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RF Industries, Ltd. Common Stock RFIL

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Market datapartial · fetched 2026-10-22T21:23:41.335Z

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 · 2026-10-22T20:00:00.392776616Z

FundamentalsAlpha Vantage · unavailable

Share price$6.73
1D-4.1%
AH$6.66$6.81$6.96$7.10$7.255:30 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$0.38$0.80$1.22$1.64$2.06$3.62$5.66$7.71$9.75$11.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RFIL spot · $6.73RFIL PRICE$0.43$0.59$0.75$0.83$0.96$1.08$1.20$1.33$1.45$1.57$1.70$1.82$1.94$0.55$0.57$0.60$0.63$0.65$0.68$0.70$0.73$0.76$0.78$0.81$0.84
PutsExpensive1.42×
CallsExpensive2.87×
SkewBullish-103.02 pp
Implied moveBullish±$1.91
TiltBullish30.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.08268.9%160.1%4.92198.3%35.0%
25Δ16.17286.2%149.1%5.20179.0%31.2%
30Δ15.26303.5%138.0%5.42166.3%28.4%
35Δ12.30267.9%95.1%5.64153.6%25.5%
40Δ11.54254.4%85.7%5.86140.9%22.7%
45Δ10.79240.9%76.3%6.07128.2%19.8%
50Δ10.03227.4%66.9%6.29115.5%17.0%
55Δ9.28214.0%57.6%6.51102.9%14.1%
60Δ8.52200.5%48.2%6.7390.2%11.3%
65Δ7.77187.0%38.8%6.9577.5%8.4%
70Δ7.01173.6%29.4%7.1664.8%5.6%
75Δ6.26160.1%20.0%7.3852.1%2.7%
80Δ5.51146.6%10.7%

20Δ

Calls
Pseudo strike
17.08
IV
268.9%
B/E move
160.1%
Puts
Pseudo strike
4.92
IV
198.3%
B/E move
35.0%

25Δ

Calls
Pseudo strike
16.17
IV
286.2%
B/E move
149.1%
Puts
Pseudo strike
5.20
IV
179.0%
B/E move
31.2%

30Δ

Calls
Pseudo strike
15.26
IV
303.5%
B/E move
138.0%
Puts
Pseudo strike
5.42
IV
166.3%
B/E move
28.4%

35Δ

Calls
Pseudo strike
12.30
IV
267.9%
B/E move
95.1%
Puts
Pseudo strike
5.64
IV
153.6%
B/E move
25.5%

40Δ

Calls
Pseudo strike
11.54
IV
254.4%
B/E move
85.7%
Puts
Pseudo strike
5.86
IV
140.9%
B/E move
22.7%

45Δ

Calls
Pseudo strike
10.79
IV
240.9%
B/E move
76.3%
Puts
Pseudo strike
6.07
IV
128.2%
B/E move
19.8%

50Δ

Calls
Pseudo strike
10.03
IV
227.4%
B/E move
66.9%
Puts
Pseudo strike
6.29
IV
115.5%
B/E move
17.0%

55Δ

Calls
Pseudo strike
9.28
IV
214.0%
B/E move
57.6%
Puts
Pseudo strike
6.51
IV
102.9%
B/E move
14.1%

60Δ

Calls
Pseudo strike
8.52
IV
200.5%
B/E move
48.2%
Puts
Pseudo strike
6.73
IV
90.2%
B/E move
11.3%

65Δ

Calls
Pseudo strike
7.77
IV
187.0%
B/E move
38.8%
Puts
Pseudo strike
6.95
IV
77.5%
B/E move
8.4%

70Δ

Calls
Pseudo strike
7.01
IV
173.6%
B/E move
29.4%
Puts
Pseudo strike
7.16
IV
64.8%
B/E move
5.6%

75Δ

Calls
Pseudo strike
6.26
IV
160.1%
B/E move
20.0%
Puts
Pseudo strike
7.38
IV
52.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
5.51
IV
146.6%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations