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Rave Restaurant Group, Inc. Common Stock RAVE

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Market datapartial · fetched 2026-10-23T19:44:14.781Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-23T19:27:51.170843323Z

FundamentalsAlpha Vantage · unavailable

Share price$2.19
1D-0.9%
$2.13$2.16$2.18$2.21$2.235:30 AM6:30 AM9:00 AM1:00 PMRAVE
Sold putSold call

Rave Restaurant Group, Inc. Common Stock options

Live interpolated RAVE call and put midpoint premiums by absolute delta.Rave Restaurant Group, Inc. Common Stock$0.03$1.15$2.26$3.37$4.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERAVE PRICE$0.15$0.21$0.26$0.31$0.36$0.41$0.46$0.51$0.97$1.61$2.25$2.89$3.52$4.16
PutsExpensive1.35×
CallsExpensive2.16×
SkewBullish-48.98 pp
Implied move——
TiltBearish70.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.16181.6%233.9%
25Δ6.55178.4%208.6%
30Δ5.95175.1%183.3%
35Δ5.34171.9%158.0%
40Δ4.74168.7%132.7%
45Δ4.13165.5%107.4%
50Δ3.53162.2%82.1%
55Δ2.92159.0%56.8%2.9299.4%11.0%
60Δ3.59108.2%9.4%
65Δ4.27116.9%7.7%
70Δ4.95125.7%6.0%
75Δ5.62134.4%4.3%
80Δ6.30143.2%2.6%

20Δ

Calls
Pseudo strike
7.16
IV
181.6%
B/E move
233.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.55
IV
178.4%
B/E move
208.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.95
IV
175.1%
B/E move
183.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.34
IV
171.9%
B/E move
158.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.74
IV
168.7%
B/E move
132.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.13
IV
165.5%
B/E move
107.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.53
IV
162.2%
B/E move
82.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.92
IV
159.0%
B/E move
56.8%
Puts
Pseudo strike
2.92
IV
99.4%
B/E move
11.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
108.2%
B/E move
9.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.27
IV
116.9%
B/E move
7.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.95
IV
125.7%
B/E move
6.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.62
IV
134.4%
B/E move
4.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.30
IV
143.2%
B/E move
2.6%

Options history

No recorded observations