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Regions Financial Corp. RF

i

Market datapartial · fetched 2026-11-03T14:42:19.257Z

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 · 2026-11-03T14:42:07.533500204Z

FundamentalsAlpha Vantage · unavailable

Share price$28.68
1D-0.3%
$28.68$28.71$28.74$28.77$28.805:30 AM6:30 AM9:00 AM1:00 PMRF
Sold putSold call

Regions Financial Corp. options

Live interpolated RF call and put midpoint premiums by absolute delta.Regions Financial Corp.$0.12$0.67$1.23$1.78$2.33$26.48$27.61$28.74$29.87$31.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RF spot · $28.68RF PRICE$0.18$0.24$0.32$0.41$0.49$0.57$0.70$0.84$0.97$1.10$1.39$1.75$2.17$0.21$0.27$0.33$0.40$0.49$0.57$0.65$0.73$0.84$0.96$1.07$1.19$1.30
PutsCheap0.88×
CallsFair0.98×
SkewBullish-4.81 pp
Implied moveBullish±$1.36
TiltBullish10.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2326.2%6.0%27.2828.5%5.6%
25Δ29.8925.8%5.1%27.5927.7%4.7%
30Δ29.6726.4%4.6%27.9027.0%3.9%
35Δ29.4527.0%4.1%28.1426.4%3.3%
40Δ29.2327.6%3.6%28.3425.9%2.9%
45Δ29.0128.2%3.1%28.5525.5%2.4%
50Δ28.7828.6%2.8%28.7625.0%2.0%
55Δ28.5429.0%2.4%28.9624.6%1.6%
60Δ28.3129.3%2.1%29.1523.8%1.3%
65Δ28.0829.7%1.8%29.3323.1%1.1%
70Δ27.7332.1%1.5%29.5122.3%0.8%
75Δ27.3135.5%1.3%29.7021.5%0.6%
80Δ26.8339.1%1.1%29.8820.8%0.3%

20Δ

Calls
Pseudo strike
30.23
IV
26.2%
B/E move
6.0%
Puts
Pseudo strike
27.28
IV
28.5%
B/E move
5.6%

25Δ

Calls
Pseudo strike
29.89
IV
25.8%
B/E move
5.1%
Puts
Pseudo strike
27.59
IV
27.7%
B/E move
4.7%

30Δ

Calls
Pseudo strike
29.67
IV
26.4%
B/E move
4.6%
Puts
Pseudo strike
27.90
IV
27.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
29.45
IV
27.0%
B/E move
4.1%
Puts
Pseudo strike
28.14
IV
26.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
29.23
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
28.34
IV
25.9%
B/E move
2.9%

45Δ

Calls
Pseudo strike
29.01
IV
28.2%
B/E move
3.1%
Puts
Pseudo strike
28.55
IV
25.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
28.78
IV
28.6%
B/E move
2.8%
Puts
Pseudo strike
28.76
IV
25.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
28.54
IV
29.0%
B/E move
2.4%
Puts
Pseudo strike
28.96
IV
24.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
28.31
IV
29.3%
B/E move
2.1%
Puts
Pseudo strike
29.15
IV
23.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
28.08
IV
29.7%
B/E move
1.8%
Puts
Pseudo strike
29.33
IV
23.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
27.73
IV
32.1%
B/E move
1.5%
Puts
Pseudo strike
29.51
IV
22.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
27.31
IV
35.5%
B/E move
1.3%
Puts
Pseudo strike
29.70
IV
21.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
26.83
IV
39.1%
B/E move
1.1%
Puts
Pseudo strike
29.88
IV
20.8%
B/E move
0.3%

Options history

IV · four-Friday blend22.79%
Daily close
RF20.2%31.5%42.8%2026-08-05: 24.76%2026-08-06: 23.48%2026-08-07: 24.12%2026-08-10: 23.98%2026-08-11: 24.51%2026-08-12: 23.53%2026-08-13: 23.18%2026-08-14: 23.15%2026-08-17: 23.01%2026-08-18: 23.98%2026-08-19: 26.93%2026-08-21: 21.76%2026-08-24: 23.97%2026-08-25: 24.53%2026-08-26: 22.79%2026-08-27: 23.90%2026-08-28: 23.86%2026-08-31: 24.75%2026-09-01: 25.13%2026-09-02: 24.01%2026-09-03: 23.63%2026-09-04: 23.86%2026-09-08: 24.92%2026-09-09: 25.03%2026-09-10: 24.34%2026-09-11: 25.73%2026-09-14: 25.72%2026-09-15: 28.08%2026-09-18: 26.45%2026-09-21: 25.88%2026-09-22: 27.14%2026-09-23: 26.27%2026-09-24: 27.79%2026-09-25: 26.80%2026-09-28: 28.14%2026-09-29: 30.38%2026-09-30: 30.70%2026-10-01: 31.07%2026-10-02: 31.10%2026-10-05: 31.23%2026-10-06: 32.24%2026-10-07: 31.60%2026-10-08: 31.74%2026-10-09: 30.16%2026-10-12: 33.46%2026-10-13: 33.95%2026-10-14: 35.48%2026-10-15: 41.25%2026-10-16: 24.79%2026-10-19: 24.73%2026-10-20: 24.34%2026-10-21: 24.04%2026-10-22: 24.15%2026-10-23: 24.71%2026-10-26: 23.12%2026-10-27: 23.27%2026-10-28: 23.35%2026-10-29: 22.73%2026-10-30: 22.79%Aug 5Sep 21Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
24.76%
23.48%
24.12%
23.98%
24.51%
23.53%
23.18%
23.15%
23.01%
23.98%
26.93%
21.76%
23.97%
24.53%
22.79%
23.90%
23.86%
24.75%
25.13%
24.01%
23.63%
23.86%
24.92%
25.03%
24.34%
25.73%
25.72%
28.08%
26.45%
25.88%
27.14%
26.27%
27.79%
26.80%
28.14%
30.38%
30.70%
31.07%
31.10%
31.23%
32.24%
31.60%
31.74%
30.16%
33.46%
33.95%
35.48%
41.25%
24.79%
24.73%
24.34%
24.04%
24.15%
24.71%
23.12%
23.27%
23.35%
22.73%
22.79%