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Reliance, Inc. RS

i

Market dataready · fetched 2026-11-12T02:09:50.166Z

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 · 2026-11-12T00:00:00.00175711Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:09:49.661418+00:00

Share price$429.88
1D+0.2%
AH$423$426$428$430$4325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRS
Sold putSold callAH

Reliance, Inc. options

Live interpolated RS call and put midpoint premiums by absolute delta.Reliance, Inc.$1.86$6.89$11.92$16.95$21.98$397.02$413.07$429.12$445.17$461.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RS spot · $429.88RS PRICE$2.41$2.82$3.25$4.11$4.97$5.83$6.69$8.25$10.09$11.94$13.78$16.68$19.76$2.77$3.35$3.96$4.85$5.74$6.63$7.74$9.38$11.02$12.66$14.79$17.66$20.53
PutsCheap0.74×
CallsCheap0.74×
SkewBearish+1.86 pp
Implied moveBearish±$14.44
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ449.9332.7%5.2%410.8136.0%5.1%
25Δ444.8829.2%4.1%415.6232.9%4.1%
30Δ439.9225.8%3.1%420.2430.0%3.2%
35Δ437.6125.7%2.8%422.8829.3%2.8%
40Δ435.3025.6%2.4%425.5128.6%2.3%
45Δ433.0025.4%2.1%428.1527.9%1.9%
50Δ430.6925.3%1.7%430.7727.6%1.6%
55Δ428.1826.0%1.5%433.3328.0%1.4%
60Δ425.5827.1%1.3%435.8928.3%1.2%
65Δ422.9828.3%1.2%438.4528.7%1.0%
70Δ420.3829.4%1.0%441.4229.1%0.8%
75Δ416.7630.3%0.8%445.0129.7%0.6%
80Δ412.9631.2%0.7%448.6030.2%0.4%

20Δ

Calls
Pseudo strike
449.93
IV
32.7%
B/E move
5.2%
Puts
Pseudo strike
410.81
IV
36.0%
B/E move
5.1%

25Δ

Calls
Pseudo strike
444.88
IV
29.2%
B/E move
4.1%
Puts
Pseudo strike
415.62
IV
32.9%
B/E move
4.1%

30Δ

Calls
Pseudo strike
439.92
IV
25.8%
B/E move
3.1%
Puts
Pseudo strike
420.24
IV
30.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
437.61
IV
25.7%
B/E move
2.8%
Puts
Pseudo strike
422.88
IV
29.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
435.30
IV
25.6%
B/E move
2.4%
Puts
Pseudo strike
425.51
IV
28.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
433.00
IV
25.4%
B/E move
2.1%
Puts
Pseudo strike
428.15
IV
27.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
430.69
IV
25.3%
B/E move
1.7%
Puts
Pseudo strike
430.77
IV
27.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
428.18
IV
26.0%
B/E move
1.5%
Puts
Pseudo strike
433.33
IV
28.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
425.58
IV
27.1%
B/E move
1.3%
Puts
Pseudo strike
435.89
IV
28.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
422.98
IV
28.3%
B/E move
1.2%
Puts
Pseudo strike
438.45
IV
28.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
420.38
IV
29.4%
B/E move
1.0%
Puts
Pseudo strike
441.42
IV
29.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
416.76
IV
30.3%
B/E move
0.8%
Puts
Pseudo strike
445.01
IV
29.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
412.96
IV
31.2%
B/E move
0.7%
Puts
Pseudo strike
448.60
IV
30.2%
B/E move
0.4%

Options history

IV · four-Friday blend27.12%
Daily EOD
RS25.8%27.4%28.9%2026-10-19: 28.53%2026-10-20: 28.51%2026-10-21: 28.67%2026-10-22: 26.08%2026-10-23: 26.78%2026-10-26: 27.28%2026-10-27: 26.53%2026-10-28: 26.07%2026-10-29: 26.06%2026-10-30: 27.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.53%
28.51%
28.67%
26.08%
26.78%
27.28%
26.53%
26.07%
26.06%
27.12%