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Range Resources Corp RRC

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-15T20:03:08.676Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.489803798Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:37.190816+00:00

Share price$41.42
1D-0.6%
AH$40.83$41.06$41.28$41.51$41.745:30 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$0.09$0.43$0.76$1.10$1.44$40.05$40.68$41.31$41.93$42.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $41.42OPTION PRICELive RRC spot · $41.42RRC PRICE$0.24$0.13$0.17$0.21$0.26$0.30$0.35$0.39$0.44$0.48$0.53$0.66$0.87$0.26$0.22$0.18$0.23$0.29$0.36$0.42$0.49$0.56$0.62$0.69$0.90$1.34
PutsExpensive1.49×
CallsExpensive1.56×
SkewBearish+10.59 pp
Implied moveBearish±$0.77
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.41101.3%5.4%39.35113.4%5.6%
25Δ42.0440.7%1.8%40.1179.8%3.7%
30Δ41.9038.3%1.6%40.8746.3%1.8%
35Δ41.7937.7%1.4%41.1040.5%1.3%
40Δ41.6937.2%1.3%41.2240.7%1.2%
45Δ41.5836.6%1.1%41.3340.9%1.1%
50Δ41.4736.1%1.0%41.4541.2%0.9%
55Δ41.3735.5%0.8%41.5741.4%0.8%
60Δ41.2635.0%0.7%41.6941.6%0.7%
65Δ41.1634.5%0.5%41.8141.9%0.6%
70Δ41.0533.9%0.4%41.9342.1%0.4%
75Δ40.8834.9%0.3%42.1847.2%0.3%
80Δ40.6437.3%0.2%42.6359.7%0.3%

20Δ

Calls
Pseudo strike
43.41
IV
101.3%
B/E move
5.4%
Puts
Pseudo strike
39.35
IV
113.4%
B/E move
5.6%

25Δ

Calls
Pseudo strike
42.04
IV
40.7%
B/E move
1.8%
Puts
Pseudo strike
40.11
IV
79.8%
B/E move
3.7%

30Δ

Calls
Pseudo strike
41.90
IV
38.3%
B/E move
1.6%
Puts
Pseudo strike
40.87
IV
46.3%
B/E move
1.8%

35Δ

Calls
Pseudo strike
41.79
IV
37.7%
B/E move
1.4%
Puts
Pseudo strike
41.10
IV
40.5%
B/E move
1.3%

40Δ

Calls
Pseudo strike
41.69
IV
37.2%
B/E move
1.3%
Puts
Pseudo strike
41.22
IV
40.7%
B/E move
1.2%

45Δ

Calls
Pseudo strike
41.58
IV
36.6%
B/E move
1.1%
Puts
Pseudo strike
41.33
IV
40.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
41.47
IV
36.1%
B/E move
1.0%
Puts
Pseudo strike
41.45
IV
41.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
41.37
IV
35.5%
B/E move
0.8%
Puts
Pseudo strike
41.57
IV
41.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
41.26
IV
35.0%
B/E move
0.7%
Puts
Pseudo strike
41.69
IV
41.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
41.16
IV
34.5%
B/E move
0.5%
Puts
Pseudo strike
41.81
IV
41.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
41.05
IV
33.9%
B/E move
0.4%
Puts
Pseudo strike
41.93
IV
42.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
40.88
IV
34.9%
B/E move
0.3%
Puts
Pseudo strike
42.18
IV
47.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
40.64
IV
37.3%
B/E move
0.2%
Puts
Pseudo strike
42.63
IV
59.7%
B/E move
0.3%