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RGC Resources Inc. Common Stock RGCO

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Market dataready · fetched 2026-11-04T06:35:01.967Z

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 · 2026-11-03T21:00:00.477333741Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T06:35:01.525234+00:00

Share price$22.56
1D-2.1%
AH$22.51$22.68$22.85$23.03$23.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGCO
Sold putSold callAH

RGC Resources Inc. Common Stock options

Live interpolated RGCO call and put midpoint premiums by absolute delta.RGC Resources Inc. Common Stock$0.09$1.91$3.73$5.55$7.37$14.06$17.27$20.48$23.69$26.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RGCO spot · $22.56RGCO PRICE$0.28$0.43$0.58$0.73$0.88$1.03$1.18$1.35$1.62$1.89$2.15$2.42$2.69$2.45$2.45$2.45$2.47$2.49$2.52$2.61$2.69$2.78$2.86$2.95$4.56$6.84
PutsExpensive2.59×
CallsCheap0.94×
SkewBearish+90.18 pp
Implied moveBearish±$3.79
TiltBearish39.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8148.8%11.2%16.00320.4%39.9%
25Δ24.4751.4%10.4%18.08256.0%30.7%
30Δ24.1354.0%9.5%19.72208.9%23.4%
35Δ23.7956.6%8.7%20.81180.0%18.7%
40Δ23.4559.2%7.9%21.78154.8%14.5%
45Δ23.1161.8%7.0%22.61133.2%10.9%
50Δ22.7764.4%6.2%23.06122.2%9.3%
55Δ22.4266.5%5.4%23.51111.1%7.7%
60Δ21.9966.1%4.7%23.96100.1%6.1%
65Δ21.5765.7%4.0%24.4189.0%4.5%
70Δ21.1565.3%3.3%24.8678.0%2.9%
75Δ20.7264.8%2.6%26.6191.6%2.3%
80Δ20.3064.4%1.9%28.92116.1%2.1%

20Δ

Calls
Pseudo strike
24.81
IV
48.8%
B/E move
11.2%
Puts
Pseudo strike
16.00
IV
320.4%
B/E move
39.9%

25Δ

Calls
Pseudo strike
24.47
IV
51.4%
B/E move
10.4%
Puts
Pseudo strike
18.08
IV
256.0%
B/E move
30.7%

30Δ

Calls
Pseudo strike
24.13
IV
54.0%
B/E move
9.5%
Puts
Pseudo strike
19.72
IV
208.9%
B/E move
23.4%

35Δ

Calls
Pseudo strike
23.79
IV
56.6%
B/E move
8.7%
Puts
Pseudo strike
20.81
IV
180.0%
B/E move
18.7%

40Δ

Calls
Pseudo strike
23.45
IV
59.2%
B/E move
7.9%
Puts
Pseudo strike
21.78
IV
154.8%
B/E move
14.5%

45Δ

Calls
Pseudo strike
23.11
IV
61.8%
B/E move
7.0%
Puts
Pseudo strike
22.61
IV
133.2%
B/E move
10.9%

50Δ

Calls
Pseudo strike
22.77
IV
64.4%
B/E move
6.2%
Puts
Pseudo strike
23.06
IV
122.2%
B/E move
9.3%

55Δ

Calls
Pseudo strike
22.42
IV
66.5%
B/E move
5.4%
Puts
Pseudo strike
23.51
IV
111.1%
B/E move
7.7%

60Δ

Calls
Pseudo strike
21.99
IV
66.1%
B/E move
4.7%
Puts
Pseudo strike
23.96
IV
100.1%
B/E move
6.1%

65Δ

Calls
Pseudo strike
21.57
IV
65.7%
B/E move
4.0%
Puts
Pseudo strike
24.41
IV
89.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
21.15
IV
65.3%
B/E move
3.3%
Puts
Pseudo strike
24.86
IV
78.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
20.72
IV
64.8%
B/E move
2.6%
Puts
Pseudo strike
26.61
IV
91.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
20.30
IV
64.4%
B/E move
1.9%
Puts
Pseudo strike
28.92
IV
116.1%
B/E move
2.1%

Options history

IV · four-Friday blend56.26%
Daily EOD
RGCO51.0%54.3%57.7%2026-10-19: 51.58%2026-10-20: 51.44%2026-10-21: 55.42%2026-10-22: 52.71%2026-10-23: 54.84%2026-10-26: 56.76%2026-10-27: 56.86%2026-10-28: 57.23%2026-10-29: 53.64%2026-10-30: 56.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.58%
51.44%
55.42%
52.71%
54.84%
56.76%
56.86%
57.23%
53.64%
56.26%