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Royal Bank of Canada RY

i

Market datapartial · fetched 2026-11-07T05:55:55.806Z

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 · 2026-11-07T00:00:00.001544041Z

FundamentalsAlpha Vantage · unavailable

Share price$201.16
1D-0.4%
AH$200.58$201.39$202.20$203.01$203.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRY
Sold putSold callAH

Royal Bank of Canada options

Live interpolated RY call and put midpoint premiums by absolute delta.Royal Bank of Canada$0.78$3.08$5.39$7.69$9.99$189.14$195.06$200.97$206.89$212.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RY spot · $201.16RY PRICE$1.03$1.46$1.89$2.32$2.75$3.18$3.61$4.04$4.67$5.47$6.27$7.07$1.22$1.56$1.95$2.35$2.75$3.34$4.20$5.05$5.91$6.76$7.62$8.47$9.33
PutsExpensive1.10×
Calls——
Skew——
Implied moveBearish±$7.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ209.5523.7%4.7%192.7127.9%4.8%
25Δ208.2723.6%4.3%194.9026.8%3.9%
30Δ206.9923.5%3.8%196.3526.1%3.4%
35Δ205.7223.5%3.4%197.7725.3%2.9%
40Δ204.4423.4%3.0%199.1924.6%2.3%
45Δ203.1623.3%2.6%200.5624.2%2.0%
50Δ201.8823.2%2.2%201.8724.2%1.7%
55Δ200.6123.1%1.7%203.1824.3%1.5%
60Δ199.3723.1%1.4%204.4924.3%1.3%
65Δ198.1523.0%1.2%205.8024.3%1.1%
70Δ196.9423.0%1.0%207.1124.4%0.8%
75Δ195.7322.9%0.8%208.4224.4%0.6%
80Δ209.7424.5%0.4%

20Δ

Calls
Pseudo strike
209.55
IV
23.7%
B/E move
4.7%
Puts
Pseudo strike
192.71
IV
27.9%
B/E move
4.8%

25Δ

Calls
Pseudo strike
208.27
IV
23.6%
B/E move
4.3%
Puts
Pseudo strike
194.90
IV
26.8%
B/E move
3.9%

30Δ

Calls
Pseudo strike
206.99
IV
23.5%
B/E move
3.8%
Puts
Pseudo strike
196.35
IV
26.1%
B/E move
3.4%

35Δ

Calls
Pseudo strike
205.72
IV
23.5%
B/E move
3.4%
Puts
Pseudo strike
197.77
IV
25.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
204.44
IV
23.4%
B/E move
3.0%
Puts
Pseudo strike
199.19
IV
24.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
203.16
IV
23.3%
B/E move
2.6%
Puts
Pseudo strike
200.56
IV
24.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
201.88
IV
23.2%
B/E move
2.2%
Puts
Pseudo strike
201.87
IV
24.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
200.61
IV
23.1%
B/E move
1.7%
Puts
Pseudo strike
203.18
IV
24.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
199.37
IV
23.1%
B/E move
1.4%
Puts
Pseudo strike
204.49
IV
24.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
198.15
IV
23.0%
B/E move
1.2%
Puts
Pseudo strike
205.80
IV
24.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
196.94
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
207.11
IV
24.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
195.73
IV
22.9%
B/E move
0.8%
Puts
Pseudo strike
208.42
IV
24.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
209.74
IV
24.5%
B/E move
0.4%

Options history

IV · four-Friday blend21.32%
Daily EOD
RY19.8%20.6%21.4%2026-10-19: 20.53%2026-10-20: 20.26%2026-10-21: 19.94%2026-10-22: 20.86%2026-10-23: 20.75%2026-10-26: 20.35%2026-10-27: 20.56%2026-10-28: 20.06%2026-10-29: 20.21%2026-10-30: 21.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.53%
20.26%
19.94%
20.86%
20.75%
20.35%
20.56%
20.06%
20.21%
21.32%