IntraAlpha
Create free account Start free

Regal Rexnord Corporation RRX

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-11T15:54:52.622Z

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 · 2026-11-11T15:54:39.577041096Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:54:52.092917+00:00

Share price$186.82
1D+2.7%
$181$183$185$187$1895:30 AM6:30 AM9:00 AM1:00 PMRRX
Sold putSold call

Regal Rexnord Corporation options

Live interpolated RRX call and put midpoint premiums by absolute delta.Regal Rexnord Corporation$1.16$5.56$9.96$14.35$18.75$149.70$169.21$188.71$208.22$227.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRX spot · $186.81RRX PRICE$1.64$2.22$2.86$3.52$4.22$5.03$6.26$7.49$8.88$10.33$12.15$14.27$17.48$2.00$2.60$3.19$3.82$4.46$5.21$6.12$7.02$8.23$9.60$11.01$12.57$14.13
PutsCheap0.66×
CallsCheap0.51×
SkewBullish-5.95 pp
Implied moveBalanced±$12.38
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.3052.2%8.6%173.9257.5%8.0%
25Δ198.2751.7%7.3%176.6456.8%6.8%
30Δ196.0352.8%6.5%179.3754.5%5.7%
35Δ193.8353.0%5.6%181.6252.6%4.8%
40Δ191.6752.4%4.9%183.7350.9%4.0%
45Δ189.5552.6%4.2%185.7249.6%3.4%
50Δ187.5655.2%3.8%187.5349.1%2.9%
55Δ185.5857.7%3.3%189.3548.7%2.4%
60Δ183.3759.2%2.9%191.2948.8%2.0%
65Δ181.0660.1%2.5%193.3149.1%1.7%
70Δ178.4761.6%2.0%195.3549.3%1.3%
75Δ175.6463.5%1.7%197.4948.3%1.0%
80Δ171.8267.7%1.3%199.6247.2%0.7%

20Δ

Calls
Pseudo strike
201.30
IV
52.2%
B/E move
8.6%
Puts
Pseudo strike
173.92
IV
57.5%
B/E move
8.0%

25Δ

Calls
Pseudo strike
198.27
IV
51.7%
B/E move
7.3%
Puts
Pseudo strike
176.64
IV
56.8%
B/E move
6.8%

30Δ

Calls
Pseudo strike
196.03
IV
52.8%
B/E move
6.5%
Puts
Pseudo strike
179.37
IV
54.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
193.83
IV
53.0%
B/E move
5.6%
Puts
Pseudo strike
181.62
IV
52.6%
B/E move
4.8%

40Δ

Calls
Pseudo strike
191.67
IV
52.4%
B/E move
4.9%
Puts
Pseudo strike
183.73
IV
50.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
189.55
IV
52.6%
B/E move
4.2%
Puts
Pseudo strike
185.72
IV
49.6%
B/E move
3.4%

50Δ

Calls
Pseudo strike
187.56
IV
55.2%
B/E move
3.8%
Puts
Pseudo strike
187.53
IV
49.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
185.58
IV
57.7%
B/E move
3.3%
Puts
Pseudo strike
189.35
IV
48.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
183.37
IV
59.2%
B/E move
2.9%
Puts
Pseudo strike
191.29
IV
48.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
181.06
IV
60.1%
B/E move
2.5%
Puts
Pseudo strike
193.31
IV
49.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
178.47
IV
61.6%
B/E move
2.0%
Puts
Pseudo strike
195.35
IV
49.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
175.64
IV
63.5%
B/E move
1.7%
Puts
Pseudo strike
197.49
IV
48.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
171.82
IV
67.7%
B/E move
1.3%
Puts
Pseudo strike
199.62
IV
47.2%
B/E move
0.7%

Options history

IV · four-Friday blend58.50%
Daily EOD
RRX46.7%53.1%59.4%2026-10-19: 47.60%2026-10-20: 48.90%2026-10-21: 53.45%2026-10-22: 56.18%2026-10-23: 56.47%2026-10-26: 55.91%2026-10-27: 55.30%2026-10-28: 55.57%2026-10-29: 55.63%2026-10-30: 58.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.60%
48.90%
53.45%
56.18%
56.47%
55.91%
55.30%
55.57%
55.63%
58.50%