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Reformation Inc. REF

CONSUMER CYCLICAL · APPAREL RETAIL
i

Market dataready · fetched 2026-10-22T16:44:00.329Z

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 · 2026-10-22T16:42:27.562753821Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:34:44.000914+00:00

Share price$14.91
1D+7.3%
$13.81$14.10$14.40$14.70$14.995:30 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.$0.16$1.56$2.95$4.34$5.74$10.20$12.63$15.05$17.47$19.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REF spot · $14.91REF PRICE$0.31$0.41$0.54$0.67$0.80$0.93$1.06$1.24$1.49$1.75$2.01$2.26$2.52$0.42$0.58$0.75$0.91$1.07$1.23$1.90$2.76$3.62$4.48$5.33$4.69
PutsExpensive1.05×
CallsCheap0.74×
SkewBearish+18.89 pp
Implied moveBearish±$2.96
TiltBearish26.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.2871.6%24.7%12.7077.8%17.7%
25Δ17.4871.2%20.0%13.1377.3%15.8%
30Δ17.0471.0%17.9%13.5776.7%14.0%
35Δ16.6070.7%15.8%14.0176.1%12.1%
40Δ16.1770.5%13.8%14.4475.5%10.3%
45Δ15.7370.3%11.7%14.8874.9%8.4%
50Δ15.2970.0%9.7%15.6982.5%7.5%
55Δ14.8670.0%8.0%16.6493.2%6.9%
60Δ14.4670.2%7.0%17.59103.8%6.3%
65Δ14.0570.4%6.0%18.54114.4%5.7%
70Δ13.6470.6%4.9%19.49125.0%5.1%
75Δ13.2470.8%3.9%19.1696.9%3.0%
80Δ12.8371.0%2.9%

20Δ

Calls
Pseudo strike
18.28
IV
71.6%
B/E move
24.7%
Puts
Pseudo strike
12.70
IV
77.8%
B/E move
17.7%

25Δ

Calls
Pseudo strike
17.48
IV
71.2%
B/E move
20.0%
Puts
Pseudo strike
13.13
IV
77.3%
B/E move
15.8%

30Δ

Calls
Pseudo strike
17.04
IV
71.0%
B/E move
17.9%
Puts
Pseudo strike
13.57
IV
76.7%
B/E move
14.0%

35Δ

Calls
Pseudo strike
16.60
IV
70.7%
B/E move
15.8%
Puts
Pseudo strike
14.01
IV
76.1%
B/E move
12.1%

40Δ

Calls
Pseudo strike
16.17
IV
70.5%
B/E move
13.8%
Puts
Pseudo strike
14.44
IV
75.5%
B/E move
10.3%

45Δ

Calls
Pseudo strike
15.73
IV
70.3%
B/E move
11.7%
Puts
Pseudo strike
14.88
IV
74.9%
B/E move
8.4%

50Δ

Calls
Pseudo strike
15.29
IV
70.0%
B/E move
9.7%
Puts
Pseudo strike
15.69
IV
82.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
14.86
IV
70.0%
B/E move
8.0%
Puts
Pseudo strike
16.64
IV
93.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
14.46
IV
70.2%
B/E move
7.0%
Puts
Pseudo strike
17.59
IV
103.8%
B/E move
6.3%

65Δ

Calls
Pseudo strike
14.05
IV
70.4%
B/E move
6.0%
Puts
Pseudo strike
18.54
IV
114.4%
B/E move
5.7%

70Δ

Calls
Pseudo strike
13.64
IV
70.6%
B/E move
4.9%
Puts
Pseudo strike
19.49
IV
125.0%
B/E move
5.1%

75Δ

Calls
Pseudo strike
13.24
IV
70.8%
B/E move
3.9%
Puts
Pseudo strike
19.16
IV
96.9%
B/E move
3.0%

80Δ

Calls
Pseudo strike
12.83
IV
71.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations