Share price$4.93
1D+7.0%
Sold putSold callAH
Red Cat Holdings Inc RCAT
INDUSTRIALS · AEROSPACE & DEFENSEi
Market dataready · fetched 2026-10-15T20:03:29.031Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:03:10.371055558Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:56:17.973653+00:00
Red Cat Holdings Inc options
PutsExpensive1.59×
CallsCheap0.74×
SkewBearish+46.93 pp
Implied moveBearish±$0.25
TiltBearish36.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.33 | 138.7% | 9.0% | 4.59 | 150.6% | 8.0% |
| 25Δ | 5.26 | 133.9% | 7.7% | 4.64 | 147.5% | 7.2% |
| 30Δ | 5.18 | 129.0% | 6.4% | 4.70 | 144.4% | 6.4% |
| 35Δ | 5.11 | 124.2% | 5.1% | 4.75 | 141.3% | 5.6% |
| 40Δ | 5.03 | 119.4% | 3.8% | 4.81 | 138.2% | 4.8% |
| 45Δ | 4.96 | 114.6% | 2.5% | 4.87 | 135.1% | 4.0% |
| 50Δ | 4.88 | 109.8% | 1.2% | 4.92 | 132.0% | 3.2% |
| 55Δ | 4.81 | 104.9% | 0.1% | 4.98 | 128.9% | 2.3% |
| 60Δ | 4.73 | 100.1% | 1.3% | 5.06 | 140.7% | 1.9% |
| 65Δ | 4.66 | 95.3% | 2.6% | 5.17 | 162.2% | 1.8% |
| 70Δ | 4.58 | 90.5% | 3.9% | 5.28 | 183.7% | 1.6% |
| 75Δ | 4.51 | 85.7% | 5.2% | 5.38 | 205.3% | 1.4% |
| 80Δ | 4.43 | 80.8% | 6.5% | 5.49 | 226.8% | 1.2% |
20Δ
- Pseudo strike
- 5.33
- IV
- 138.7%
- B/E move
- 9.0%
- Pseudo strike
- 4.59
- IV
- 150.6%
- B/E move
- 8.0%
25Δ
- Pseudo strike
- 5.26
- IV
- 133.9%
- B/E move
- 7.7%
- Pseudo strike
- 4.64
- IV
- 147.5%
- B/E move
- 7.2%
30Δ
- Pseudo strike
- 5.18
- IV
- 129.0%
- B/E move
- 6.4%
- Pseudo strike
- 4.70
- IV
- 144.4%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- 5.11
- IV
- 124.2%
- B/E move
- 5.1%
- Pseudo strike
- 4.75
- IV
- 141.3%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 5.03
- IV
- 119.4%
- B/E move
- 3.8%
- Pseudo strike
- 4.81
- IV
- 138.2%
- B/E move
- 4.8%
45Δ
- Pseudo strike
- 4.96
- IV
- 114.6%
- B/E move
- 2.5%
- Pseudo strike
- 4.87
- IV
- 135.1%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 4.88
- IV
- 109.8%
- B/E move
- 1.2%
- Pseudo strike
- 4.92
- IV
- 132.0%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 4.81
- IV
- 104.9%
- B/E move
- 0.1%
- Pseudo strike
- 4.98
- IV
- 128.9%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 4.73
- IV
- 100.1%
- B/E move
- 1.3%
- Pseudo strike
- 5.06
- IV
- 140.7%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 4.66
- IV
- 95.3%
- B/E move
- 2.6%
- Pseudo strike
- 5.17
- IV
- 162.2%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 4.58
- IV
- 90.5%
- B/E move
- 3.9%
- Pseudo strike
- 5.28
- IV
- 183.7%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 4.51
- IV
- 85.7%
- B/E move
- 5.2%
- Pseudo strike
- 5.38
- IV
- 205.3%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 4.43
- IV
- 80.8%
- B/E move
- 6.5%
- Pseudo strike
- 5.49
- IV
- 226.8%
- B/E move
- 1.2%