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Red Violet, Inc. Common Stock RDVT

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Market datapartial · fetched 2026-10-22T22:28:27.928Z

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 · 2026-10-22T20:00:00.794964104Z

FundamentalsAlpha Vantage · unavailable

Share price$78.09
1D-1.4%
AH$77.54$78.00$78.46$78.91$79.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRDVT
Sold putSold callAH

Red Violet, Inc. Common Stock options

Live interpolated RDVT call and put midpoint premiums by absolute delta.Red Violet, Inc. Common Stock$1.44$4.40$7.36$10.33$13.29$63.32$71.32$79.33$87.34$95.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDVT spot · $78.09RDVT PRICE$2.45$2.41$2.36$2.70$3.25$3.80$4.46$5.23$6.00$6.93$8.49$10.05$12.13$1.76$1.99$2.54$3.10$3.68$4.27$4.86$5.64$6.76$7.89$9.13$10.78$12.43
PutsExpensive1.47×
CallsExpensive1.70×
SkewBullish-11.29 pp
Implied moveBearish±$9.32
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.74115.6%42.4%68.0766.4%15.1%
25Δ94.1982.3%23.7%71.3354.7%11.2%
30Δ87.4062.0%14.9%73.0154.6%9.8%
35Δ84.3856.2%11.5%74.6854.5%8.3%
40Δ82.6655.8%10.0%76.1753.2%7.2%
45Δ80.9355.4%8.5%77.6151.7%6.1%
50Δ79.2955.1%7.2%79.0650.2%5.0%
55Δ77.7555.2%6.3%80.5649.5%4.1%
60Δ76.2155.3%5.3%82.1650.2%3.4%
65Δ74.5756.1%4.4%83.7750.9%2.8%
70Δ72.5459.5%3.8%85.4851.4%2.2%
75Δ70.5262.9%3.2%87.5451.6%1.7%
80Δ67.9666.1%2.6%89.6051.8%1.2%

20Δ

Calls
Pseudo strike
108.74
IV
115.6%
B/E move
42.4%
Puts
Pseudo strike
68.07
IV
66.4%
B/E move
15.1%

25Δ

Calls
Pseudo strike
94.19
IV
82.3%
B/E move
23.7%
Puts
Pseudo strike
71.33
IV
54.7%
B/E move
11.2%

30Δ

Calls
Pseudo strike
87.40
IV
62.0%
B/E move
14.9%
Puts
Pseudo strike
73.01
IV
54.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
84.38
IV
56.2%
B/E move
11.5%
Puts
Pseudo strike
74.68
IV
54.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
82.66
IV
55.8%
B/E move
10.0%
Puts
Pseudo strike
76.17
IV
53.2%
B/E move
7.2%

45Δ

Calls
Pseudo strike
80.93
IV
55.4%
B/E move
8.5%
Puts
Pseudo strike
77.61
IV
51.7%
B/E move
6.1%

50Δ

Calls
Pseudo strike
79.29
IV
55.1%
B/E move
7.2%
Puts
Pseudo strike
79.06
IV
50.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
77.75
IV
55.2%
B/E move
6.3%
Puts
Pseudo strike
80.56
IV
49.5%
B/E move
4.1%

60Δ

Calls
Pseudo strike
76.21
IV
55.3%
B/E move
5.3%
Puts
Pseudo strike
82.16
IV
50.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
74.57
IV
56.1%
B/E move
4.4%
Puts
Pseudo strike
83.77
IV
50.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
72.54
IV
59.5%
B/E move
3.8%
Puts
Pseudo strike
85.48
IV
51.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
70.52
IV
62.9%
B/E move
3.2%
Puts
Pseudo strike
87.54
IV
51.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
67.96
IV
66.1%
B/E move
2.6%
Puts
Pseudo strike
89.60
IV
51.8%
B/E move
1.2%

Options history

No recorded observations