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The RealReal, Inc. Common Stock REAL

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Market dataready · fetched 2026-11-12T02:07:50.207Z

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 · 2026-11-11T23:51:29.976118037Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:07:49.803098+00:00

Share price$14.40
1D-3.5%
AH$14.46$14.61$14.76$14.91$15.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREAL
Sold putSold callAH

The RealReal, Inc. Common Stock options

Live interpolated REAL call and put midpoint premiums by absolute delta.The RealReal, Inc. Common Stock$0.16$0.64$1.13$1.61$2.10$11.58$13.09$14.60$16.10$17.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive REAL spot · $14.40REAL PRICE$0.21$0.27$0.33$0.39$0.47$0.59$0.71$0.83$0.95$1.24$1.60$1.96$0.23$0.29$0.35$0.42$0.49$0.57$0.66$0.74$0.83
Puts——
Calls——
Skew——
Implied moveBullish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.4889.4%15.9%12.8984.4%12.1%
25Δ15.9284.2%12.4%13.2180.7%10.3%
30Δ15.6081.5%10.6%13.5277.1%8.6%
35Δ15.2878.9%8.8%13.8473.4%6.8%
40Δ14.9776.8%7.2%14.0970.6%5.6%
45Δ14.7478.6%6.4%14.2868.6%4.9%
50Δ14.5180.4%5.7%14.4666.6%4.1%
55Δ14.2882.2%4.9%14.6564.5%3.4%
60Δ14.0684.0%4.2%14.8362.5%2.7%
65Δ13.6993.0%3.7%
70Δ13.28104.3%3.3%
75Δ12.86115.6%2.9%
80Δ

20Δ

Calls
Pseudo strike
16.48
IV
89.4%
B/E move
15.9%
Puts
Pseudo strike
12.89
IV
84.4%
B/E move
12.1%

25Δ

Calls
Pseudo strike
15.92
IV
84.2%
B/E move
12.4%
Puts
Pseudo strike
13.21
IV
80.7%
B/E move
10.3%

30Δ

Calls
Pseudo strike
15.60
IV
81.5%
B/E move
10.6%
Puts
Pseudo strike
13.52
IV
77.1%
B/E move
8.6%

35Δ

Calls
Pseudo strike
15.28
IV
78.9%
B/E move
8.8%
Puts
Pseudo strike
13.84
IV
73.4%
B/E move
6.8%

40Δ

Calls
Pseudo strike
14.97
IV
76.8%
B/E move
7.2%
Puts
Pseudo strike
14.09
IV
70.6%
B/E move
5.6%

45Δ

Calls
Pseudo strike
14.74
IV
78.6%
B/E move
6.4%
Puts
Pseudo strike
14.28
IV
68.6%
B/E move
4.9%

50Δ

Calls
Pseudo strike
14.51
IV
80.4%
B/E move
5.7%
Puts
Pseudo strike
14.46
IV
66.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
14.28
IV
82.2%
B/E move
4.9%
Puts
Pseudo strike
14.65
IV
64.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
14.06
IV
84.0%
B/E move
4.2%
Puts
Pseudo strike
14.83
IV
62.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
13.69
IV
93.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.28
IV
104.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.86
IV
115.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend65.16%
Daily EOD
REAL63.5%75.6%87.7%2026-10-19: 77.23%2026-10-20: 75.38%2026-10-21: 76.19%2026-10-22: 80.80%2026-10-23: 81.85%2026-10-26: 84.56%2026-10-27: 82.16%2026-10-28: 86.06%2026-10-29: 84.02%2026-10-30: 65.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.23%
75.38%
76.19%
80.80%
81.85%
84.56%
82.16%
86.06%
84.02%
65.16%