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Richardson Electronics, Ltd. Common Stock RELL

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Market datapartial · fetched 2026-10-22T23:45:58.693Z

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 · 2026-10-22T22:05:59.496240511Z

FundamentalsAlpha Vantage · unavailable

Share price$17.55
1D-7.3%
AH$17.21$17.66$18.10$18.55$19.005:30 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$0.33$1.26$2.19$3.12$4.05$11.36$14.50$17.65$20.79$23.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RELL spot · $17.55RELL PRICE$0.70$0.92$0.86$1.17$1.31$1.44$1.57$1.70$2.01$2.35$2.69$3.03$3.78$0.43$0.57$0.70$0.84$0.98$1.12$1.50$1.89$2.28$2.67
PutsCheap0.65×
CallsFair1.02×
SkewBullish-39.18 pp
Implied moveBullish±$3.08
TiltBullish28.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.00141.4%57.9%15.1769.3%16.0%
25Δ25.55148.0%50.8%15.6467.5%14.1%
30Δ21.53105.2%27.6%16.1065.7%12.3%
35Δ21.73122.7%30.5%16.5663.9%10.4%
40Δ20.71113.7%25.5%17.0362.0%8.6%
45Δ19.69104.6%20.4%17.4960.2%6.7%
50Δ18.6795.6%15.4%18.0062.9%6.0%
55Δ17.6586.6%10.3%18.5165.6%5.3%
60Δ17.0285.8%8.5%19.0268.4%4.6%
65Δ16.4686.4%7.2%19.5471.1%3.9%
70Δ15.8987.1%5.9%
75Δ15.3387.8%4.6%
80Δ14.4198.1%3.7%

20Δ

Calls
Pseudo strike
27.00
IV
141.4%
B/E move
57.9%
Puts
Pseudo strike
15.17
IV
69.3%
B/E move
16.0%

25Δ

Calls
Pseudo strike
25.55
IV
148.0%
B/E move
50.8%
Puts
Pseudo strike
15.64
IV
67.5%
B/E move
14.1%

30Δ

Calls
Pseudo strike
21.53
IV
105.2%
B/E move
27.6%
Puts
Pseudo strike
16.10
IV
65.7%
B/E move
12.3%

35Δ

Calls
Pseudo strike
21.73
IV
122.7%
B/E move
30.5%
Puts
Pseudo strike
16.56
IV
63.9%
B/E move
10.4%

40Δ

Calls
Pseudo strike
20.71
IV
113.7%
B/E move
25.5%
Puts
Pseudo strike
17.03
IV
62.0%
B/E move
8.6%

45Δ

Calls
Pseudo strike
19.69
IV
104.6%
B/E move
20.4%
Puts
Pseudo strike
17.49
IV
60.2%
B/E move
6.7%

50Δ

Calls
Pseudo strike
18.67
IV
95.6%
B/E move
15.4%
Puts
Pseudo strike
18.00
IV
62.9%
B/E move
6.0%

55Δ

Calls
Pseudo strike
17.65
IV
86.6%
B/E move
10.3%
Puts
Pseudo strike
18.51
IV
65.6%
B/E move
5.3%

60Δ

Calls
Pseudo strike
17.02
IV
85.8%
B/E move
8.5%
Puts
Pseudo strike
19.02
IV
68.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
16.46
IV
86.4%
B/E move
7.2%
Puts
Pseudo strike
19.54
IV
71.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
15.89
IV
87.1%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.33
IV
87.8%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.41
IV
98.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations