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Regal Rexnord Corporation RRX

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Market dataready · fetched 2026-11-04T04:39:57.139Z

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 · 2026-11-04T00:23:36.92913245Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T04:39:56.711198+00:00

Share price$178.87
1D+5.9%
AH$169$172$175$178$1825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRRX
Sold putSold callAH

Regal Rexnord Corporation options

Live interpolated RRX call and put midpoint premiums by absolute delta.Regal Rexnord Corporation$1.63$6.63$11.63$16.64$21.64$136.00$156.31$176.62$196.93$217.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RRX spot · $178.87RRX PRICE$2.17$2.85$3.45$4.31$5.24$6.32$7.42$8.83$10.29$12.42$14.55$16.54$20.20$2.63$3.39$4.19$5.05$6.00$7.46$8.84$9.79$10.73$12.59$14.48$16.43$18.52
PutsCheap0.92×
CallsCheap0.67×
SkewBullish-2.38 pp
Implied moveBearish±$16.26
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ198.6252.8%12.3%162.5857.3%10.6%
25Δ194.6652.4%10.4%166.4255.3%8.9%
30Δ190.6949.6%8.5%169.7653.6%7.4%
35Δ187.8849.7%7.4%172.5952.0%6.3%
40Δ185.3150.5%6.5%175.3550.9%5.3%
45Δ182.8151.0%5.7%177.8752.5%4.7%
50Δ180.3151.5%4.9%180.3553.3%4.1%
55Δ177.7552.4%4.3%182.6550.7%3.4%
60Δ175.1953.4%3.7%184.9448.0%2.6%
65Δ172.2055.8%3.2%187.6348.2%2.1%
70Δ169.1757.5%2.7%190.3248.3%1.7%
75Δ166.1556.9%2.1%193.0247.2%1.3%
80Δ161.7460.7%1.7%195.8345.9%0.9%

20Δ

Calls
Pseudo strike
198.62
IV
52.8%
B/E move
12.3%
Puts
Pseudo strike
162.58
IV
57.3%
B/E move
10.6%

25Δ

Calls
Pseudo strike
194.66
IV
52.4%
B/E move
10.4%
Puts
Pseudo strike
166.42
IV
55.3%
B/E move
8.9%

30Δ

Calls
Pseudo strike
190.69
IV
49.6%
B/E move
8.5%
Puts
Pseudo strike
169.76
IV
53.6%
B/E move
7.4%

35Δ

Calls
Pseudo strike
187.88
IV
49.7%
B/E move
7.4%
Puts
Pseudo strike
172.59
IV
52.0%
B/E move
6.3%

40Δ

Calls
Pseudo strike
185.31
IV
50.5%
B/E move
6.5%
Puts
Pseudo strike
175.35
IV
50.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
182.81
IV
51.0%
B/E move
5.7%
Puts
Pseudo strike
177.87
IV
52.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
180.31
IV
51.5%
B/E move
4.9%
Puts
Pseudo strike
180.35
IV
53.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
177.75
IV
52.4%
B/E move
4.3%
Puts
Pseudo strike
182.65
IV
50.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
175.19
IV
53.4%
B/E move
3.7%
Puts
Pseudo strike
184.94
IV
48.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
172.20
IV
55.8%
B/E move
3.2%
Puts
Pseudo strike
187.63
IV
48.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
169.17
IV
57.5%
B/E move
2.7%
Puts
Pseudo strike
190.32
IV
48.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
166.15
IV
56.9%
B/E move
2.1%
Puts
Pseudo strike
193.02
IV
47.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
161.74
IV
60.7%
B/E move
1.7%
Puts
Pseudo strike
195.83
IV
45.9%
B/E move
0.9%

Options history

IV · four-Friday blend58.50%
Daily EOD
RRX46.7%53.1%59.4%2026-10-19: 47.60%2026-10-20: 48.90%2026-10-21: 53.45%2026-10-22: 56.18%2026-10-23: 56.47%2026-10-26: 55.91%2026-10-27: 55.30%2026-10-28: 55.57%2026-10-29: 55.63%2026-10-30: 58.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.60%
48.90%
53.45%
56.18%
56.47%
55.91%
55.30%
55.57%
55.63%
58.50%