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RF Industries, Ltd. Common Stock RFIL

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-11-12T00:48:49.210Z

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 · 2026-11-11T21:00:01.122304896Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T00:48:48.896994+00:00

Share price$7.56
1D+1.3%
AH$7.35$7.42$7.48$7.54$7.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRFIL
Sold putSold callAH

RF Industries, Ltd. Common Stock options

Live interpolated RFIL call and put midpoint premiums by absolute delta.RF Industries, Ltd. Common Stock$0.28$0.79$1.30$1.81$2.32$6.08$6.80$7.52$8.23$8.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RFIL spot · $7.56RFIL PRICE$0.34$0.38$0.42$0.46$0.50$0.53$0.76$1.00$1.23$1.47$1.71$1.94$2.18
Puts——
Calls——
Skew——
Implied moveBearish±$1.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ8.97150.4%23.1%
40Δ8.61137.7%18.9%
45Δ8.25125.1%14.6%7.53114.7%7.3%
50Δ7.89112.4%10.4%7.82118.0%6.6%
55Δ7.5399.8%6.1%8.11121.2%5.9%
60Δ8.41124.5%5.1%
65Δ8.70127.8%4.4%
70Δ8.99131.1%3.7%
75Δ9.28134.4%2.9%
80Δ9.57137.7%2.2%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
8.97
IV
150.4%
B/E move
23.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.61
IV
137.7%
B/E move
18.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.25
IV
125.1%
B/E move
14.6%
Puts
Pseudo strike
7.53
IV
114.7%
B/E move
7.3%

50Δ

Calls
Pseudo strike
7.89
IV
112.4%
B/E move
10.4%
Puts
Pseudo strike
7.82
IV
118.0%
B/E move
6.6%

55Δ

Calls
Pseudo strike
7.53
IV
99.8%
B/E move
6.1%
Puts
Pseudo strike
8.11
IV
121.2%
B/E move
5.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.41
IV
124.5%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.70
IV
127.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.99
IV
131.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.28
IV
134.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.57
IV
137.7%
B/E move
2.2%

Options history

IV · four-Friday blend109.73%
Daily EOD
RFIL87.4%100.7%114.0%2026-10-19: 89.19%2026-10-21: 94.56%2026-10-23: 91.89%2026-10-27: 95.19%2026-10-28: 112.14%2026-10-29: 104.95%2026-10-30: 109.73%Oct 19Oct 27Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
89.19%
94.56%
91.89%
95.19%
112.14%
104.95%
109.73%