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Rocket Pharmaceuticals, Inc. Common Stock RCKT

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Market datapartial · fetched 2026-10-23T05:58:35.309Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:01.993367321Z

FundamentalsAlpha Vantage · unavailable

Share price$2.31
1D+2.7%
AH$2.21$2.23$2.26$2.29$2.325:30 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$0.11$0.83$1.56$2.28$3.00$0.50$1.57$2.65$3.72$4.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCKT spot · $2.31RCKT PRICE$0.19$0.25$0.31$0.36$0.39$0.41$0.44$0.47$0.91$1.22$1.54$1.85$2.17$2.48$2.80
PutsExpensive1.90×
CallsExpensive2.97×
SkewBullish-104.75 pp
Implied moveBearish±$1.35
TiltBearish64.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.27287.3%179.4%
25Δ6.74335.3%202.5%
30Δ7.21383.2%225.5%
35Δ7.10397.1%223.0%
40Δ6.04354.6%178.4%
45Δ4.99312.2%133.8%
50Δ3.93269.7%89.2%2.85198.0%15.9%
55Δ2.87227.3%44.5%3.21204.0%14.1%
60Δ3.57210.1%12.2%
65Δ3.92216.1%10.4%
70Δ4.28222.1%8.5%
75Δ4.64228.2%6.6%
80Δ5.00234.2%4.8%

20Δ

Calls
Pseudo strike
6.27
IV
287.3%
B/E move
179.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.74
IV
335.3%
B/E move
202.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.21
IV
383.2%
B/E move
225.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.10
IV
397.1%
B/E move
223.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.04
IV
354.6%
B/E move
178.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.99
IV
312.2%
B/E move
133.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.93
IV
269.7%
B/E move
89.2%
Puts
Pseudo strike
2.85
IV
198.0%
B/E move
15.9%

55Δ

Calls
Pseudo strike
2.87
IV
227.3%
B/E move
44.5%
Puts
Pseudo strike
3.21
IV
204.0%
B/E move
14.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.57
IV
210.1%
B/E move
12.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.92
IV
216.1%
B/E move
10.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.28
IV
222.1%
B/E move
8.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.64
IV
228.2%
B/E move
6.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.00
IV
234.2%
B/E move
4.8%

Options history

No recorded observations