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Red Violet, Inc. Common Stock RDVT

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T03:00:03.627Z

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 · 2026-11-11T21:00:02.349853632Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:00:03.163739+00:00

Share price$75.14
1D+2.9%
AH$72.79$73.56$74.33$75.10$75.875:30 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$1.31$2.64$3.96$5.29$6.61$53.38$61.97$70.57$79.16$87.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RDVT spot · $75.14RDVT PRICE$1.73$2.35$2.45$2.46$2.47$2.48$2.49$2.70$3.19$3.69$4.18$4.68$5.17$1.46$1.97$2.45$2.53$2.60$2.67$2.98$3.44$3.89$4.35$4.80$5.26$6.23
PutsCheap0.44×
CallsExpensive1.14×
SkewBullish-9.91 pp
Implied moveBearish±$5.47
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.14137.9%24.9%66.7499.1%13.1%
25Δ90.31149.4%23.3%68.41101.0%11.6%
30Δ84.80123.1%16.1%70.08102.1%10.0%
35Δ82.67107.4%13.3%71.5389.5%8.2%
40Δ80.5491.7%10.5%72.9977.0%6.3%
45Δ78.4176.0%7.7%74.4464.5%4.5%
50Δ76.2860.3%4.8%75.5058.6%3.5%
55Δ74.6950.6%3.0%76.3156.9%3.0%
60Δ73.9049.8%2.6%77.1355.2%2.5%
65Δ73.1249.1%2.2%77.9453.5%2.1%
70Δ72.3348.3%1.8%78.7551.8%1.6%
75Δ71.5547.5%1.4%79.5650.0%1.1%
80Δ70.7646.8%1.1%80.8149.9%0.7%

20Δ

Calls
Pseudo strike
92.14
IV
137.9%
B/E move
24.9%
Puts
Pseudo strike
66.74
IV
99.1%
B/E move
13.1%

25Δ

Calls
Pseudo strike
90.31
IV
149.4%
B/E move
23.3%
Puts
Pseudo strike
68.41
IV
101.0%
B/E move
11.6%

30Δ

Calls
Pseudo strike
84.80
IV
123.1%
B/E move
16.1%
Puts
Pseudo strike
70.08
IV
102.1%
B/E move
10.0%

35Δ

Calls
Pseudo strike
82.67
IV
107.4%
B/E move
13.3%
Puts
Pseudo strike
71.53
IV
89.5%
B/E move
8.2%

40Δ

Calls
Pseudo strike
80.54
IV
91.7%
B/E move
10.5%
Puts
Pseudo strike
72.99
IV
77.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
78.41
IV
76.0%
B/E move
7.7%
Puts
Pseudo strike
74.44
IV
64.5%
B/E move
4.5%

50Δ

Calls
Pseudo strike
76.28
IV
60.3%
B/E move
4.8%
Puts
Pseudo strike
75.50
IV
58.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
74.69
IV
50.6%
B/E move
3.0%
Puts
Pseudo strike
76.31
IV
56.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
73.90
IV
49.8%
B/E move
2.6%
Puts
Pseudo strike
77.13
IV
55.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
73.12
IV
49.1%
B/E move
2.2%
Puts
Pseudo strike
77.94
IV
53.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
72.33
IV
48.3%
B/E move
1.8%
Puts
Pseudo strike
78.75
IV
51.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
71.55
IV
47.5%
B/E move
1.4%
Puts
Pseudo strike
79.56
IV
50.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
70.76
IV
46.8%
B/E move
1.1%
Puts
Pseudo strike
80.81
IV
49.9%
B/E move
0.7%

Options history

IV · four-Friday blend51.04%
Daily EOD
RDVT47.2%49.3%51.3%2026-10-19: 47.58%2026-10-20: 47.95%2026-10-21: 47.55%2026-10-22: 47.51%2026-10-23: 48.30%2026-10-26: 48.62%2026-10-27: 48.42%2026-10-28: 47.49%2026-10-29: 49.80%2026-10-30: 51.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.58%
47.95%
47.55%
47.51%
48.30%
48.62%
48.42%
47.49%
49.80%
51.04%