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Range Resources Corp RRC

i

Market datapartial · fetched 2026-11-07T03:27:47.176Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:21:06.328827001Z

FundamentalsAlpha Vantage · unavailable

Share price$49.01
1D-1.6%
AH$48.51$49.21$49.92$50.62$51.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRRC
Sold putSold callAH

Range Resources Corp options

Live interpolated RRC call and put midpoint premiums by absolute delta.Range Resources Corp$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICERRC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.18%
Daily close
RRC31.1%35.5%39.9%2026-08-10: 34.28%2026-08-11: 35.95%2026-08-12: 33.31%2026-08-13: 32.75%2026-08-14: 32.35%2026-08-17: 33.27%2026-08-18: 35.77%2026-08-19: 34.83%2026-08-21: 31.75%2026-08-24: 32.18%2026-08-25: 32.33%2026-08-26: 32.23%2026-08-27: 32.85%2026-08-28: 32.63%2026-08-31: 33.12%2026-09-01: 33.30%2026-09-02: 32.07%2026-09-03: 31.70%2026-09-04: 32.25%2026-09-08: 33.70%2026-09-09: 33.31%2026-09-10: 33.99%2026-09-11: 32.78%2026-09-14: 35.52%2026-09-15: 35.34%2026-09-16: 36.64%2026-09-17: 39.30%2026-09-18: 33.20%2026-09-21: 33.83%2026-09-22: 33.49%2026-09-23: 33.51%2026-09-24: 34.02%2026-09-25: 34.73%2026-09-28: 34.39%2026-09-29: 34.46%2026-09-30: 34.20%2026-10-01: 34.13%2026-10-02: 34.07%2026-10-05: 33.95%2026-10-06: 34.90%2026-10-07: 33.74%2026-10-08: 34.35%2026-10-09: 33.00%2026-10-12: 36.32%2026-10-13: 36.65%2026-10-14: 35.43%2026-10-15: 36.14%2026-10-16: 36.13%2026-10-19: 35.67%2026-10-20: 35.17%2026-10-21: 34.37%2026-10-22: 34.85%2026-10-23: 35.63%2026-10-26: 35.57%2026-10-27: 36.83%2026-10-28: 35.17%2026-10-29: 37.87%2026-10-30: 38.18%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.28%
35.95%
33.31%
32.75%
32.35%
33.27%
35.77%
34.83%
31.75%
32.18%
32.33%
32.23%
32.85%
32.63%
33.12%
33.30%
32.07%
31.70%
32.25%
33.70%
33.31%
33.99%
32.78%
35.52%
35.34%
36.64%
39.30%
33.20%
33.83%
33.49%
33.51%
34.02%
34.73%
34.39%
34.46%
34.20%
34.13%
34.07%
33.95%
34.90%
33.74%
34.35%
33.00%
36.32%
36.65%
35.43%
36.14%
36.13%
35.67%
35.17%
34.37%
34.85%
35.63%
35.57%
36.83%
35.17%
37.87%
38.18%