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Radcom Ltd. Ordinary Shares RDCM

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-12T03:01:23.491Z

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 · 2026-11-11T22:03:10.146454662Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:01:23.114927+00:00

Share price$11.43
1D+11.1%
AH$10.19$10.54$10.89$11.23$11.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDCM
Sold putSold callAH

Radcom Ltd. Ordinary Shares options

Live interpolated RDCM call and put midpoint premiums by absolute delta.Radcom Ltd. Ordinary Shares$0.23$0.89$1.56$2.23$2.89$8.95$10.11$11.26$12.42$13.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RDCM spot · $11.43RDCM PRICE$0.30$0.49$0.68$0.86$1.05$1.24$1.43$1.62$1.81$1.99$0.42$0.60$0.77$0.94$1.12$1.29$1.46$1.64$1.89$2.16$2.43$2.70
Puts——
Calls——
Skew——
Implied moveBalanced±$2.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.2875.5%10.0%10.22127.3%14.3%
30Δ12.0487.2%9.6%10.54129.5%13.0%
35Δ11.8098.8%9.1%10.85131.6%11.8%
40Δ11.56110.4%8.7%11.17133.7%10.6%
45Δ11.33122.1%8.3%11.49135.9%9.3%
50Δ11.09133.7%7.8%11.80138.0%8.1%
55Δ10.85145.4%7.4%12.12140.1%6.8%
60Δ10.61157.0%6.9%12.43142.2%5.6%
65Δ10.37168.7%6.5%12.78137.4%4.7%
70Δ10.13180.3%6.1%13.14130.6%4.0%
75Δ13.49123.8%3.2%
80Δ13.85117.0%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.28
IV
75.5%
B/E move
10.0%
Puts
Pseudo strike
10.22
IV
127.3%
B/E move
14.3%

30Δ

Calls
Pseudo strike
12.04
IV
87.2%
B/E move
9.6%
Puts
Pseudo strike
10.54
IV
129.5%
B/E move
13.0%

35Δ

Calls
Pseudo strike
11.80
IV
98.8%
B/E move
9.1%
Puts
Pseudo strike
10.85
IV
131.6%
B/E move
11.8%

40Δ

Calls
Pseudo strike
11.56
IV
110.4%
B/E move
8.7%
Puts
Pseudo strike
11.17
IV
133.7%
B/E move
10.6%

45Δ

Calls
Pseudo strike
11.33
IV
122.1%
B/E move
8.3%
Puts
Pseudo strike
11.49
IV
135.9%
B/E move
9.3%

50Δ

Calls
Pseudo strike
11.09
IV
133.7%
B/E move
7.8%
Puts
Pseudo strike
11.80
IV
138.0%
B/E move
8.1%

55Δ

Calls
Pseudo strike
10.85
IV
145.4%
B/E move
7.4%
Puts
Pseudo strike
12.12
IV
140.1%
B/E move
6.8%

60Δ

Calls
Pseudo strike
10.61
IV
157.0%
B/E move
6.9%
Puts
Pseudo strike
12.43
IV
142.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
10.37
IV
168.7%
B/E move
6.5%
Puts
Pseudo strike
12.78
IV
137.4%
B/E move
4.7%

70Δ

Calls
Pseudo strike
10.13
IV
180.3%
B/E move
6.1%
Puts
Pseudo strike
13.14
IV
130.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.49
IV
123.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.85
IV
117.0%
B/E move
2.5%

Options history

IV · four-Friday blend80.08%
Daily EOD
RDCM61.7%73.1%84.5%2026-10-19: 72.62%2026-10-20: 63.25%2026-10-22: 65.99%2026-10-23: 75.22%2026-10-26: 63.86%2026-10-28: 82.84%2026-10-29: 82.89%2026-10-30: 80.08%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
72.62%
63.25%
65.99%
75.22%
63.86%
82.84%
82.89%
80.08%