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Reliance, Inc. RS

i

Market datapartial · fetched 2026-10-22T23:09:09.983Z

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 · 2026-10-22T23:00:00.001601185Z

FundamentalsAlpha Vantage · unavailable

Share price$417.92
1D-3.1%
AH$411$416$422$428$4335:30 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.$2.10$10.33$18.56$26.78$35.01$359.27$389.73$420.18$450.64$481.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RS spot · $417.92RS PRICE$2.99$3.94$5.06$6.18$7.59$9.07$10.54$12.56$14.59$16.85$20.36$23.86$29.22$4.05$5.20$6.58$8.05$9.61$11.26$13.00$15.60$18.20$21.08$24.07$27.85$32.64
PutsCheap0.68×
CallsCheap0.55×
SkewBearish+3.33 pp
Implied moveBearish±$23.54
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ444.5223.4%7.1%391.9729.6%7.2%
25Δ438.9623.0%6.0%398.3128.4%5.9%
30Δ434.8823.0%5.3%403.3727.9%5.1%
35Δ430.7923.0%4.6%407.9527.6%4.3%
40Δ427.1723.1%4.0%412.2527.2%3.7%
45Δ423.6523.2%3.5%416.3226.7%3.1%
50Δ420.1323.3%3.1%420.4026.3%2.5%
55Δ416.5723.5%2.7%424.5626.7%2.1%
60Δ413.0023.7%2.3%428.7327.0%1.8%
65Δ409.2724.0%2.0%433.0827.0%1.4%
70Δ404.6625.0%1.7%437.5226.8%1.1%
75Δ400.0526.0%1.4%442.6026.8%0.8%
80Δ393.6627.4%1.2%448.5027.1%0.5%

20Δ

Calls
Pseudo strike
444.52
IV
23.4%
B/E move
7.1%
Puts
Pseudo strike
391.97
IV
29.6%
B/E move
7.2%

25Δ

Calls
Pseudo strike
438.96
IV
23.0%
B/E move
6.0%
Puts
Pseudo strike
398.31
IV
28.4%
B/E move
5.9%

30Δ

Calls
Pseudo strike
434.88
IV
23.0%
B/E move
5.3%
Puts
Pseudo strike
403.37
IV
27.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
430.79
IV
23.0%
B/E move
4.6%
Puts
Pseudo strike
407.95
IV
27.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
427.17
IV
23.1%
B/E move
4.0%
Puts
Pseudo strike
412.25
IV
27.2%
B/E move
3.7%

45Δ

Calls
Pseudo strike
423.65
IV
23.2%
B/E move
3.5%
Puts
Pseudo strike
416.32
IV
26.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
420.13
IV
23.3%
B/E move
3.1%
Puts
Pseudo strike
420.40
IV
26.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
416.57
IV
23.5%
B/E move
2.7%
Puts
Pseudo strike
424.56
IV
26.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
413.00
IV
23.7%
B/E move
2.3%
Puts
Pseudo strike
428.73
IV
27.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
409.27
IV
24.0%
B/E move
2.0%
Puts
Pseudo strike
433.08
IV
27.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
404.66
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
437.52
IV
26.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
400.05
IV
26.0%
B/E move
1.4%
Puts
Pseudo strike
442.60
IV
26.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
393.66
IV
27.4%
B/E move
1.2%
Puts
Pseudo strike
448.50
IV
27.1%
B/E move
0.5%

Options history

No recorded observations