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Reliance Steel & Aluminum Co RS

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-22T22:09:38.353Z

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 · 2026-10-22T20:30:32.325806714Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T22:09:36.561356+00:00

Share price$418.00
1D-3.1%
AH$411$416$422$428$4335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRS
Sold putSold callAH

Reliance Steel & Aluminum Co options

Live interpolated RS call and put midpoint premiums by absolute delta.Reliance Steel & Aluminum Co$2.09$10.39$18.69$26.98$35.28$359.34$389.80$420.26$450.73$481.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RS spot · $418.00RS PRICE$2.99$3.93$5.05$6.17$7.57$9.04$10.51$12.50$14.53$16.74$20.23$23.72$28.99$4.06$5.20$6.59$8.06$9.64$11.29$13.06$15.67$18.28$21.18$24.19$28.07$32.89
PutsCheap0.69×
CallsCheap0.55×
SkewBearish+3.54 pp
Implied moveBearish±$23.57
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ444.5623.3%7.1%392.0029.6%7.2%
25Δ439.0022.9%6.0%398.3628.4%5.9%
30Δ434.9222.9%5.3%403.4127.9%5.1%
35Δ430.8522.9%4.5%408.0127.7%4.3%
40Δ427.2223.0%4.0%412.3227.3%3.7%
45Δ423.7223.1%3.5%416.4026.8%3.1%
50Δ420.2123.3%3.0%420.4926.4%2.5%
55Δ416.6623.4%2.7%424.6726.8%2.2%
60Δ413.1123.6%2.3%428.8527.2%1.8%
65Δ409.4223.9%2.0%433.2327.1%1.4%
70Δ404.8324.9%1.7%437.6926.9%1.1%
75Δ400.2425.8%1.4%442.8726.9%0.8%
80Δ393.9527.2%1.2%448.8127.3%0.5%

20Δ

Calls
Pseudo strike
444.56
IV
23.3%
B/E move
7.1%
Puts
Pseudo strike
392.00
IV
29.6%
B/E move
7.2%

25Δ

Calls
Pseudo strike
439.00
IV
22.9%
B/E move
6.0%
Puts
Pseudo strike
398.36
IV
28.4%
B/E move
5.9%

30Δ

Calls
Pseudo strike
434.92
IV
22.9%
B/E move
5.3%
Puts
Pseudo strike
403.41
IV
27.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
430.85
IV
22.9%
B/E move
4.5%
Puts
Pseudo strike
408.01
IV
27.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
427.22
IV
23.0%
B/E move
4.0%
Puts
Pseudo strike
412.32
IV
27.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
423.72
IV
23.1%
B/E move
3.5%
Puts
Pseudo strike
416.40
IV
26.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
420.21
IV
23.3%
B/E move
3.0%
Puts
Pseudo strike
420.49
IV
26.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
416.66
IV
23.4%
B/E move
2.7%
Puts
Pseudo strike
424.67
IV
26.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
413.11
IV
23.6%
B/E move
2.3%
Puts
Pseudo strike
428.85
IV
27.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
409.42
IV
23.9%
B/E move
2.0%
Puts
Pseudo strike
433.23
IV
27.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
404.83
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
437.69
IV
26.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
400.24
IV
25.8%
B/E move
1.4%
Puts
Pseudo strike
442.87
IV
26.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
393.95
IV
27.2%
B/E move
1.2%
Puts
Pseudo strike
448.81
IV
27.3%
B/E move
0.5%

Options history

No recorded observations