IntraAlpha
Create free account Start free

Rapport Therapeutics, Inc. Common Stock RAPP

i

Market datapartial · fetched 2026-11-12T15:29:42.252Z

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 · 2026-11-12T15:29:21.054211491Z

FundamentalsAlpha Vantage · unavailable

Share price$25.68
1D-4.3%
$25.32$25.92$26.52$27.12$27.725:30 AM6:30 AM9:00 AM1:00 PMRAPP
Sold putSold call

Rapport Therapeutics, Inc. Common Stock options

Live interpolated RAPP call and put midpoint premiums by absolute delta.Rapport Therapeutics, Inc. Common Stock$0.57$1.79$3.01$4.22$5.44$21.06$23.25$25.44$27.63$29.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 RAPP spot · $25.68RAPP PRICE$0.83$1.01$1.25$1.68$2.10$2.53$2.95$3.28$3.61$3.95$5.09$0.71$0.75$0.80$1.04$1.61$2.18$2.76
Puts——
Calls——
Skew——
Implied moveBalanced±$4.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ23.01118.1%13.1%
30Δ28.32109.6%13.5%23.77102.2%10.4%
35Δ27.86116.8%12.4%24.5286.4%7.6%
40Δ27.36124.9%11.4%25.2282.0%5.8%
45Δ26.75136.5%10.7%25.8397.3%5.7%
50Δ26.14148.2%10.0%26.43112.5%5.6%
55Δ25.53159.8%9.3%27.03127.7%5.5%
60Δ24.90168.9%8.4%
65Δ24.18161.9%6.9%
70Δ23.45155.0%5.4%
75Δ22.72148.1%3.9%
80Δ21.40166.9%3.1%

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
23.01
IV
118.1%
B/E move
13.1%

30Δ

Calls
Pseudo strike
28.32
IV
109.6%
B/E move
13.5%
Puts
Pseudo strike
23.77
IV
102.2%
B/E move
10.4%

35Δ

Calls
Pseudo strike
27.86
IV
116.8%
B/E move
12.4%
Puts
Pseudo strike
24.52
IV
86.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
27.36
IV
124.9%
B/E move
11.4%
Puts
Pseudo strike
25.22
IV
82.0%
B/E move
5.8%

45Δ

Calls
Pseudo strike
26.75
IV
136.5%
B/E move
10.7%
Puts
Pseudo strike
25.83
IV
97.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
26.14
IV
148.2%
B/E move
10.0%
Puts
Pseudo strike
26.43
IV
112.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
25.53
IV
159.8%
B/E move
9.3%
Puts
Pseudo strike
27.03
IV
127.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
24.90
IV
168.9%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.18
IV
161.9%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.45
IV
155.0%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.72
IV
148.1%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.40
IV
166.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend81.18%
Daily EOD
RAPP73.0%93.3%113.5%2026-10-19: 110.69%2026-10-20: 77.96%2026-10-21: 80.41%2026-10-22: 76.92%2026-10-23: 75.83%2026-10-26: 78.21%2026-10-27: 87.64%2026-10-28: 79.60%2026-10-29: 80.05%2026-10-30: 81.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
110.69%
77.96%
80.41%
76.92%
75.83%
78.21%
87.64%
79.60%
80.05%
81.18%