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Regencell Bioscience Holdings Limited Ordinary Shares RGC

i

Market datapartial · fetched 2026-11-04T04:21:28.619Z

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 · 2026-11-03T22:35:52.167276548Z

FundamentalsAlpha Vantage · unavailable

Share price$6.21
1D-4.5%
AH$6.10$6.27$6.44$6.61$6.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGC
Sold putSold callAH

Regencell Bioscience Holdings Limited Ordinary Shares options

Live interpolated RGC call and put midpoint premiums by absolute delta.Regencell Bioscience Holdings Limited Ordinary Shares$0.29$1.22$2.14$3.07$4.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERGC PRICE$1.70$1.95$2.20$2.45$0.39$0.77$1.15$1.53$1.91$2.29$2.58$2.77$2.97$3.16$3.35$3.54$3.73
PutsExpensive1.33×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.23141.7%22.0%
25Δ5.64172.0%21.6%
30Δ6.05202.3%21.1%
35Δ6.46232.6%20.7%
40Δ6.86262.9%20.2%
45Δ7.27293.2%19.7%
50Δ7.65302.4%18.5%
55Δ7.98284.9%16.1%
60Δ5.91298.3%22.5%8.32267.5%13.8%
65Δ5.61326.4%21.6%8.65250.0%11.5%
70Δ5.31354.6%20.8%8.99232.5%9.2%
75Δ5.00382.7%20.0%9.32215.0%6.9%
80Δ9.65197.6%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.23
IV
141.7%
B/E move
22.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.64
IV
172.0%
B/E move
21.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.05
IV
202.3%
B/E move
21.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.46
IV
232.6%
B/E move
20.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.86
IV
262.9%
B/E move
20.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.27
IV
293.2%
B/E move
19.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.65
IV
302.4%
B/E move
18.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.98
IV
284.9%
B/E move
16.1%

60Δ

Calls
Pseudo strike
5.91
IV
298.3%
B/E move
22.5%
Puts
Pseudo strike
8.32
IV
267.5%
B/E move
13.8%

65Δ

Calls
Pseudo strike
5.61
IV
326.4%
B/E move
21.6%
Puts
Pseudo strike
8.65
IV
250.0%
B/E move
11.5%

70Δ

Calls
Pseudo strike
5.31
IV
354.6%
B/E move
20.8%
Puts
Pseudo strike
8.99
IV
232.5%
B/E move
9.2%

75Δ

Calls
Pseudo strike
5.00
IV
382.7%
B/E move
20.0%
Puts
Pseudo strike
9.32
IV
215.0%
B/E move
6.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.65
IV
197.6%
B/E move
4.6%

Options history

IV · four-Friday blend215.73%
Daily EOD
RGC191.9%204.7%217.5%2026-10-22: 193.68%2026-10-26: 215.73%Oct 22Oct 26
2 observations2026-10-22 — 2026-10-26
Table
DateIV (%)
193.68%
215.73%