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Range Resources Corp RRC

i

Market dataready · fetched 2026-11-07T04:41:45.798Z

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 · 2026-11-07T00:21:06.328827001Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T04:41:45.221522+00:00

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$0.58$2.08$3.58$5.08$6.58$40.90$45.35$49.80$54.25$58.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RRC spot · $49.01RRC PRICE$0.74$0.95$1.15$1.35$1.55$1.75$2.07$2.41$2.74$3.09$3.62$4.40$6.01$0.77$1.02$1.09$1.31$1.62$2.00$2.66$3.54$4.41$5.28$6.15
Puts——
CallsCheap0.83×
Skew——
Implied moveBullish±$3.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.3174.7%16.4%
25Δ54.6071.7%13.3%46.5945.2%6.5%
30Δ53.4868.1%11.5%46.8851.0%6.4%
35Δ52.3764.6%9.6%
40Δ51.2661.0%7.7%48.3238.0%3.6%
45Δ50.1457.4%5.9%48.7838.6%3.2%
50Δ49.4057.8%5.0%49.2740.0%2.8%
55Δ48.7158.0%4.3%49.7942.0%2.5%
60Δ48.0157.2%3.6%50.6044.9%2.2%
65Δ47.3455.9%2.9%51.6148.4%1.9%
70Δ46.5657.0%2.4%52.6352.0%1.6%
75Δ45.6060.8%2.0%53.6455.5%1.3%
80Δ43.9273.8%1.9%54.6559.1%1.0%

20Δ

Calls
Pseudo strike
56.31
IV
74.7%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
54.60
IV
71.7%
B/E move
13.3%
Puts
Pseudo strike
46.59
IV
45.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
53.48
IV
68.1%
B/E move
11.5%
Puts
Pseudo strike
46.88
IV
51.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
52.37
IV
64.6%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
51.26
IV
61.0%
B/E move
7.7%
Puts
Pseudo strike
48.32
IV
38.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
50.14
IV
57.4%
B/E move
5.9%
Puts
Pseudo strike
48.78
IV
38.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
49.40
IV
57.8%
B/E move
5.0%
Puts
Pseudo strike
49.27
IV
40.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
48.71
IV
58.0%
B/E move
4.3%
Puts
Pseudo strike
49.79
IV
42.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
48.01
IV
57.2%
B/E move
3.6%
Puts
Pseudo strike
50.60
IV
44.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
47.34
IV
55.9%
B/E move
2.9%
Puts
Pseudo strike
51.61
IV
48.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
46.56
IV
57.0%
B/E move
2.4%
Puts
Pseudo strike
52.63
IV
52.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
45.60
IV
60.8%
B/E move
2.0%
Puts
Pseudo strike
53.64
IV
55.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
43.92
IV
73.8%
B/E move
1.9%
Puts
Pseudo strike
54.65
IV
59.1%
B/E move
1.0%

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%