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Radcom Ltd. Ordinary Shares RDCM

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Market datapartial · fetched 2026-10-23T03:50:44.656Z

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 · 2026-10-22T20:00:00.167562152Z

FundamentalsAlpha Vantage · unavailable

Share price$10.10
1D-0.3%
AH$10.00$10.04$10.09$10.14$10.185:30 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$0.43$1.04$1.65$2.26$2.87$6.50$8.50$10.50$12.50$14.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDCM spot · $10.10RDCM PRICE$0.49$1.00$0.96$0.90$0.84$0.78$0.72$0.97$1.37$1.77$2.16$2.56$0.96$0.92$0.82$0.72$0.62$0.63$0.92$1.20$1.49$1.78$2.06$2.35$2.70
PutsExpensive3.24×
CallsExpensive4.19×
SkewBullish-28.41 pp
Implied moveBearish±$1.70
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.24222.1%37.8%
25Δ14.13136.4%44.8%7.93185.8%30.6%
30Δ19.42259.6%102.1%8.49150.5%24.1%
35Δ16.44212.4%72.2%9.05115.1%17.6%
40Δ14.94176.1%56.8%9.6079.7%11.1%
45Δ13.45139.8%41.4%10.1055.4%6.3%
50Δ11.95103.6%26.0%10.4559.0%5.6%
55Δ10.4667.3%10.6%10.8062.6%5.0%
60Δ9.6964.5%5.6%11.1566.2%4.4%
65Δ9.2576.5%5.2%11.5069.7%3.8%
70Δ8.8188.5%4.8%11.8573.3%3.1%
75Δ8.37100.5%4.3%12.2076.9%2.5%
80Δ7.93112.4%3.9%12.6180.0%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.24
IV
222.1%
B/E move
37.8%

25Δ

Calls
Pseudo strike
14.13
IV
136.4%
B/E move
44.8%
Puts
Pseudo strike
7.93
IV
185.8%
B/E move
30.6%

30Δ

Calls
Pseudo strike
19.42
IV
259.6%
B/E move
102.1%
Puts
Pseudo strike
8.49
IV
150.5%
B/E move
24.1%

35Δ

Calls
Pseudo strike
16.44
IV
212.4%
B/E move
72.2%
Puts
Pseudo strike
9.05
IV
115.1%
B/E move
17.6%

40Δ

Calls
Pseudo strike
14.94
IV
176.1%
B/E move
56.8%
Puts
Pseudo strike
9.60
IV
79.7%
B/E move
11.1%

45Δ

Calls
Pseudo strike
13.45
IV
139.8%
B/E move
41.4%
Puts
Pseudo strike
10.10
IV
55.4%
B/E move
6.3%

50Δ

Calls
Pseudo strike
11.95
IV
103.6%
B/E move
26.0%
Puts
Pseudo strike
10.45
IV
59.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
10.46
IV
67.3%
B/E move
10.6%
Puts
Pseudo strike
10.80
IV
62.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
9.69
IV
64.5%
B/E move
5.6%
Puts
Pseudo strike
11.15
IV
66.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
9.25
IV
76.5%
B/E move
5.2%
Puts
Pseudo strike
11.50
IV
69.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
8.81
IV
88.5%
B/E move
4.8%
Puts
Pseudo strike
11.85
IV
73.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
8.37
IV
100.5%
B/E move
4.3%
Puts
Pseudo strike
12.20
IV
76.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
7.93
IV
112.4%
B/E move
3.9%
Puts
Pseudo strike
12.61
IV
80.0%
B/E move
1.9%

Options history

No recorded observations