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Royalty Pharma Plc RPRX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T00:39:42.438Z

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 · 2026-10-22T20:00:03.048206085Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:39:42.026110+00:00

Share price$63.75
1D+2.2%
AH$62.28$62.68$63.08$63.48$63.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRPRX
Sold putSold callAH

Royalty Pharma Plc options

Live interpolated RPRX call and put midpoint premiums by absolute delta.Royalty Pharma Plc$0.88$2.43$3.99$5.54$7.10$53.51$57.91$62.31$66.71$71.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RPRX spot · $63.75RPRX PRICE$1.61$2.32$1.05$1.32$1.62$1.92$2.22$2.54$3.15$3.77$4.38$1.28$1.75$2.24$2.49$2.55$2.69$2.85$3.01$3.62$4.23$4.89$5.77$6.65
PutsExpensive1.56×
CallsCheap0.92×
SkewBearish+14.44 pp
Implied moveBearish±$4.47
TiltBearish25.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.5357.6%13.3%
25Δ57.9359.6%11.9%
30Δ68.8147.0%10.5%59.4059.7%10.3%
35Δ69.5561.3%12.7%60.8854.7%8.4%
40Δ65.0721.3%3.7%62.3846.2%6.1%
45Δ64.5021.2%3.2%63.2941.8%4.9%
50Δ63.9921.9%2.9%64.1537.7%3.8%
55Δ63.4822.5%2.6%65.0133.8%2.7%
60Δ62.9723.1%2.3%65.9034.2%2.3%
65Δ62.4523.8%1.9%66.7834.7%1.9%
70Δ61.6724.9%1.7%67.7035.1%1.5%
75Δ60.9026.0%1.4%68.8235.3%1.1%
80Δ60.1227.0%1.2%69.9335.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.53
IV
57.6%
B/E move
13.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.93
IV
59.6%
B/E move
11.9%

30Δ

Calls
Pseudo strike
68.81
IV
47.0%
B/E move
10.5%
Puts
Pseudo strike
59.40
IV
59.7%
B/E move
10.3%

35Δ

Calls
Pseudo strike
69.55
IV
61.3%
B/E move
12.7%
Puts
Pseudo strike
60.88
IV
54.7%
B/E move
8.4%

40Δ

Calls
Pseudo strike
65.07
IV
21.3%
B/E move
3.7%
Puts
Pseudo strike
62.38
IV
46.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
64.50
IV
21.2%
B/E move
3.2%
Puts
Pseudo strike
63.29
IV
41.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
63.99
IV
21.9%
B/E move
2.9%
Puts
Pseudo strike
64.15
IV
37.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
63.48
IV
22.5%
B/E move
2.6%
Puts
Pseudo strike
65.01
IV
33.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
62.97
IV
23.1%
B/E move
2.3%
Puts
Pseudo strike
65.90
IV
34.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
62.45
IV
23.8%
B/E move
1.9%
Puts
Pseudo strike
66.78
IV
34.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
61.67
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
67.70
IV
35.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
60.90
IV
26.0%
B/E move
1.4%
Puts
Pseudo strike
68.82
IV
35.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
60.12
IV
27.0%
B/E move
1.2%
Puts
Pseudo strike
69.93
IV
35.5%
B/E move
0.7%

Options history

No recorded observations