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Ryan Specialty Holdings, Inc. RYAN

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Market dataready · fetched 2026-11-13T02:09:23.553Z

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 · 2026-11-13T00:00:00.003119328Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:09:23.001767+00:00

Share price$46.15
1D-1.6%
AH$46.07$46.33$46.59$46.84$47.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRYAN
Sold putSold callAH

Ryan Specialty Holdings, Inc. options

Live interpolated RYAN call and put midpoint premiums by absolute delta.Ryan Specialty Holdings, Inc.$0.63$1.76$2.90$4.04$5.17$42.37$44.96$47.55$50.13$52.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RYAN spot · $46.15RYAN PRICE$0.75$0.96$1.17$1.38$1.56$1.68$1.91$2.17$2.45$2.71$2.97$3.91$4.84$0.82$1.13$1.33$1.44$1.57$1.74$1.94$2.14$2.33$2.53$2.70$2.88
Puts——
CallsExpensive2.55×
Skew——
Implied moveBullish±$3.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.65106.7%17.9%
25Δ52.03102.4%14.8%43.1076.9%8.4%
30Δ50.4198.1%11.8%43.7181.6%7.7%
35Δ49.1493.2%9.5%44.4579.0%6.6%
40Δ48.1086.1%7.6%45.2270.9%5.2%
45Δ47.1977.5%5.9%45.8364.8%4.1%
50Δ46.4874.7%4.9%46.3660.9%3.3%
55Δ45.8473.2%4.0%46.8557.8%2.7%
60Δ45.2371.2%3.3%47.2954.8%2.2%
65Δ44.6668.5%2.6%47.7052.0%1.7%
70Δ44.1265.2%2.0%48.0948.9%1.3%
75Δ43.0975.7%1.8%48.4245.3%0.9%
80Δ42.0182.1%1.5%48.7441.8%0.6%

20Δ

Calls
Pseudo strike
53.65
IV
106.7%
B/E move
17.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.03
IV
102.4%
B/E move
14.8%
Puts
Pseudo strike
43.10
IV
76.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
50.41
IV
98.1%
B/E move
11.8%
Puts
Pseudo strike
43.71
IV
81.6%
B/E move
7.7%

35Δ

Calls
Pseudo strike
49.14
IV
93.2%
B/E move
9.5%
Puts
Pseudo strike
44.45
IV
79.0%
B/E move
6.6%

40Δ

Calls
Pseudo strike
48.10
IV
86.1%
B/E move
7.6%
Puts
Pseudo strike
45.22
IV
70.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
47.19
IV
77.5%
B/E move
5.9%
Puts
Pseudo strike
45.83
IV
64.8%
B/E move
4.1%

50Δ

Calls
Pseudo strike
46.48
IV
74.7%
B/E move
4.9%
Puts
Pseudo strike
46.36
IV
60.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
45.84
IV
73.2%
B/E move
4.0%
Puts
Pseudo strike
46.85
IV
57.8%
B/E move
2.7%

60Δ

Calls
Pseudo strike
45.23
IV
71.2%
B/E move
3.3%
Puts
Pseudo strike
47.29
IV
54.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
44.66
IV
68.5%
B/E move
2.6%
Puts
Pseudo strike
47.70
IV
52.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
44.12
IV
65.2%
B/E move
2.0%
Puts
Pseudo strike
48.09
IV
48.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
43.09
IV
75.7%
B/E move
1.8%
Puts
Pseudo strike
48.42
IV
45.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
42.01
IV
82.1%
B/E move
1.5%
Puts
Pseudo strike
48.74
IV
41.8%
B/E move
0.6%

Options history

IV · four-Friday blend49.52%
Daily EOD
RYAN49.1%51.3%53.6%2026-10-19: 50.24%2026-10-20: 50.94%2026-10-21: 49.51%2026-10-22: 49.42%2026-10-23: 50.88%2026-10-26: 50.17%2026-10-27: 52.38%2026-10-28: 53.25%2026-10-29: 51.86%2026-10-30: 49.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.24%
50.94%
49.51%
49.42%
50.88%
50.17%
52.38%
53.25%
51.86%
49.52%