Share price$4.94
1D+7.8%
Sold putSold callAH
Red Cat Holdings Inc RCAT
INDUSTRIALS · AEROSPACE & DEFENSEi
Market dataready · fetched 2026-10-15T20:33:31.479Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T20:32:20.399515424Z
FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:33:30.975470+00:00
Red Cat Holdings Inc options
PutsExpensive1.75×
CallsCheap0.71×
SkewBearish+66.93 pp
Implied moveBearish±$0.26
TiltBearish45.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.34 | 137.7% | 8.9% | 4.59 | 154.2% | 8.1% |
| 25Δ | 5.26 | 132.5% | 7.6% | 4.65 | 151.1% | 7.3% |
| 30Δ | 5.19 | 127.3% | 6.3% | 4.71 | 148.1% | 6.4% |
| 35Δ | 5.12 | 122.1% | 5.1% | 4.76 | 145.0% | 5.6% |
| 40Δ | 5.04 | 116.9% | 3.8% | 4.82 | 142.0% | 4.8% |
| 45Δ | 4.97 | 111.7% | 2.6% | 4.88 | 138.9% | 4.0% |
| 50Δ | 4.90 | 106.5% | 1.3% | 4.93 | 135.8% | 3.1% |
| 55Δ | 4.82 | 101.3% | 0.0% | 4.99 | 132.8% | 2.3% |
| 60Δ | 4.75 | 96.1% | 1.2% | 5.09 | 152.4% | 2.0% |
| 65Δ | 4.68 | 90.9% | 2.5% | 5.20 | 175.6% | 1.9% |
| 70Δ | 4.61 | 85.7% | 3.7% | 5.31 | 198.7% | 1.7% |
| 75Δ | 4.53 | 80.5% | 5.0% | 5.42 | 221.9% | 1.5% |
| 80Δ | 4.46 | 75.3% | 6.2% | 6.00 | 357.8% | 1.7% |
20Δ
- Pseudo strike
- 5.34
- IV
- 137.7%
- B/E move
- 8.9%
- Pseudo strike
- 4.59
- IV
- 154.2%
- B/E move
- 8.1%
25Δ
- Pseudo strike
- 5.26
- IV
- 132.5%
- B/E move
- 7.6%
- Pseudo strike
- 4.65
- IV
- 151.1%
- B/E move
- 7.3%
30Δ
- Pseudo strike
- 5.19
- IV
- 127.3%
- B/E move
- 6.3%
- Pseudo strike
- 4.71
- IV
- 148.1%
- B/E move
- 6.4%
35Δ
- Pseudo strike
- 5.12
- IV
- 122.1%
- B/E move
- 5.1%
- Pseudo strike
- 4.76
- IV
- 145.0%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 5.04
- IV
- 116.9%
- B/E move
- 3.8%
- Pseudo strike
- 4.82
- IV
- 142.0%
- B/E move
- 4.8%
45Δ
- Pseudo strike
- 4.97
- IV
- 111.7%
- B/E move
- 2.6%
- Pseudo strike
- 4.88
- IV
- 138.9%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 4.90
- IV
- 106.5%
- B/E move
- 1.3%
- Pseudo strike
- 4.93
- IV
- 135.8%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 4.82
- IV
- 101.3%
- B/E move
- 0.0%
- Pseudo strike
- 4.99
- IV
- 132.8%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 4.75
- IV
- 96.1%
- B/E move
- 1.2%
- Pseudo strike
- 5.09
- IV
- 152.4%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 4.68
- IV
- 90.9%
- B/E move
- 2.5%
- Pseudo strike
- 5.20
- IV
- 175.6%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 4.61
- IV
- 85.7%
- B/E move
- 3.7%
- Pseudo strike
- 5.31
- IV
- 198.7%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 4.53
- IV
- 80.5%
- B/E move
- 5.0%
- Pseudo strike
- 5.42
- IV
- 221.9%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 4.46
- IV
- 75.3%
- B/E move
- 6.2%
- Pseudo strike
- 6.00
- IV
- 357.8%
- B/E move
- 1.7%