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Richardson Electronics, Ltd. Common Stock RELL

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-11-12T00:54:28.813Z

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 · 2026-11-11T21:00:01.516046322Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T00:52:53.489609+00:00

Share price$20.12
1D-0.6%
AH$19.58$19.90$20.22$20.53$20.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRELL
Sold putSold callAH

Richardson Electronics, Ltd. Common Stock options

Live interpolated RELL call and put midpoint premiums by absolute delta.Richardson Electronics, Ltd. Common Stock$0.31$1.14$1.96$2.78$3.61$15.43$17.58$19.74$21.89$24.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive RELL spot · $20.12RELL PRICE$0.40$0.54$0.68$0.82$0.95$1.09$1.24$1.50$1.76$2.02$2.28$2.54$0.62$0.78$0.94$1.09$1.25$1.51$1.78$2.04$2.31$2.57$2.87$3.37
Puts——
Calls——
Skew——
Implied moveBearish±$2.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ22.3588.1%13.1%17.98118.9%13.7%
30Δ21.9688.7%11.8%18.49115.4%12.0%
35Δ21.5689.4%10.5%18.99112.0%10.3%
40Δ21.1790.0%9.3%19.49108.6%8.5%
45Δ20.7790.7%8.0%20.00105.1%6.8%
50Δ20.3891.3%6.7%20.42103.7%6.0%
55Δ19.9891.9%5.5%20.85102.3%5.2%
60Δ19.5891.4%4.8%21.28101.0%4.4%
65Δ19.1890.9%4.1%21.7199.6%3.6%
70Δ18.7890.3%3.4%22.1498.2%2.8%
75Δ18.3889.8%2.7%22.5996.4%2.0%
80Δ17.9889.3%2.0%23.1892.0%1.5%

20Δ

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

25Δ

Calls
Pseudo strike
22.35
IV
88.1%
B/E move
13.1%
Puts
Pseudo strike
17.98
IV
118.9%
B/E move
13.7%

30Δ

Calls
Pseudo strike
21.96
IV
88.7%
B/E move
11.8%
Puts
Pseudo strike
18.49
IV
115.4%
B/E move
12.0%

35Δ

Calls
Pseudo strike
21.56
IV
89.4%
B/E move
10.5%
Puts
Pseudo strike
18.99
IV
112.0%
B/E move
10.3%

40Δ

Calls
Pseudo strike
21.17
IV
90.0%
B/E move
9.3%
Puts
Pseudo strike
19.49
IV
108.6%
B/E move
8.5%

45Δ

Calls
Pseudo strike
20.77
IV
90.7%
B/E move
8.0%
Puts
Pseudo strike
20.00
IV
105.1%
B/E move
6.8%

50Δ

Calls
Pseudo strike
20.38
IV
91.3%
B/E move
6.7%
Puts
Pseudo strike
20.42
IV
103.7%
B/E move
6.0%

55Δ

Calls
Pseudo strike
19.98
IV
91.9%
B/E move
5.5%
Puts
Pseudo strike
20.85
IV
102.3%
B/E move
5.2%

60Δ

Calls
Pseudo strike
19.58
IV
91.4%
B/E move
4.8%
Puts
Pseudo strike
21.28
IV
101.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
19.18
IV
90.9%
B/E move
4.1%
Puts
Pseudo strike
21.71
IV
99.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
18.78
IV
90.3%
B/E move
3.4%
Puts
Pseudo strike
22.14
IV
98.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
18.38
IV
89.8%
B/E move
2.7%
Puts
Pseudo strike
22.59
IV
96.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
17.98
IV
89.3%
B/E move
2.0%
Puts
Pseudo strike
23.18
IV
92.0%
B/E move
1.5%

Options history

IV · four-Friday blend78.86%
Daily EOD
RELL72.3%75.8%79.3%2026-10-19: 76.27%2026-10-20: 75.57%2026-10-21: 73.88%2026-10-22: 72.78%2026-10-23: 76.77%2026-10-26: 78.75%2026-10-27: 76.53%2026-10-28: 75.65%2026-10-29: 74.02%2026-10-30: 78.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.27%
75.57%
73.88%
72.78%
76.77%
78.75%
76.53%
75.65%
74.02%
78.86%