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Ryan Specialty Holdings, Inc. RYAN

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Market datapartial · fetched 2026-10-23T15:46:04.065Z

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 · 2026-10-23T15:46:03.564666603Z

FundamentalsAlpha Vantage · unavailable

Share price$43.61
1D-1.2%
$43.48$43.72$43.96$44.20$44.445:30 AM6:30 AM9:00 AM1:00 PMRYAN
Sold putSold call

Ryan Specialty Holdings, Inc. options

Live interpolated RYAN call and put midpoint premiums by absolute delta.Ryan Specialty Holdings, Inc.$1.23$2.88$4.53$6.18$7.83$33.74$38.76$43.78$48.80$53.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RYAN spot · $43.61RYAN PRICE$1.41$1.63$1.77$2.02$2.15$2.69$3.12$3.76$4.26$4.82$5.92$7.36$1.44$1.73$1.98$2.23$2.54$2.66$2.99$3.09$4.25$4.78$5.36$6.72
PutsExpensive2.15×
CallsExpensive1.60×
SkewBullish-2.79 pp
Implied moveBearish±$5.68
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.3693.7%19.9%
25Δ53.4588.4%25.8%38.3485.0%16.0%
30Δ50.3379.2%19.1%40.0376.5%12.7%
35Δ47.9368.7%14.0%41.3869.7%10.2%
40Δ46.5965.0%11.5%42.4266.4%8.5%
45Δ45.2457.8%8.7%43.4358.6%6.5%
50Δ44.3561.5%7.9%44.2456.2%5.4%
55Δ43.4662.0%6.8%44.9350.2%4.1%
60Δ42.4564.7%6.0%46.1658.2%3.9%
65Δ41.5364.3%5.0%47.0556.7%3.1%
70Δ40.5063.2%3.9%47.9455.1%2.4%
75Δ39.1768.6%3.4%49.5058.9%1.9%
80Δ37.4975.3%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.36
IV
93.7%
B/E move
19.9%

25Δ

Calls
Pseudo strike
53.45
IV
88.4%
B/E move
25.8%
Puts
Pseudo strike
38.34
IV
85.0%
B/E move
16.0%

30Δ

Calls
Pseudo strike
50.33
IV
79.2%
B/E move
19.1%
Puts
Pseudo strike
40.03
IV
76.5%
B/E move
12.7%

35Δ

Calls
Pseudo strike
47.93
IV
68.7%
B/E move
14.0%
Puts
Pseudo strike
41.38
IV
69.7%
B/E move
10.2%

40Δ

Calls
Pseudo strike
46.59
IV
65.0%
B/E move
11.5%
Puts
Pseudo strike
42.42
IV
66.4%
B/E move
8.5%

45Δ

Calls
Pseudo strike
45.24
IV
57.8%
B/E move
8.7%
Puts
Pseudo strike
43.43
IV
58.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
44.35
IV
61.5%
B/E move
7.9%
Puts
Pseudo strike
44.24
IV
56.2%
B/E move
5.4%

55Δ

Calls
Pseudo strike
43.46
IV
62.0%
B/E move
6.8%
Puts
Pseudo strike
44.93
IV
50.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
42.45
IV
64.7%
B/E move
6.0%
Puts
Pseudo strike
46.16
IV
58.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
41.53
IV
64.3%
B/E move
5.0%
Puts
Pseudo strike
47.05
IV
56.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
40.50
IV
63.2%
B/E move
3.9%
Puts
Pseudo strike
47.94
IV
55.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
39.17
IV
68.6%
B/E move
3.4%
Puts
Pseudo strike
49.50
IV
58.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
37.49
IV
75.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations