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Royal Bank of Canada RY

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-22T23:26:59.968Z

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 · 2026-10-22T23:00:00.001554761Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T23:20:10.698399+00:00

Share price$202.06
1D+0.8%
AH$200.17$200.75$201.34$201.92$202.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRY
Sold putSold callAH

Royal Bank of Canada options

Live interpolated RY call and put midpoint premiums by absolute delta.Royal Bank of Canada$0.80$5.69$10.58$15.48$20.37$185.39$192.93$200.48$208.03$215.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RY spot · $202.06RY PRICE$1.33$1.52$2.02$2.54$3.07$3.59$4.11$4.63$5.16$5.94$6.87$7.80$8.74$1.54$1.97$2.65$3.38$4.11$4.99$5.90$6.82$7.73$8.64$9.55$14.15$18.96
PutsExpensive1.12×
CallsFair0.96×
SkewBearish+6.27 pp
Implied moveBearish±$10.02
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.2324.1%8.2%191.9823.3%5.7%
25Δ210.3618.5%4.9%194.5422.5%4.7%
30Δ208.7018.0%4.3%196.3722.9%4.1%
35Δ207.3417.9%3.9%198.0323.5%3.7%
40Δ205.9717.7%3.5%199.6924.2%3.2%
45Δ204.6017.6%3.0%201.3924.0%2.8%
50Δ203.2417.4%2.6%203.0923.7%2.4%
55Δ201.8717.3%2.2%204.8023.4%2.0%
60Δ200.5017.2%1.8%206.5023.0%1.6%
65Δ199.1317.0%1.5%208.2122.7%1.2%
70Δ197.7616.9%1.3%209.9122.3%0.8%
75Δ196.3916.8%1.1%214.7427.1%0.7%
80Δ195.0216.7%0.8%219.7532.2%0.6%

20Δ

Calls
Pseudo strike
217.23
IV
24.1%
B/E move
8.2%
Puts
Pseudo strike
191.98
IV
23.3%
B/E move
5.7%

25Δ

Calls
Pseudo strike
210.36
IV
18.5%
B/E move
4.9%
Puts
Pseudo strike
194.54
IV
22.5%
B/E move
4.7%

30Δ

Calls
Pseudo strike
208.70
IV
18.0%
B/E move
4.3%
Puts
Pseudo strike
196.37
IV
22.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
207.34
IV
17.9%
B/E move
3.9%
Puts
Pseudo strike
198.03
IV
23.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
205.97
IV
17.7%
B/E move
3.5%
Puts
Pseudo strike
199.69
IV
24.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
204.60
IV
17.6%
B/E move
3.0%
Puts
Pseudo strike
201.39
IV
24.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
203.24
IV
17.4%
B/E move
2.6%
Puts
Pseudo strike
203.09
IV
23.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
201.87
IV
17.3%
B/E move
2.2%
Puts
Pseudo strike
204.80
IV
23.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
200.50
IV
17.2%
B/E move
1.8%
Puts
Pseudo strike
206.50
IV
23.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
199.13
IV
17.0%
B/E move
1.5%
Puts
Pseudo strike
208.21
IV
22.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
197.76
IV
16.9%
B/E move
1.3%
Puts
Pseudo strike
209.91
IV
22.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
196.39
IV
16.8%
B/E move
1.1%
Puts
Pseudo strike
214.74
IV
27.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
195.02
IV
16.7%
B/E move
0.8%
Puts
Pseudo strike
219.75
IV
32.2%
B/E move
0.6%

Options history

No recorded observations