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Regal Rexnord Corporation RRX

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Market datapartial · fetched 2026-10-22T18:35:51.283Z

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 · 2026-10-22T18:35:22.263868764Z

FundamentalsAlpha Vantage · unavailable

Share price$148.40
1D-3.7%
$148$150$152$154$1565:30 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$2.00$8.79$15.59$22.38$29.17$117.04$133.03$149.03$165.03$181.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRX spot · $148.40RRX PRICE$2.73$3.63$4.61$5.61$6.75$8.01$9.34$10.94$12.67$14.38$16.57$19.31$23.08$3.11$4.22$5.33$6.53$7.83$9.39$11.11$13.10$15.31$17.82$20.83$24.09$27.22
PutsExpensive1.16×
CallsExpensive1.34×
SkewBullish-3.01 pp
Implied moveBearish±$20.44
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ175.9363.5%20.4%130.7060.9%14.0%
25Δ170.6563.3%17.4%134.3961.6%12.3%
30Δ166.1163.2%15.0%138.0160.8%10.6%
35Δ161.8562.4%12.8%141.4560.0%9.1%
40Δ158.0562.1%11.1%144.6959.4%7.8%
45Δ154.5862.4%9.6%147.8259.3%6.7%
50Δ151.1862.0%8.2%150.9959.4%5.7%
55Δ147.8662.5%7.0%154.2659.9%4.9%
60Δ144.5763.2%6.0%157.6660.0%4.1%
65Δ141.2962.3%4.9%161.2960.2%3.3%
70Δ137.7762.6%4.0%165.3060.9%2.6%
75Δ133.8964.1%3.2%169.5360.6%2.0%
80Δ129.1767.2%2.6%173.5958.8%1.4%

20Δ

Calls
Pseudo strike
175.93
IV
63.5%
B/E move
20.4%
Puts
Pseudo strike
130.70
IV
60.9%
B/E move
14.0%

25Δ

Calls
Pseudo strike
170.65
IV
63.3%
B/E move
17.4%
Puts
Pseudo strike
134.39
IV
61.6%
B/E move
12.3%

30Δ

Calls
Pseudo strike
166.11
IV
63.2%
B/E move
15.0%
Puts
Pseudo strike
138.01
IV
60.8%
B/E move
10.6%

35Δ

Calls
Pseudo strike
161.85
IV
62.4%
B/E move
12.8%
Puts
Pseudo strike
141.45
IV
60.0%
B/E move
9.1%

40Δ

Calls
Pseudo strike
158.05
IV
62.1%
B/E move
11.1%
Puts
Pseudo strike
144.69
IV
59.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
154.58
IV
62.4%
B/E move
9.6%
Puts
Pseudo strike
147.82
IV
59.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
151.18
IV
62.0%
B/E move
8.2%
Puts
Pseudo strike
150.99
IV
59.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
147.86
IV
62.5%
B/E move
7.0%
Puts
Pseudo strike
154.26
IV
59.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
144.57
IV
63.2%
B/E move
6.0%
Puts
Pseudo strike
157.66
IV
60.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
141.29
IV
62.3%
B/E move
4.9%
Puts
Pseudo strike
161.29
IV
60.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
137.77
IV
62.6%
B/E move
4.0%
Puts
Pseudo strike
165.30
IV
60.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
133.89
IV
64.1%
B/E move
3.2%
Puts
Pseudo strike
169.53
IV
60.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
129.17
IV
67.2%
B/E move
2.6%
Puts
Pseudo strike
173.59
IV
58.8%
B/E move
1.4%

Options history

No recorded observations