IntraAlpha
Create free account Start free

Republic Services Inc. RSG

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-11-07T05:46:14.006Z

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 · 2026-11-07T00:00:00.001862843Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T05:44:11.267986+00:00

Share price$246.85
1D+2.0%
AH$243$244$246$247$2495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRSG
Sold putSold callAH

Republic Services Inc. options

Live interpolated RSG call and put midpoint premiums by absolute delta.Republic Services Inc.$0.93$3.98$7.03$10.07$13.12$228.72$238.47$248.22$257.97$267.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RSG spot · $246.85RSG PRICE$1.26$1.67$2.08$2.49$2.90$3.72$4.55$5.38$6.22$7.05$7.88$8.72$12.24$1.46$1.87$2.44$3.06$3.69$4.31$4.94$5.56$6.32$7.55$8.78$10.01$11.24
PutsCheap0.82×
CallsCheap0.64×
SkewBearish+1.68 pp
Implied moveBearish±$9.48
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ256.7821.4%4.5%236.5426.2%4.8%
25Δ255.1121.6%4.0%239.1926.0%3.9%
30Δ253.4321.9%3.5%241.0725.8%3.3%
35Δ251.7622.1%3.0%242.6225.5%3.0%
40Δ250.0922.3%2.5%244.1625.2%2.6%
45Δ248.6522.5%2.2%245.7024.9%2.2%
50Δ247.2422.7%2.0%247.2524.6%1.8%
55Δ245.8222.8%1.8%248.7924.4%1.5%
60Δ244.4022.9%1.5%250.3624.0%1.1%
65Δ242.9823.1%1.3%252.0523.7%1.0%
70Δ241.5623.2%1.1%253.7423.3%0.8%
75Δ240.1423.4%0.8%255.4322.9%0.6%
80Δ236.3227.2%0.7%257.1122.5%0.4%

20Δ

Calls
Pseudo strike
256.78
IV
21.4%
B/E move
4.5%
Puts
Pseudo strike
236.54
IV
26.2%
B/E move
4.8%

25Δ

Calls
Pseudo strike
255.11
IV
21.6%
B/E move
4.0%
Puts
Pseudo strike
239.19
IV
26.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
253.43
IV
21.9%
B/E move
3.5%
Puts
Pseudo strike
241.07
IV
25.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
251.76
IV
22.1%
B/E move
3.0%
Puts
Pseudo strike
242.62
IV
25.5%
B/E move
3.0%

40Δ

Calls
Pseudo strike
250.09
IV
22.3%
B/E move
2.5%
Puts
Pseudo strike
244.16
IV
25.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
248.65
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
245.70
IV
24.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
247.24
IV
22.7%
B/E move
2.0%
Puts
Pseudo strike
247.25
IV
24.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
245.82
IV
22.8%
B/E move
1.8%
Puts
Pseudo strike
248.79
IV
24.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
244.40
IV
22.9%
B/E move
1.5%
Puts
Pseudo strike
250.36
IV
24.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
242.98
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
252.05
IV
23.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
241.56
IV
23.2%
B/E move
1.1%
Puts
Pseudo strike
253.74
IV
23.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
240.14
IV
23.4%
B/E move
0.8%
Puts
Pseudo strike
255.43
IV
22.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
236.32
IV
27.2%
B/E move
0.7%
Puts
Pseudo strike
257.11
IV
22.5%
B/E move
0.4%

Options history

IV · four-Friday blend18.89%
Daily close
RSG18.5%21.4%24.3%2026-08-10: 21.05%2026-08-21: 20.67%2026-08-24: 20.65%2026-08-25: 20.10%2026-08-26: 20.60%2026-08-27: 19.67%2026-08-28: 19.46%2026-08-31: 20.02%2026-09-01: 20.22%2026-09-02: 19.53%2026-09-03: 19.26%2026-09-08: 20.68%2026-09-16: 23.87%2026-09-18: 19.53%2026-09-21: 20.25%2026-09-22: 19.88%2026-09-23: 19.52%2026-09-24: 20.19%2026-09-25: 20.25%2026-09-28: 20.43%2026-09-29: 19.85%2026-09-30: 19.98%2026-10-01: 20.44%2026-10-02: 19.41%2026-10-12: 19.24%2026-10-13: 21.72%2026-10-16: 19.56%2026-10-19: 20.36%2026-10-20: 20.45%2026-10-21: 20.22%2026-10-22: 20.64%2026-10-23: 20.82%2026-10-26: 20.97%2026-10-27: 20.56%2026-10-28: 20.69%2026-10-29: 21.33%2026-10-30: 18.89%Aug 10Sep 25Oct 30
37 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
21.05%
20.67%
20.65%
20.10%
20.60%
19.67%
19.46%
20.02%
20.22%
19.53%
19.26%
20.68%
23.87%
19.53%
20.25%
19.88%
19.52%
20.19%
20.25%
20.43%
19.85%
19.98%
20.44%
19.41%
19.24%
21.72%
19.56%
20.36%
20.45%
20.22%
20.64%
20.82%
20.97%
20.56%
20.69%
21.33%
18.89%