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TheRealReal Inc REAL

CONSUMER CYCLICAL · LUXURY GOODS
i

Market dataready · fetched 2026-10-22T23:52:42.980Z

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 · 2026-10-22T22:18:13.130431513Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:50:23.789536+00:00

Share price$10.50
1D+0.8%
AH$10.34$10.44$10.53$10.62$10.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREAL
Sold putSold callAH

TheRealReal Inc options

Live interpolated REAL call and put midpoint premiums by absolute delta.TheRealReal Inc$0.11$1.83$3.54$5.25$6.96$7.09$8.84$10.58$12.33$14.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REAL spot · $10.50REAL PRICE$0.30$0.39$0.48$0.61$0.76$0.91$1.05$1.20$1.34$1.56$1.86$2.16$2.46$0.38$0.49$0.60$0.71$0.90$1.13$1.37$1.60$1.84$2.08$2.31$4.11$6.47
PutsExpensive1.46×
CallsExpensive1.35×
SkewBullish-5.55 pp
Implied moveBearish±$2.42
TiltBearish22.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.0698.7%36.7%8.5789.4%22.0%
25Δ13.3697.8%30.9%8.9988.5%19.0%
30Δ12.6696.9%25.1%9.4287.7%16.0%
35Δ12.2097.1%22.0%9.8486.8%13.0%
40Δ11.8097.5%19.6%10.2386.7%11.2%
45Δ11.4097.9%17.2%10.5987.0%9.9%
50Δ11.0198.3%14.9%10.9587.2%8.7%
55Δ10.6198.7%12.5%11.3187.5%7.5%
60Δ10.2299.2%10.1%11.6887.8%6.3%
65Δ9.8099.2%8.2%12.0488.0%5.1%
70Δ9.3798.9%6.9%12.4088.3%3.9%
75Δ8.9398.6%5.7%14.27107.2%3.2%
80Δ8.5098.3%4.4%16.69132.9%2.6%

20Δ

Calls
Pseudo strike
14.06
IV
98.7%
B/E move
36.7%
Puts
Pseudo strike
8.57
IV
89.4%
B/E move
22.0%

25Δ

Calls
Pseudo strike
13.36
IV
97.8%
B/E move
30.9%
Puts
Pseudo strike
8.99
IV
88.5%
B/E move
19.0%

30Δ

Calls
Pseudo strike
12.66
IV
96.9%
B/E move
25.1%
Puts
Pseudo strike
9.42
IV
87.7%
B/E move
16.0%

35Δ

Calls
Pseudo strike
12.20
IV
97.1%
B/E move
22.0%
Puts
Pseudo strike
9.84
IV
86.8%
B/E move
13.0%

40Δ

Calls
Pseudo strike
11.80
IV
97.5%
B/E move
19.6%
Puts
Pseudo strike
10.23
IV
86.7%
B/E move
11.2%

45Δ

Calls
Pseudo strike
11.40
IV
97.9%
B/E move
17.2%
Puts
Pseudo strike
10.59
IV
87.0%
B/E move
9.9%

50Δ

Calls
Pseudo strike
11.01
IV
98.3%
B/E move
14.9%
Puts
Pseudo strike
10.95
IV
87.2%
B/E move
8.7%

55Δ

Calls
Pseudo strike
10.61
IV
98.7%
B/E move
12.5%
Puts
Pseudo strike
11.31
IV
87.5%
B/E move
7.5%

60Δ

Calls
Pseudo strike
10.22
IV
99.2%
B/E move
10.1%
Puts
Pseudo strike
11.68
IV
87.8%
B/E move
6.3%

65Δ

Calls
Pseudo strike
9.80
IV
99.2%
B/E move
8.2%
Puts
Pseudo strike
12.04
IV
88.0%
B/E move
5.1%

70Δ

Calls
Pseudo strike
9.37
IV
98.9%
B/E move
6.9%
Puts
Pseudo strike
12.40
IV
88.3%
B/E move
3.9%

75Δ

Calls
Pseudo strike
8.93
IV
98.6%
B/E move
5.7%
Puts
Pseudo strike
14.27
IV
107.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
8.50
IV
98.3%
B/E move
4.4%
Puts
Pseudo strike
16.69
IV
132.9%
B/E move
2.6%

Options history

No recorded observations