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Regal Beloit Corporation RRX

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-22T14:52:11.253Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:51:22.534111558Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:52:08.722449+00:00

Share price$151.57
1D-1.6%
$150$152$153$154$1565:30 AM6:30 AM9:00 AM1:00 PMRRX
Sold putSold call

Regal Beloit Corporation options

Live interpolated RRX call and put midpoint premiums by absolute delta.Regal Beloit Corporation$1.88$9.73$17.58$25.43$33.27$118.51$135.16$151.81$168.46$185.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRX spot · $151.56RRX PRICE$2.73$3.71$4.79$5.98$7.21$8.48$9.82$11.18$12.89$14.74$16.52$18.90$22.09$3.24$4.24$5.41$6.73$8.18$9.83$11.89$14.19$16.53$18.88$22.06$26.18$31.01
PutsExpensive1.21×
CallsExpensive1.33×
SkewBullish-1.14 pp
Implied moveBearish±$21.71
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.7861.7%19.8%133.0562.4%14.4%
25Δ174.2763.3%17.4%137.4260.6%12.1%
30Δ170.0564.5%15.4%141.0660.4%10.5%
35Δ166.0565.4%13.5%144.4460.6%9.1%
40Δ162.0865.4%11.7%147.7360.4%7.9%
45Δ158.2464.9%10.0%151.0360.7%6.8%
50Δ154.5764.2%8.5%154.4162.1%6.0%
55Δ151.0862.8%7.1%157.9963.0%5.1%
60Δ147.6562.7%5.9%161.6063.1%4.3%
65Δ144.2862.6%4.9%165.2462.4%3.4%
70Δ140.9861.1%3.9%169.4862.8%2.7%
75Δ137.3560.9%3.1%174.5564.0%2.1%
80Δ133.1262.2%2.4%180.3064.8%1.5%

20Δ

Calls
Pseudo strike
178.78
IV
61.7%
B/E move
19.8%
Puts
Pseudo strike
133.05
IV
62.4%
B/E move
14.4%

25Δ

Calls
Pseudo strike
174.27
IV
63.3%
B/E move
17.4%
Puts
Pseudo strike
137.42
IV
60.6%
B/E move
12.1%

30Δ

Calls
Pseudo strike
170.05
IV
64.5%
B/E move
15.4%
Puts
Pseudo strike
141.06
IV
60.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
166.05
IV
65.4%
B/E move
13.5%
Puts
Pseudo strike
144.44
IV
60.6%
B/E move
9.1%

40Δ

Calls
Pseudo strike
162.08
IV
65.4%
B/E move
11.7%
Puts
Pseudo strike
147.73
IV
60.4%
B/E move
7.9%

45Δ

Calls
Pseudo strike
158.24
IV
64.9%
B/E move
10.0%
Puts
Pseudo strike
151.03
IV
60.7%
B/E move
6.8%

50Δ

Calls
Pseudo strike
154.57
IV
64.2%
B/E move
8.5%
Puts
Pseudo strike
154.41
IV
62.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
151.08
IV
62.8%
B/E move
7.1%
Puts
Pseudo strike
157.99
IV
63.0%
B/E move
5.1%

60Δ

Calls
Pseudo strike
147.65
IV
62.7%
B/E move
5.9%
Puts
Pseudo strike
161.60
IV
63.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
144.28
IV
62.6%
B/E move
4.9%
Puts
Pseudo strike
165.24
IV
62.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
140.98
IV
61.1%
B/E move
3.9%
Puts
Pseudo strike
169.48
IV
62.8%
B/E move
2.7%

75Δ

Calls
Pseudo strike
137.35
IV
60.9%
B/E move
3.1%
Puts
Pseudo strike
174.55
IV
64.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
133.12
IV
62.2%
B/E move
2.4%
Puts
Pseudo strike
180.30
IV
64.8%
B/E move
1.5%

Options history

No recorded observations