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REGIONAL MANAGEMENT CORP RM

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-04T04:04:23.465Z

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 · 2026-11-04T00:00:00.002911734Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T04:04:22.231402+00:00

Share price$38.78
1D+1.3%
AH$38.19$38.49$38.80$39.11$39.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRM
Sold putSold callAH

REGIONAL MANAGEMENT CORP options

Live interpolated RM call and put midpoint premiums by absolute delta.REGIONAL MANAGEMENT CORP$0.89$1.87$2.84$3.82$4.80$30.79$34.85$38.92$42.98$47.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RM spot · $38.78RM PRICE$1.00$1.43$1.87$2.30$2.74$3.18$3.61$4.05$4.52$2.20$2.27$2.35$2.59$2.83$3.07$3.31
Puts——
Calls——
Skew——
Implied moveBearish±$5.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.90192.6%28.6%
25Δ32.44159.9%22.2%
30Δ34.93128.0%16.0%
35Δ36.07117.9%13.6%
40Δ39.7640.1%5.1%37.18108.3%11.4%
45Δ39.1742.9%4.7%38.2898.8%9.2%
50Δ38.5745.8%4.3%39.3889.3%7.0%
55Δ37.9748.6%3.9%
60Δ37.3851.5%3.4%
65Δ36.7854.3%3.0%
70Δ36.1857.2%2.6%
75Δ35.5860.0%2.2%
80Δ34.9663.0%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.90
IV
192.6%
B/E move
28.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.44
IV
159.9%
B/E move
22.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.93
IV
128.0%
B/E move
16.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.07
IV
117.9%
B/E move
13.6%

40Δ

Calls
Pseudo strike
39.76
IV
40.1%
B/E move
5.1%
Puts
Pseudo strike
37.18
IV
108.3%
B/E move
11.4%

45Δ

Calls
Pseudo strike
39.17
IV
42.9%
B/E move
4.7%
Puts
Pseudo strike
38.28
IV
98.8%
B/E move
9.2%

50Δ

Calls
Pseudo strike
38.57
IV
45.8%
B/E move
4.3%
Puts
Pseudo strike
39.38
IV
89.3%
B/E move
7.0%

55Δ

Calls
Pseudo strike
37.97
IV
48.6%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.38
IV
51.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.78
IV
54.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
36.18
IV
57.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.58
IV
60.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.96
IV
63.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend79.32%
Daily EOD
RM53.1%67.2%81.3%2026-10-19: 55.09%2026-10-20: 59.08%2026-10-21: 61.16%2026-10-22: 63.09%2026-10-23: 65.66%2026-10-26: 68.26%2026-10-27: 68.15%2026-10-28: 65.98%2026-10-29: 79.32%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
55.09%
59.08%
61.16%
63.09%
65.66%
68.26%
68.15%
65.98%
79.32%