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Reformation Inc. REF

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Market datapartial · fetched 2026-10-22T14:46:12.398Z

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 · 2026-10-22T14:46:03.138248149Z

FundamentalsAlpha Vantage · unavailable

Share price$14.44
1D+4.0%
$13.83$14.04$14.25$14.45$14.665:30 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.$0.06$2.44$4.82$7.20$9.58$10.09$12.37$14.66$16.94$19.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REF spot · $14.44REF PRICE$0.32$0.42$0.53$0.64$0.75$0.86$1.05$1.28$1.51$1.73$1.96$2.19$0.41$0.55$0.71$0.87$1.03$1.19$1.36$1.61$2.00$2.39$2.79$3.18$8.89
PutsFair0.96×
CallsCheap0.76×
SkewBearish+8.91 pp
Implied moveBearish±$2.41
TiltBearish34.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8776.3%25.9%12.1781.5%18.5%
25Δ17.1875.0%21.9%12.7578.0%15.5%
30Δ16.6873.6%19.2%13.1576.8%13.8%
35Δ16.1872.2%16.5%13.5575.6%12.2%
40Δ15.6870.9%13.8%13.9674.4%10.5%
45Δ15.1769.5%11.0%14.3673.2%8.8%
50Δ14.7569.5%9.4%14.7672.0%7.1%
55Δ14.3670.3%8.3%15.2171.8%5.8%
60Δ13.9771.1%7.2%15.7273.1%5.0%
65Δ13.5971.9%6.1%16.2374.3%4.2%
70Δ13.2072.7%5.0%16.7375.6%3.4%
75Δ12.8273.5%3.9%17.2476.9%2.6%
80Δ22.84151.7%3.4%

20Δ

Calls
Pseudo strike
17.87
IV
76.3%
B/E move
25.9%
Puts
Pseudo strike
12.17
IV
81.5%
B/E move
18.5%

25Δ

Calls
Pseudo strike
17.18
IV
75.0%
B/E move
21.9%
Puts
Pseudo strike
12.75
IV
78.0%
B/E move
15.5%

30Δ

Calls
Pseudo strike
16.68
IV
73.6%
B/E move
19.2%
Puts
Pseudo strike
13.15
IV
76.8%
B/E move
13.8%

35Δ

Calls
Pseudo strike
16.18
IV
72.2%
B/E move
16.5%
Puts
Pseudo strike
13.55
IV
75.6%
B/E move
12.2%

40Δ

Calls
Pseudo strike
15.68
IV
70.9%
B/E move
13.8%
Puts
Pseudo strike
13.96
IV
74.4%
B/E move
10.5%

45Δ

Calls
Pseudo strike
15.17
IV
69.5%
B/E move
11.0%
Puts
Pseudo strike
14.36
IV
73.2%
B/E move
8.8%

50Δ

Calls
Pseudo strike
14.75
IV
69.5%
B/E move
9.4%
Puts
Pseudo strike
14.76
IV
72.0%
B/E move
7.1%

55Δ

Calls
Pseudo strike
14.36
IV
70.3%
B/E move
8.3%
Puts
Pseudo strike
15.21
IV
71.8%
B/E move
5.8%

60Δ

Calls
Pseudo strike
13.97
IV
71.1%
B/E move
7.2%
Puts
Pseudo strike
15.72
IV
73.1%
B/E move
5.0%

65Δ

Calls
Pseudo strike
13.59
IV
71.9%
B/E move
6.1%
Puts
Pseudo strike
16.23
IV
74.3%
B/E move
4.2%

70Δ

Calls
Pseudo strike
13.20
IV
72.7%
B/E move
5.0%
Puts
Pseudo strike
16.73
IV
75.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
12.82
IV
73.5%
B/E move
3.9%
Puts
Pseudo strike
17.24
IV
76.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.84
IV
151.7%
B/E move
3.4%

Options history

No recorded observations