo strike
60.81
IV
119.9%
B/E move
15.4%

25Δ

Calls
Pseudo strike
80.41
IV
102.2%
B/E move
17.2%
Puts
Pseudo strike
62.28
IV
129.6%
B/E move
14.2%

30Δ

Calls
Pseudo strike
77.60
IV
91.3%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
74.79
IV
80.3%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
72.31
IV
70.9%
B/E move
6.5%
Puts
Pseudo strike
68.26
IV
68.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
71.29
IV
68.3%
B/E move
5.5%
Puts
Pseudo strike
69.21
IV
61.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
70.27
IV
65.6%
B/E move
4.5%
Puts
Pseudo strike
70.06
IV
54.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
69.46
IV
61.8%
B/E move
3.7%
Puts
Pseudo strike
70.39
IV
49.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
68.72
IV
57.5%
B/E move
3.0%
Puts
Pseudo strike
70.72
IV
45.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
67.98
IV
53.2%
B/E move
2.3%
Puts
Pseudo strike
71.05
IV
40.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
67.22
IV
50.2%
B/E move
1.7%
Puts
Pseudo strike
71.38
IV
36.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
66.40
IV
49.8%
B/E move
1.3%
Puts
Pseudo strike
71.71
IV
31.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
65.58
IV
49.4%
B/E move
1.0%
Puts
Pseudo strike
72.04
IV
27.0%
B/E move
0.7%

Options history

IV · four-Friday blend28.78%
Daily EOD
RPRX23.4%26.3%29.3%2026-10-19: 28.52%2026-10-20: 27.44%2026-10-21: 26.07%2026-10-22: 28.86%2026-10-23: 26.47%2026-10-26: 23.84%2026-10-27: 28.56%2026-10-28: 27.28%2026-10-29: 26.31%2026-10-30: 28.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.52%
27.44%
26.07%
28.86%
26.47%
23.84%
28.56%
27.28%
26.31%
28.78%