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Reinsurance Group of America, Incorporated RGA

FINANCIAL SERVICES · INSURANCE - REINSURANCE
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Market dataready · fetched 2026-11-04T03:55:56.551Z

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 · 2026-11-04T00:00:00.00162532Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:55:56.106710+00:00

Share price$264.70
1D-0.6%
AH$264$265$266$268$2695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGA
Sold putSold callAH

Reinsurance Group of America, Incorporated options

Live interpolated RGA call and put midpoint premiums by absolute delta.Reinsurance Group of America, Incorporated$1.68$7.36$13.04$18.72$24.40$237.54$250.96$264.38$277.80$291.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGA spot · $264.70RGA PRICE$2.29$2.96$3.86$4.78$5.70$6.87$8.26$9.64$11.03$13.16$15.51$17.86$21.57$2.74$3.57$4.66$5.76$6.88$8.19$9.50$10.80$12.48$14.42$16.37$18.70$22.76
PutsExpensive1.97×
CallsExpensive1.65×
SkewBearish+1.12 pp
Implied moveBearish±$17.75
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ285.0437.0%8.5%246.5241.4%7.9%
25Δ280.4236.1%7.1%251.1939.5%6.5%
30Δ277.3236.1%6.2%254.2739.7%5.7%
35Δ274.3736.2%5.5%257.3539.9%5.0%
40Δ271.4336.2%4.7%260.3940.0%4.2%
45Δ268.6236.5%4.1%263.2039.4%3.7%
50Δ265.9536.9%3.6%266.0138.8%3.1%
55Δ263.2837.3%3.1%268.8238.2%2.5%
60Δ260.6137.7%2.6%271.7137.8%2.1%
65Δ257.4738.4%2.2%274.6637.4%1.7%
70Δ254.1839.3%1.9%277.6037.0%1.3%
75Δ250.9040.2%1.5%280.8737.0%1.0%
80Δ246.3741.8%1.2%285.6338.0%0.7%

20Δ

Calls
Pseudo strike
285.04
IV
37.0%
B/E move
8.5%
Puts
Pseudo strike
246.52
IV
41.4%
B/E move
7.9%

25Δ

Calls
Pseudo strike
280.42
IV
36.1%
B/E move
7.1%
Puts
Pseudo strike
251.19
IV
39.5%
B/E move
6.5%

30Δ

Calls
Pseudo strike
277.32
IV
36.1%
B/E move
6.2%
Puts
Pseudo strike
254.27
IV
39.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
274.37
IV
36.2%
B/E move
5.5%
Puts
Pseudo strike
257.35
IV
39.9%
B/E move
5.0%

40Δ

Calls
Pseudo strike
271.43
IV
36.2%
B/E move
4.7%
Puts
Pseudo strike
260.39
IV
40.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
268.62
IV
36.5%
B/E move
4.1%
Puts
Pseudo strike
263.20
IV
39.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
265.95
IV
36.9%
B/E move
3.6%
Puts
Pseudo strike
266.01
IV
38.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
263.28
IV
37.3%
B/E move
3.1%
Puts
Pseudo strike
268.82
IV
38.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
260.61
IV
37.7%
B/E move
2.6%
Puts
Pseudo strike
271.71
IV
37.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
257.47
IV
38.4%
B/E move
2.2%
Puts
Pseudo strike
274.66
IV
37.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
254.18
IV
39.3%
B/E move
1.9%
Puts
Pseudo strike
277.60
IV
37.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
250.90
IV
40.2%
B/E move
1.5%
Puts
Pseudo strike
280.87
IV
37.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
246.37
IV
41.8%
B/E move
1.2%
Puts
Pseudo strike
285.63
IV
38.0%
B/E move
0.7%

Options history

IV · four-Friday blend27.42%
Daily EOD
RGA24.2%25.9%27.7%2026-10-19: 24.56%2026-10-20: 24.46%2026-10-21: 24.51%2026-10-22: 24.76%2026-10-23: 25.95%2026-10-26: 26.53%2026-10-27: 27.02%2026-10-28: 26.84%2026-10-29: 26.84%2026-10-30: 27.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.56%
24.46%
24.51%
24.76%
25.95%
26.53%
27.02%
26.84%
26.84%
27.42%