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Rave Restaurant Group, Inc. Common Stock RAVE

i

Market dataready · fetched 2026-11-13T02:11:56.754Z

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 · 2026-11-12T21:00:00.352037085Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-13T02:11:56.200499+00:00

Share price$2.11
1D-1.2%
AH$2.11$2.12$2.13$2.14$2.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRAVE
Sold putSold callAH

Rave Restaurant Group, Inc. Common Stock options

Live interpolated RAVE call and put midpoint premiums by absolute delta.Rave Restaurant Group, Inc. Common Stock$0.23$0.45$0.68$0.90$1.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERAVE PRICE$0.25$0.25$0.25$0.47$1.06
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ5.62654.0%178.4%
35Δ4.22523.9%112.0%
40Δ3.31411.7%68.6%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ2.52148.1%2.8%
80Δ3.13186.7%2.3%

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
IV
B/E move

30Δ

Calls
Pseudo strike
5.62
IV
654.0%
B/E move
178.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.22
IV
523.9%
B/E move
112.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.31
IV
411.7%
B/E move
68.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.52
IV
148.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.13
IV
186.7%
B/E move
2.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations