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Red Cat Holdings Inc RCAT

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-16T00:15:49.052Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:15.728647708Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:15:48.213325+00:00

Share price$4.93
1D+7.9%
AH$4.37$4.52$4.68$4.84$4.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRCAT
Sold putSold callAH

Red Cat Holdings Inc options

Live interpolated RCAT call and put midpoint premiums by absolute delta.Red Cat Holdings Inc$0.00$1.68$3.37$5.05$6.73$2.64$4.27$5.90$7.54$9.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCAT spot · $4.93RCAT PRICE$0.15$0.19$0.23$0.29$0.35$0.41$0.47$0.54$0.66$0.78$0.90$1.02$1.15$0.17$0.25$0.32$0.40$0.47$0.54$0.72$0.92$1.13$1.33$2.82$4.53$6.25
PutsExpensive1.56×
CallsExpensive1.47×
SkewBearish+15.55 pp
Implied moveBearish±$1.19
TiltBearish47.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.7596.7%39.9%4.1082.4%20.3%
25Δ6.3593.1%32.7%4.2883.2%18.3%
30Δ5.9890.0%26.0%4.4583.9%16.3%
35Δ5.7789.6%23.0%4.6284.7%14.3%
40Δ5.5789.2%20.1%4.7985.4%12.4%
45Δ5.3788.8%17.2%4.9686.2%10.4%
50Δ5.1688.4%14.3%5.2090.4%9.2%
55Δ4.9688.5%11.7%5.4595.6%8.1%
60Δ4.7790.5%10.2%5.71100.8%7.1%
65Δ4.5892.6%8.8%5.96106.1%6.1%
70Δ4.3994.6%7.3%7.48134.4%5.4%
75Δ4.1996.7%5.8%9.23166.9%4.7%
80Δ4.0098.7%4.4%10.98199.4%4.0%

20Δ

Calls
Pseudo strike
6.75
IV
96.7%
B/E move
39.9%
Puts
Pseudo strike
4.10
IV
82.4%
B/E move
20.3%

25Δ

Calls
Pseudo strike
6.35
IV
93.1%
B/E move
32.7%
Puts
Pseudo strike
4.28
IV
83.2%
B/E move
18.3%

30Δ

Calls
Pseudo strike
5.98
IV
90.0%
B/E move
26.0%
Puts
Pseudo strike
4.45
IV
83.9%
B/E move
16.3%

35Δ

Calls
Pseudo strike
5.77
IV
89.6%
B/E move
23.0%
Puts
Pseudo strike
4.62
IV
84.7%
B/E move
14.3%

40Δ

Calls
Pseudo strike
5.57
IV
89.2%
B/E move
20.1%
Puts
Pseudo strike
4.79
IV
85.4%
B/E move
12.4%

45Δ

Calls
Pseudo strike
5.37
IV
88.8%
B/E move
17.2%
Puts
Pseudo strike
4.96
IV
86.2%
B/E move
10.4%

50Δ

Calls
Pseudo strike
5.16
IV
88.4%
B/E move
14.3%
Puts
Pseudo strike
5.20
IV
90.4%
B/E move
9.2%

55Δ

Calls
Pseudo strike
4.96
IV
88.5%
B/E move
11.7%
Puts
Pseudo strike
5.45
IV
95.6%
B/E move
8.1%

60Δ

Calls
Pseudo strike
4.77
IV
90.5%
B/E move
10.2%
Puts
Pseudo strike
5.71
IV
100.8%
B/E move
7.1%

65Δ

Calls
Pseudo strike
4.58
IV
92.6%
B/E move
8.8%
Puts
Pseudo strike
5.96
IV
106.1%
B/E move
6.1%

70Δ

Calls
Pseudo strike
4.39
IV
94.6%
B/E move
7.3%
Puts
Pseudo strike
7.48
IV
134.4%
B/E move
5.4%

75Δ

Calls
Pseudo strike
4.19
IV
96.7%
B/E move
5.8%
Puts
Pseudo strike
9.23
IV
166.9%
B/E move
4.7%

80Δ

Calls
Pseudo strike
4.00
IV
98.7%
B/E move
4.4%
Puts
Pseudo strike
10.98
IV
199.4%
B/E move
4.0%