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Rapport Therapeutics, Inc. Common Stock RAPP

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Market datapartial · fetched 2026-10-23T02:23:28.438Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:22:00.023674632Z

FundamentalsAlpha Vantage · unavailable

Share price$27.34
1D+4.3%
AH$25.05$25.77$26.49$27.21$27.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRAPP
Sold putSold callAH

Rapport Therapeutics, Inc. Common Stock options

Live interpolated RAPP call and put midpoint premiums by absolute delta.Rapport Therapeutics, Inc. Common Stock$0.18$4.08$7.98$11.88$15.78$11.70$20.78$29.86$38.94$48.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAPP spot · $27.34RAPP PRICE$0.60$2.33$2.22$1.53$1.39$1.57$1.75$2.07$2.55$3.04$3.53$4.14$4.77$0.86$1.08$1.31$1.87$2.44$3.00$3.32$3.64$3.97$5.68$7.89$10.11$14.66
PutsCheap0.60×
CallsCheap0.47×
SkewBullish-6.58 pp
Implied moveBearish±$5.07
TiltBearish31.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.3083.6%35.0%22.8888.1%19.4%
25Δ67.74290.7%156.4%23.9583.4%16.3%
30Δ48.02214.7%83.8%25.0278.9%13.3%
35Δ34.93111.6%33.4%25.8484.8%12.3%
40Δ29.5170.6%13.0%26.6790.6%11.3%
45Δ28.7267.0%10.8%27.5096.4%10.4%
50Δ27.9463.5%8.6%28.2791.4%8.7%
55Δ27.1963.1%7.0%29.0386.3%7.1%
60Δ26.4966.7%6.3%29.8081.1%5.5%
65Δ25.8070.4%5.5%31.6395.0%5.1%
70Δ25.1074.0%4.7%33.97108.4%4.6%
75Δ24.2574.7%3.9%36.41117.2%3.8%
80Δ23.3875.0%3.0%41.13138.5%3.2%

20Δ

Calls
Pseudo strike
36.30
IV
83.6%
B/E move
35.0%
Puts
Pseudo strike
22.88
IV
88.1%
B/E move
19.4%

25Δ

Calls
Pseudo strike
67.74
IV
290.7%
B/E move
156.4%
Puts
Pseudo strike
23.95
IV
83.4%
B/E move
16.3%

30Δ

Calls
Pseudo strike
48.02
IV
214.7%
B/E move
83.8%
Puts
Pseudo strike
25.02
IV
78.9%
B/E move
13.3%

35Δ

Calls
Pseudo strike
34.93
IV
111.6%
B/E move
33.4%
Puts
Pseudo strike
25.84
IV
84.8%
B/E move
12.3%

40Δ

Calls
Pseudo strike
29.51
IV
70.6%
B/E move
13.0%
Puts
Pseudo strike
26.67
IV
90.6%
B/E move
11.3%

45Δ

Calls
Pseudo strike
28.72
IV
67.0%
B/E move
10.8%
Puts
Pseudo strike
27.50
IV
96.4%
B/E move
10.4%

50Δ

Calls
Pseudo strike
27.94
IV
63.5%
B/E move
8.6%
Puts
Pseudo strike
28.27
IV
91.4%
B/E move
8.7%

55Δ

Calls
Pseudo strike
27.19
IV
63.1%
B/E move
7.0%
Puts
Pseudo strike
29.03
IV
86.3%
B/E move
7.1%

60Δ

Calls
Pseudo strike
26.49
IV
66.7%
B/E move
6.3%
Puts
Pseudo strike
29.80
IV
81.1%
B/E move
5.5%

65Δ

Calls
Pseudo strike
25.80
IV
70.4%
B/E move
5.5%
Puts
Pseudo strike
31.63
IV
95.0%
B/E move
5.1%

70Δ

Calls
Pseudo strike
25.10
IV
74.0%
B/E move
4.7%
Puts
Pseudo strike
33.97
IV
108.4%
B/E move
4.6%

75Δ

Calls
Pseudo strike
24.25
IV
74.7%
B/E move
3.9%
Puts
Pseudo strike
36.41
IV
117.2%
B/E move
3.8%

80Δ

Calls
Pseudo strike
23.38
IV
75.0%
B/E move
3.0%
Puts
Pseudo strike
41.13
IV
138.5%
B/E move
3.2%

Options history

No recorded observations