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REGENXBIO Inc. Common Stock RGNX

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Market dataready · fetched 2026-11-07T08:06:51.217Z

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 · 2026-11-06T21:00:24.096047262Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T08:06:50.732244+00:00

Share price$7.62
1D+3.0%
AH$7.21$7.39$7.56$7.73$7.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRGNX
Sold putSold callAH

REGENXBIO Inc. Common Stock options

Live interpolated RGNX call and put midpoint premiums by absolute delta.REGENXBIO Inc. Common Stock$2.39$2.91$3.43$3.94$4.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICERGNX PRICE$2.45$2.45$2.51$2.46$2.48$2.49$2.53$2.57$2.62$2.66$4.31
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ8.15370.1%25.3%
45Δ8.51332.4%20.8%
50Δ8.87294.8%16.4%
55Δ9.14265.5%13.2%
60Δ9.37241.2%10.9%
65Δ9.59216.8%8.5%
70Δ6.83370.3%21.8%9.81192.5%6.2%
75Δ6.15305.5%12.9%
80Δ5.78262.1%8.7%11.66209.7%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.15
IV
370.1%
B/E move
25.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.51
IV
332.4%
B/E move
20.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.87
IV
294.8%
B/E move
16.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.14
IV
265.5%
B/E move
13.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.37
IV
241.2%
B/E move
10.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.59
IV
216.8%
B/E move
8.5%

70Δ

Calls
Pseudo strike
6.83
IV
370.3%
B/E move
21.8%
Puts
Pseudo strike
9.81
IV
192.5%
B/E move
6.2%

75Δ

Calls
Pseudo strike
6.15
IV
305.5%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.78
IV
262.1%
B/E move
8.7%
Puts
Pseudo strike
11.66
IV
209.7%
B/E move
3.6%

Options history

IV · four-Friday blend194.28%
Daily EOD
RGNX192.3%202.2%212.1%2026-10-19: 193.64%2026-10-23: 210.70%2026-10-26: 194.28%Oct 19Oct 23Oct 26
3 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
193.64%
210.70%
194.28%