IntraAlpha
Create free account Start free

RH RH

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-15T20:02:34.633Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.175747449Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:56:25.165759+00:00

Share price$118.05
1D+4.5%
AH$112$113$115$117$1195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRH
Sold putSold callAH

RH options

Live interpolated RH call and put midpoint premiums by absolute delta.RH$0.29$4.31$8.32$12.34$16.35$108.18$112.99$117.80$122.60$127.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $118.05OPTION PRICELive RH spot · $118.05RH PRICE$1.42$2.41$1.25$1.16$1.34$1.63$2.06$2.28$2.86$5.54$5.53$3.90$5.84$1.52$0.72$1.14$1.56$1.93$2.72$3.65$3.78$3.50$4.33$5.48$7.83$15.19
PutsExpensive1.98×
CallsExpensive1.15×
SkewBearish+8.19 pp
Implied moveBearish±$5.71
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.05219.4%12.2%107.21229.1%10.5%
25Δ131.92282.2%13.8%115.0276.4%3.2%
30Δ122.29114.1%4.7%115.4589.1%3.2%
35Δ120.1481.5%2.8%115.88101.8%3.2%
40Δ119.4077.8%2.3%116.59105.7%2.9%
45Δ118.7578.7%2.0%117.44122.5%2.8%
50Δ118.1685.2%1.8%118.38141.3%2.8%
55Δ117.5781.9%1.5%119.22127.7%2.2%
60Δ116.8188.7%1.4%119.74103.0%1.5%
65Δ114.83151.5%2.0%120.91106.5%1.2%
70Δ114.26134.9%1.5%122.14119.8%1.2%
75Δ114.9480.0%0.7%124.61144.6%1.1%
80Δ112.96103.6%0.6%131.92218.8%1.1%

20Δ

Calls
Pseudo strike
131.05
IV
219.4%
B/E move
12.2%
Puts
Pseudo strike
107.21
IV
229.1%
B/E move
10.5%

25Δ

Calls
Pseudo strike
131.92
IV
282.2%
B/E move
13.8%
Puts
Pseudo strike
115.02
IV
76.4%
B/E move
3.2%

30Δ

Calls
Pseudo strike
122.29
IV
114.1%
B/E move
4.7%
Puts
Pseudo strike
115.45
IV
89.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
120.14
IV
81.5%
B/E move
2.8%
Puts
Pseudo strike
115.88
IV
101.8%
B/E move
3.2%

40Δ

Calls
Pseudo strike
119.40
IV
77.8%
B/E move
2.3%
Puts
Pseudo strike
116.59
IV
105.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
118.75
IV
78.7%
B/E move
2.0%
Puts
Pseudo strike
117.44
IV
122.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
118.16
IV
85.2%
B/E move
1.8%
Puts
Pseudo strike
118.38
IV
141.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
117.57
IV
81.9%
B/E move
1.5%
Puts
Pseudo strike
119.22
IV
127.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
116.81
IV
88.7%
B/E move
1.4%
Puts
Pseudo strike
119.74
IV
103.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
114.83
IV
151.5%
B/E move
2.0%
Puts
Pseudo strike
120.91
IV
106.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
114.26
IV
134.9%
B/E move
1.5%
Puts
Pseudo strike
122.14
IV
119.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
114.94
IV
80.0%
B/E move
0.7%
Puts
Pseudo strike
124.61
IV
144.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
112.96
IV
103.6%
B/E move
0.6%
Puts
Pseudo strike
131.92
IV
218.8%
B/E move
1.1%