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Ryan Specialty Holdings, Inc. RYAN

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Market datapartial · fetched 2026-10-22T23:51:52.620Z

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 · 2026-10-22T23:00:00.002172751Z

FundamentalsAlpha Vantage · unavailable

Share price$44.49
1D+4.4%
AH$42.25$42.86$43.46$44.06$44.675:30 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.$1.15$2.47$3.79$5.11$6.43$34.11$38.91$43.72$48.52$53.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYAN spot · $44.49RYAN PRICE$1.29$1.57$1.87$2.22$2.52$2.78$3.29$4.08$4.61$4.94$5.45$1.30$1.68$1.90$2.37$2.65$2.88$3.42$3.83$4.71$6.05
PutsExpensive2.21×
CallsExpensive1.29×
SkewBearish+12.37 pp
Implied moveBearish±$5.94
TiltBullish5.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.6783.0%18.2%
25Δ39.2780.1%15.5%
30Δ49.3158.4%13.7%40.9871.2%12.1%
35Δ48.1958.1%11.8%42.1471.5%10.6%
40Δ47.1057.2%10.1%43.2966.5%8.7%
45Δ46.1457.3%8.7%44.3360.5%6.8%
50Δ45.1855.4%7.2%45.2861.2%5.9%
55Δ44.3052.4%5.8%46.2058.6%4.8%
60Δ43.4353.6%5.0%47.3561.6%4.2%
65Δ42.4358.5%4.6%48.8967.3%3.7%
70Δ41.5457.9%3.7%
75Δ40.7753.6%2.7%
80Δ39.9451.2%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.67
IV
83.0%
B/E move
18.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.27
IV
80.1%
B/E move
15.5%

30Δ

Calls
Pseudo strike
49.31
IV
58.4%
B/E move
13.7%
Puts
Pseudo strike
40.98
IV
71.2%
B/E move
12.1%

35Δ

Calls
Pseudo strike
48.19
IV
58.1%
B/E move
11.8%
Puts
Pseudo strike
42.14
IV
71.5%
B/E move
10.6%

40Δ

Calls
Pseudo strike
47.10
IV
57.2%
B/E move
10.1%
Puts
Pseudo strike
43.29
IV
66.5%
B/E move
8.7%

45Δ

Calls
Pseudo strike
46.14
IV
57.3%
B/E move
8.7%
Puts
Pseudo strike
44.33
IV
60.5%
B/E move
6.8%

50Δ

Calls
Pseudo strike
45.18
IV
55.4%
B/E move
7.2%
Puts
Pseudo strike
45.28
IV
61.2%
B/E move
5.9%

55Δ

Calls
Pseudo strike
44.30
IV
52.4%
B/E move
5.8%
Puts
Pseudo strike
46.20
IV
58.6%
B/E move
4.8%

60Δ

Calls
Pseudo strike
43.43
IV
53.6%
B/E move
5.0%
Puts
Pseudo strike
47.35
IV
61.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
42.43
IV
58.5%
B/E move
4.6%
Puts
Pseudo strike
48.89
IV
67.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
41.54
IV
57.9%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.77
IV
53.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
39.94
IV
51.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations