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RBC Bearings Incorporated RBC

INDUSTRIALS · TOOLS & ACCESSORIES
i

Market dataready · fetched 2026-11-04T03:19:16.970Z

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 · 2026-11-04T00:00:00.00194101Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T03:19:14.512496+00:00

Share price$496.04
1D+3.7%
AH$475$482$489$496$5035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBC
Sold putSold callAH

RBC Bearings Incorporated options

Live interpolated RBC call and put midpoint premiums by absolute delta.RBC Bearings Incorporated$2.43$11.19$19.95$28.71$37.47$427.60$457.09$486.58$516.07$545.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBC spot · $496.04RBC PRICE$3.38$4.46$5.74$7.02$8.54$10.06$11.90$13.98$16.07$18.86$21.67$25.20$29.13$4.22$5.58$6.98$8.63$10.29$12.25$14.26$16.64$19.32$22.24$25.73$29.70$34.94
PutsCheap0.60×
CallsCheap0.81×
SkewBearish+3.27 pp
Implied moveBearish±$26.16
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ524.9928.8%6.5%468.2934.0%6.4%
25Δ519.2228.7%5.6%474.3133.4%5.5%
30Δ514.5928.7%4.9%479.9333.0%4.7%
35Δ509.9628.8%4.2%484.6732.7%4.0%
40Δ505.8928.7%3.7%489.4032.3%3.4%
45Δ501.8328.6%3.2%493.7732.1%2.9%
50Δ497.8628.6%2.8%498.0831.8%2.5%
55Δ493.9628.9%2.4%502.4631.7%2.1%
60Δ490.0629.1%2.0%506.9031.7%1.7%
65Δ485.7829.3%1.7%511.4831.7%1.4%
70Δ481.5029.5%1.4%516.4231.6%1.1%
75Δ476.6429.7%1.2%521.7831.7%0.8%
80Δ471.4829.9%0.9%528.2132.1%0.6%

20Δ

Calls
Pseudo strike
524.99
IV
28.8%
B/E move
6.5%
Puts
Pseudo strike
468.29
IV
34.0%
B/E move
6.4%

25Δ

Calls
Pseudo strike
519.22
IV
28.7%
B/E move
5.6%
Puts
Pseudo strike
474.31
IV
33.4%
B/E move
5.5%

30Δ

Calls
Pseudo strike
514.59
IV
28.7%
B/E move
4.9%
Puts
Pseudo strike
479.93
IV
33.0%
B/E move
4.7%

35Δ

Calls
Pseudo strike
509.96
IV
28.8%
B/E move
4.2%
Puts
Pseudo strike
484.67
IV
32.7%
B/E move
4.0%

40Δ

Calls
Pseudo strike
505.89
IV
28.7%
B/E move
3.7%
Puts
Pseudo strike
489.40
IV
32.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
501.83
IV
28.6%
B/E move
3.2%
Puts
Pseudo strike
493.77
IV
32.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
497.86
IV
28.6%
B/E move
2.8%
Puts
Pseudo strike
498.08
IV
31.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
493.96
IV
28.9%
B/E move
2.4%
Puts
Pseudo strike
502.46
IV
31.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
490.06
IV
29.1%
B/E move
2.0%
Puts
Pseudo strike
506.90
IV
31.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
485.78
IV
29.3%
B/E move
1.7%
Puts
Pseudo strike
511.48
IV
31.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
481.50
IV
29.5%
B/E move
1.4%
Puts
Pseudo strike
516.42
IV
31.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
476.64
IV
29.7%
B/E move
1.2%
Puts
Pseudo strike
521.78
IV
31.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
471.48
IV
29.9%
B/E move
0.9%
Puts
Pseudo strike
528.21
IV
32.1%
B/E move
0.6%

Options history

IV · four-Friday blend30.30%
Daily EOD
RBC30.1%31.4%32.6%2026-10-19: 30.44%2026-10-20: 30.68%2026-10-21: 30.61%2026-10-22: 31.96%2026-10-23: 32.24%2026-10-26: 32.27%2026-10-27: 32.25%2026-10-28: 32.13%2026-10-29: 32.45%2026-10-30: 30.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.44%
30.68%
30.61%
31.96%
32.24%
32.27%
32.25%
32.13%
32.45%
30.30%