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Rocket Pharmaceuticals, Inc. Common Stock RCKT

i

Market datapartial · fetched 2026-11-12T02:41:16.577Z

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

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 · 2026-11-12T00:05:08.821617742Z

FundamentalsAlpha Vantage · unavailable

Share price$2.53
1D+1.2%
AH$2.41$2.45$2.49$2.52$2.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRCKT
Sold putSold callAH

Rocket Pharmaceuticals, Inc. Common Stock options

Live interpolated RCKT call and put midpoint premiums by absolute delta.Rocket Pharmaceuticals, Inc. Common Stock$0.02$0.72$1.41$2.11$2.80$1.89$2.20$2.50$2.81$3.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RCKT spot · $2.52RCKT PRICE$0.10$0.13$0.15$0.18$0.21$0.23$0.26$0.29$0.41$0.73$1.04$1.35$1.66$1.98$2.29$2.60
Puts——
Calls——
Skew——
Implied moveBearish±$0.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.34238.3%75.6%
25Δ4.09231.1%66.9%
30Δ3.84223.9%58.2%
35Δ3.60216.8%49.5%
40Δ3.35209.6%40.8%
45Δ3.10202.4%32.1%2.65196.1%11.5%
50Δ2.86195.2%23.4%2.99223.2%10.5%
55Δ2.61188.0%14.7%3.32250.3%9.6%
60Δ3.66277.4%8.7%
65Δ3.99304.5%7.7%
70Δ4.33331.6%6.8%
75Δ4.66358.7%5.9%
80Δ5.00385.8%5.0%

20Δ

Calls
Pseudo strike
4.34
IV
238.3%
B/E move
75.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.09
IV
231.1%
B/E move
66.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.84
IV
223.9%
B/E move
58.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.60
IV
216.8%
B/E move
49.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.35
IV
209.6%
B/E move
40.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.10
IV
202.4%
B/E move
32.1%
Puts
Pseudo strike
2.65
IV
196.1%
B/E move
11.5%

50Δ

Calls
Pseudo strike
2.86
IV
195.2%
B/E move
23.4%
Puts
Pseudo strike
2.99
IV
223.2%
B/E move
10.5%

55Δ

Calls
Pseudo strike
2.61
IV
188.0%
B/E move
14.7%
Puts
Pseudo strike
3.32
IV
250.3%
B/E move
9.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
277.4%
B/E move
8.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.99
IV
304.5%
B/E move
7.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.33
IV
331.6%
B/E move
6.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.66
IV
358.7%
B/E move
5.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.00
IV
385.8%
B/E move
5.0%

Options history

IV · four-Friday blend148.51%
Daily EOD
RCKT147.8%152.9%158.1%2026-10-28: 157.38%2026-10-29: 148.51%Oct 28Oct 29
2 observations2026-10-28 — 2026-10-29
Table
DateIV (%)
157.38%
148.51%