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Royal Bank of Canada RY

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T14:55:46.771Z

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 · 2026-11-12T14:55:28.415582517Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T14:55:45.828104+00:00

Share price$203.11
1D+0.2%
$202.94$203.08$203.22$203.36$203.515:30 AM6:30 AM9:00 AM1:00 PMRY
Sold putSold call

Royal Bank of Canada options

Live interpolated RY call and put midpoint premiums by absolute delta.Royal Bank of Canada$0.64$3.24$5.83$8.42$11.02$194.39$199.16$203.92$208.68$213.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RY spot · $203.11RY PRICE$0.95$1.29$1.70$2.12$2.53$2.95$3.36$3.77$4.19$4.60$5.72$7.87$10.27$0.92$1.19$1.46$1.84$2.29$2.74$3.19$3.64$4.09$4.54$4.99$5.44$5.89
PutsFair0.98×
CallsFair1.03×
SkewBullish-5.76 pp
Implied moveBullish±$6.55
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ211.3328.4%4.5%196.4826.7%3.7%
25Δ209.4428.0%3.7%197.9425.8%3.1%
30Δ208.3427.6%3.4%199.3925.0%2.5%
35Δ207.2427.2%3.1%200.4924.2%2.2%
40Δ206.1426.8%2.7%201.3423.5%2.0%
45Δ205.0426.4%2.4%202.1822.7%1.8%
50Δ203.9526.0%2.1%203.0322.0%1.6%
55Δ202.8525.6%1.7%203.8721.3%1.4%
60Δ201.7525.2%1.4%204.7220.6%1.2%
65Δ200.6524.8%1.1%205.5619.8%1.0%
70Δ199.0826.7%0.8%206.4119.1%0.8%
75Δ196.8231.9%0.8%207.2518.4%0.6%
80Δ194.2837.2%0.7%208.0917.7%0.4%

20Δ

Calls
Pseudo strike
211.33
IV
28.4%
B/E move
4.5%
Puts
Pseudo strike
196.48
IV
26.7%
B/E move
3.7%

25Δ

Calls
Pseudo strike
209.44
IV
28.0%
B/E move
3.7%
Puts
Pseudo strike
197.94
IV
25.8%
B/E move
3.1%

30Δ

Calls
Pseudo strike
208.34
IV
27.6%
B/E move
3.4%
Puts
Pseudo strike
199.39
IV
25.0%
B/E move
2.5%

35Δ

Calls
Pseudo strike
207.24
IV
27.2%
B/E move
3.1%
Puts
Pseudo strike
200.49
IV
24.2%
B/E move
2.2%

40Δ

Calls
Pseudo strike
206.14
IV
26.8%
B/E move
2.7%
Puts
Pseudo strike
201.34
IV
23.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
205.04
IV
26.4%
B/E move
2.4%
Puts
Pseudo strike
202.18
IV
22.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
203.95
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
203.03
IV
22.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
202.85
IV
25.6%
B/E move
1.7%
Puts
Pseudo strike
203.87
IV
21.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
201.75
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
204.72
IV
20.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
200.65
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
205.56
IV
19.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
199.08
IV
26.7%
B/E move
0.8%
Puts
Pseudo strike
206.41
IV
19.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
196.82
IV
31.9%
B/E move
0.8%
Puts
Pseudo strike
207.25
IV
18.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
194.28
IV
37.2%
B/E move
0.7%
Puts
Pseudo strike
208.09
IV
17.7%
B/E move
0.4%

Options history

IV · four-Friday blend21.32%
Daily EOD
RY19.8%20.6%21.4%2026-10-19: 20.53%2026-10-20: 20.26%2026-10-21: 19.94%2026-10-22: 20.86%2026-10-23: 20.75%2026-10-26: 20.35%2026-10-27: 20.56%2026-10-28: 20.06%2026-10-29: 20.21%2026-10-30: 21.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.53%
20.26%
19.94%
20.86%
20.75%
20.35%
20.56%
20.06%
20.21%
21.32%