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Red Cat Holdings, Inc. Common Stock RCAT

i

Market datapartial · fetched 2026-11-07T01:53:38.165Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:53:09.238245955Z

FundamentalsAlpha Vantage · unavailable

Share price$4.07
1D+12.8%
AH$3.42$3.59$3.76$3.94$4.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRCAT
Sold putSold callAH

Red Cat Holdings, Inc. Common Stock options

Live interpolated RCAT call and put midpoint premiums by absolute delta.Red Cat Holdings, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICERCAT PRICE
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
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

35Δ

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

40Δ

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

80Δ

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

Options history

IV · four-Friday blend276.30%
Daily close
RCAT48.1%204.9%361.7%2026-08-10: 105.09%2026-08-11: 103.47%2026-08-12: 102.39%2026-08-13: 100.39%2026-08-14: 103.12%2026-08-17: 100.77%2026-08-18: 97.98%2026-08-19: 110.39%2026-08-20: 103.63%2026-08-21: 100.06%2026-08-24: 104.87%2026-08-25: 101.37%2026-08-26: 101.98%2026-08-27: 102.78%2026-08-28: 88.85%2026-08-31: 86.00%2026-09-01: 84.10%2026-09-02: 89.06%2026-09-03: 95.49%2026-09-04: 83.92%2026-09-08: 97.70%2026-09-09: 94.37%2026-09-10: 88.85%2026-09-11: 80.29%2026-09-14: 90.42%2026-09-15: 94.69%2026-09-16: 87.66%2026-09-17: 84.90%2026-09-18: 71.29%2026-09-21: 81.30%2026-09-22: 78.87%2026-09-23: 95.43%2026-09-25: 70.13%2026-09-28: 81.01%2026-09-29: 80.54%2026-09-30: 74.74%2026-10-02: 69.74%2026-10-05: 73.04%2026-10-06: 72.70%2026-10-09: 69.79%2026-10-12: 80.03%2026-10-13: 79.82%2026-10-19: 340.08%2026-10-20: 271.07%2026-10-23: 201.49%2026-10-26: 205.67%2026-10-27: 153.00%2026-10-28: 184.60%2026-10-29: 186.77%2026-10-30: 276.30%Aug 10Sep 14Oct 30
50 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
105.09%
103.47%
102.39%
100.39%
103.12%
100.77%
97.98%
110.39%
103.63%
100.06%
104.87%
101.37%
101.98%
102.78%
88.85%
86.00%
84.10%
89.06%
95.49%
83.92%
97.70%
94.37%
88.85%
80.29%
90.42%
94.69%
87.66%
84.90%
71.29%
81.30%
78.87%
95.43%
70.13%
81.01%
80.54%
74.74%
69.74%
73.04%
72.70%
69.79%
80.03%
79.82%
340.08%
271.07%
201.49%
205.67%
153.00%
184.60%
186.77%
276.30%