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RF Industries, Ltd. Common Stock RFIL

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Market datapartial · fetched 2026-10-22T22:45:51.247Z

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 · 2026-10-22T21:59:05.933606608Z

FundamentalsAlpha Vantage · unavailable

Share price$6.65
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$0.81$1.25$1.68$2.12$3.54$5.59$7.65$9.71$11.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RFIL spot · $6.65RFIL PRICE$0.42$0.59$0.75$0.83$0.96$1.09$1.22$1.35$1.48$1.61$1.74$1.86$1.99$0.55$0.57$0.59$0.61$0.63$0.65$0.67$0.69$0.72$0.74$0.76$0.78$0.80
PutsExpensive1.47×
CallsExpensive2.94×
SkewBullish-107.39 pp
Implied moveBullish±$1.89
TiltBullish28.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.09272.1%163.5%4.83205.4%35.7%
25Δ16.19289.7%152.4%5.14178.6%31.1%
30Δ15.28307.3%141.2%5.32167.4%28.8%
35Δ12.30272.5%97.5%5.50156.2%26.5%
40Δ11.51259.4%87.6%5.67145.0%24.1%
45Δ10.72246.3%77.7%5.85133.8%21.8%
50Δ9.93233.3%67.7%6.03122.6%19.4%
55Δ9.14220.2%57.8%6.20111.4%17.1%
60Δ8.35207.1%47.9%6.38100.2%14.8%
65Δ7.56194.0%38.0%6.5689.0%12.4%
70Δ6.77181.0%28.0%6.7377.8%10.1%
75Δ5.99167.9%18.1%6.9166.6%7.8%
80Δ5.20154.8%8.2%7.0955.4%5.4%

20Δ

Calls
Pseudo strike
17.09
IV
272.1%
B/E move
163.5%
Puts
Pseudo strike
4.83
IV
205.4%
B/E move
35.7%

25Δ

Calls
Pseudo strike
16.19
IV
289.7%
B/E move
152.4%
Puts
Pseudo strike
5.14
IV
178.6%
B/E move
31.1%

30Δ

Calls
Pseudo strike
15.28
IV
307.3%
B/E move
141.2%
Puts
Pseudo strike
5.32
IV
167.4%
B/E move
28.8%

35Δ

Calls
Pseudo strike
12.30
IV
272.5%
B/E move
97.5%
Puts
Pseudo strike
5.50
IV
156.2%
B/E move
26.5%

40Δ

Calls
Pseudo strike
11.51
IV
259.4%
B/E move
87.6%
Puts
Pseudo strike
5.67
IV
145.0%
B/E move
24.1%

45Δ

Calls
Pseudo strike
10.72
IV
246.3%
B/E move
77.7%
Puts
Pseudo strike
5.85
IV
133.8%
B/E move
21.8%

50Δ

Calls
Pseudo strike
9.93
IV
233.3%
B/E move
67.7%
Puts
Pseudo strike
6.03
IV
122.6%
B/E move
19.4%

55Δ

Calls
Pseudo strike
9.14
IV
220.2%
B/E move
57.8%
Puts
Pseudo strike
6.20
IV
111.4%
B/E move
17.1%

60Δ

Calls
Pseudo strike
8.35
IV
207.1%
B/E move
47.9%
Puts
Pseudo strike
6.38
IV
100.2%
B/E move
14.8%

65Δ

Calls
Pseudo strike
7.56
IV
194.0%
B/E move
38.0%
Puts
Pseudo strike
6.56
IV
89.0%
B/E move
12.4%

70Δ

Calls
Pseudo strike
6.77
IV
181.0%
B/E move
28.0%
Puts
Pseudo strike
6.73
IV
77.8%
B/E move
10.1%

75Δ

Calls
Pseudo strike
5.99
IV
167.9%
B/E move
18.1%
Puts
Pseudo strike
6.91
IV
66.6%
B/E move
7.8%

80Δ

Calls
Pseudo strike
5.20
IV
154.8%
B/E move
8.2%
Puts
Pseudo strike
7.09
IV
55.4%
B/E move
5.4%

Options history

No recorded observations