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Reformation Inc. REF

i

Market dataready · fetched 2026-11-11T15:48:43.540Z

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 · 2026-11-11T15:48:39.845998296Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-11T15:48:43.112270+00:00

Share price$19.10
1D+0.4%
$18.93$19.01$19.10$19.18$19.265:30 AM6:30 AM9:00 AM1:00 PMREF
Sold putSold call

Reformation Inc. options

Live interpolated REF call and put midpoint premiums by absolute delta.Reformation Inc.$0.19$0.60$1.02$1.43$1.84$14.52$16.86$19.21$21.55$23.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 REF spot · $19.10REF PRICE$0.24$0.30$0.37$0.44$0.60$0.76$0.92$1.08$1.24$1.40$1.56$1.72$0.25$0.36$0.47$0.58$0.69$0.80$0.92$1.03$1.14$1.25
Puts——
Calls——
Skew——
Implied moveBalanced±$1.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.5674.2%14.1%17.5568.1%9.4%
25Δ21.0370.8%11.7%17.8267.4%8.6%
30Δ20.4967.5%9.2%18.0866.7%7.8%
35Δ19.9864.5%6.9%18.3566.0%7.0%
40Δ19.7065.4%6.3%18.6165.3%6.2%
45Δ19.4366.2%5.7%18.8864.6%5.4%
50Δ19.1567.1%5.1%19.1463.9%4.6%
55Δ18.8768.0%4.5%19.4163.2%3.8%
60Δ18.6068.8%3.9%19.6762.5%3.0%
65Δ18.3269.7%3.2%19.9461.8%2.2%
70Δ18.0470.6%2.6%
75Δ17.7771.4%2.0%
80Δ

20Δ

Calls
Pseudo strike
21.56
IV
74.2%
B/E move
14.1%
Puts
Pseudo strike
17.55
IV
68.1%
B/E move
9.4%

25Δ

Calls
Pseudo strike
21.03
IV
70.8%
B/E move
11.7%
Puts
Pseudo strike
17.82
IV
67.4%
B/E move
8.6%

30Δ

Calls
Pseudo strike
20.49
IV
67.5%
B/E move
9.2%
Puts
Pseudo strike
18.08
IV
66.7%
B/E move
7.8%

35Δ

Calls
Pseudo strike
19.98
IV
64.5%
B/E move
6.9%
Puts
Pseudo strike
18.35
IV
66.0%
B/E move
7.0%

40Δ

Calls
Pseudo strike
19.70
IV
65.4%
B/E move
6.3%
Puts
Pseudo strike
18.61
IV
65.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
19.43
IV
66.2%
B/E move
5.7%
Puts
Pseudo strike
18.88
IV
64.6%
B/E move
5.4%

50Δ

Calls
Pseudo strike
19.15
IV
67.1%
B/E move
5.1%
Puts
Pseudo strike
19.14
IV
63.9%
B/E move
4.6%

55Δ

Calls
Pseudo strike
18.87
IV
68.0%
B/E move
4.5%
Puts
Pseudo strike
19.41
IV
63.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
18.60
IV
68.8%
B/E move
3.9%
Puts
Pseudo strike
19.67
IV
62.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
18.32
IV
69.7%
B/E move
3.2%
Puts
Pseudo strike
19.94
IV
61.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
18.04
IV
70.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.77
IV
71.4%
B/E move
2.0%
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 blend69.69%
Daily EOD
REF65.7%67.8%70.0%2026-10-19: 66.01%2026-10-20: 66.79%2026-10-21: 66.24%2026-10-22: 68.11%2026-10-23: 67.52%2026-10-26: 68.45%2026-10-27: 67.89%2026-10-28: 67.75%2026-10-29: 67.52%2026-10-30: 69.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.01%
66.79%
66.24%
68.11%
67.52%
68.45%
67.89%
67.75%
67.52%
69.69%