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Reddit, Inc. RDDT

i

Market dataready · fetched 2026-11-07T23:10:54.983Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:56:46.381626477Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T23:10:54.503964+00:00

Share price$95.65
1D-0.2%
AH$93.59$94.39$95.19$95.99$96.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDDT
Sold putSold callAH

Reddit, Inc. options

Live interpolated RDDT call and put midpoint premiums by absolute delta.Reddit, Inc.$0.55$3.28$6.02$8.75$11.49$82.56$89.17$95.78$102.38$108.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDDT spot · $95.65RDDT PRICE$0.85$1.15$1.46$1.83$2.36$2.60$3.20$3.54$4.08$4.92$5.61$7.29$7.84$1.16$1.55$1.99$2.46$2.90$3.40$4.13$4.64$5.44$6.37$7.34$8.55$10.70
PutsCheap0.91×
CallsCheap0.77×
SkewBearish+10.83 pp
Implied moveBearish±$7.33
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.9364.2%8.5%88.2380.3%9.0%
25Δ101.6365.2%7.4%89.7580.4%7.8%
30Δ100.3865.4%6.5%91.1580.6%6.8%
35Δ99.2566.2%5.7%92.4780.4%5.9%
40Δ98.3270.7%5.3%93.7878.1%5.0%
45Δ97.0865.7%4.2%95.0076.9%4.2%
50Δ96.0969.1%3.8%96.2079.1%3.7%
55Δ95.0565.5%3.1%97.3676.1%3.1%
60Δ94.0365.4%2.6%98.6276.7%2.6%
65Δ92.8868.7%2.2%99.9677.8%2.2%
70Δ91.7768.2%1.8%101.3477.5%1.7%
75Δ89.9278.0%1.6%102.9178.0%1.4%
80Δ88.9172.4%1.2%105.3383.4%1.1%

20Δ

Calls
Pseudo strike
102.93
IV
64.2%
B/E move
8.5%
Puts
Pseudo strike
88.23
IV
80.3%
B/E move
9.0%

25Δ

Calls
Pseudo strike
101.63
IV
65.2%
B/E move
7.4%
Puts
Pseudo strike
89.75
IV
80.4%
B/E move
7.8%

30Δ

Calls
Pseudo strike
100.38
IV
65.4%
B/E move
6.5%
Puts
Pseudo strike
91.15
IV
80.6%
B/E move
6.8%

35Δ

Calls
Pseudo strike
99.25
IV
66.2%
B/E move
5.7%
Puts
Pseudo strike
92.47
IV
80.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
98.32
IV
70.7%
B/E move
5.3%
Puts
Pseudo strike
93.78
IV
78.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
97.08
IV
65.7%
B/E move
4.2%
Puts
Pseudo strike
95.00
IV
76.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
96.09
IV
69.1%
B/E move
3.8%
Puts
Pseudo strike
96.20
IV
79.1%
B/E move
3.7%

55Δ

Calls
Pseudo strike
95.05
IV
65.5%
B/E move
3.1%
Puts
Pseudo strike
97.36
IV
76.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
94.03
IV
65.4%
B/E move
2.6%
Puts
Pseudo strike
98.62
IV
76.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
92.88
IV
68.7%
B/E move
2.2%
Puts
Pseudo strike
99.96
IV
77.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
91.77
IV
68.2%
B/E move
1.8%
Puts
Pseudo strike
101.34
IV
77.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
89.92
IV
78.0%
B/E move
1.6%
Puts
Pseudo strike
102.91
IV
78.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
88.91
IV
72.4%
B/E move
1.2%
Puts
Pseudo strike
105.33
IV
83.4%
B/E move
1.1%

Options history

IV · four-Friday blend69.94%
Daily close
RDDT44.6%104.0%163.4%2026-08-10: 59.43%2026-08-11: 57.39%2026-08-12: 54.68%2026-08-13: 59.87%2026-08-14: 57.76%2026-08-17: 62.94%2026-08-18: 60.83%2026-08-19: 58.74%2026-08-20: 58.76%2026-08-21: 53.75%2026-08-24: 58.26%2026-08-25: 58.94%2026-08-26: 57.01%2026-08-27: 55.60%2026-08-28: 52.81%2026-08-31: 54.45%2026-09-01: 54.25%2026-09-02: 58.81%2026-09-03: 54.53%2026-09-04: 55.45%2026-09-08: 63.76%2026-09-09: 61.01%2026-09-10: 64.36%2026-09-11: 54.39%2026-09-14: 60.02%2026-09-15: 61.79%2026-09-16: 60.63%2026-09-17: 56.18%2026-09-18: 54.54%2026-09-21: 59.32%2026-09-22: 59.95%2026-09-23: 57.75%2026-09-24: 56.99%2026-09-25: 54.35%2026-09-28: 58.55%2026-09-29: 59.92%2026-09-30: 60.66%2026-10-01: 58.07%2026-10-02: 58.39%2026-10-05: 62.02%2026-10-06: 61.10%2026-10-07: 61.63%2026-10-08: 63.03%2026-10-09: 60.61%2026-10-12: 65.94%2026-10-13: 70.62%2026-10-14: 74.28%2026-10-15: 74.34%2026-10-16: 84.70%2026-10-19: 86.81%2026-10-20: 88.81%2026-10-21: 92.91%2026-10-22: 93.37%2026-10-23: 95.92%2026-10-26: 107.38%2026-10-27: 113.44%2026-10-28: 129.32%2026-10-29: 155.24%2026-10-30: 69.94%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
59.43%
57.39%
54.68%
59.87%
57.76%
62.94%
60.83%
58.74%
58.76%
53.75%
58.26%
58.94%
57.01%
55.60%
52.81%
54.45%
54.25%
58.81%
54.53%
55.45%
63.76%
61.01%
64.36%
54.39%
60.02%
61.79%
60.63%
56.18%
54.54%
59.32%
59.95%
57.75%
56.99%
54.35%
58.55%
59.92%
60.66%
58.07%
58.39%
62.02%
61.10%
61.63%
63.03%
60.61%
65.94%
70.62%
74.28%
74.34%
84.70%
86.81%
88.81%
92.91%
93.37%
95.92%
107.38%
113.44%
129.32%
155.24%
69.94%