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Range Resources Corp RRC

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-16T00:59:26.419Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001642432Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:59:25.796775+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$0.38$1.85$3.31$4.78$6.25$35.38$38.34$41.30$44.27$47.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRC spot · $41.42RRC PRICE$0.53$0.66$0.85$1.06$1.29$1.50$1.72$1.98$2.33$2.76$3.05$3.38$3.91$0.54$0.71$0.94$1.18$1.46$1.77$2.10$2.48$2.92$3.54$4.16$4.89$5.83
PutsExpensive1.14×
CallsExpensive1.10×
SkewBearish+1.78 pp
Implied moveBearish±$3.83
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4038.6%13.3%38.1434.8%9.2%
25Δ45.2136.3%10.8%38.8634.7%7.9%
30Δ44.4236.1%9.3%39.4735.3%7.0%
35Δ43.7636.6%8.2%40.0636.0%6.1%
40Δ43.1136.9%7.2%40.6636.6%5.4%
45Δ42.4736.2%6.1%41.2637.1%4.7%
50Δ41.8435.4%5.2%41.8737.5%4.0%
55Δ41.2635.0%4.4%42.5137.6%3.4%
60Δ40.6635.6%3.8%43.1838.1%2.8%
65Δ40.0337.0%3.3%43.9839.9%2.4%
70Δ39.4735.5%2.7%44.8140.4%1.9%
75Δ38.8934.2%2.1%45.7441.0%1.4%
80Δ38.1834.3%1.6%46.8641.9%0.9%

20Δ

Calls
Pseudo strike
46.40
IV
38.6%
B/E move
13.3%
Puts
Pseudo strike
38.14
IV
34.8%
B/E move
9.2%

25Δ

Calls
Pseudo strike
45.21
IV
36.3%
B/E move
10.8%
Puts
Pseudo strike
38.86
IV
34.7%
B/E move
7.9%

30Δ

Calls
Pseudo strike
44.42
IV
36.1%
B/E move
9.3%
Puts
Pseudo strike
39.47
IV
35.3%
B/E move
7.0%

35Δ

Calls
Pseudo strike
43.76
IV
36.6%
B/E move
8.2%
Puts
Pseudo strike
40.06
IV
36.0%
B/E move
6.1%

40Δ

Calls
Pseudo strike
43.11
IV
36.9%
B/E move
7.2%
Puts
Pseudo strike
40.66
IV
36.6%
B/E move
5.4%

45Δ

Calls
Pseudo strike
42.47
IV
36.2%
B/E move
6.1%
Puts
Pseudo strike
41.26
IV
37.1%
B/E move
4.7%

50Δ

Calls
Pseudo strike
41.84
IV
35.4%
B/E move
5.2%
Puts
Pseudo strike
41.87
IV
37.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
41.26
IV
35.0%
B/E move
4.4%
Puts
Pseudo strike
42.51
IV
37.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
40.66
IV
35.6%
B/E move
3.8%
Puts
Pseudo strike
43.18
IV
38.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
40.03
IV
37.0%
B/E move
3.3%
Puts
Pseudo strike
43.98
IV
39.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
39.47
IV
35.5%
B/E move
2.7%
Puts
Pseudo strike
44.81
IV
40.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
38.89
IV
34.2%
B/E move
2.1%
Puts
Pseudo strike
45.74
IV
41.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
38.18
IV
34.3%
B/E move
1.6%
Puts
Pseudo strike
46.86
IV
41.9%
B/E move
0.9%