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Rithm Capital Corp. RITM

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Market datapartial · fetched 2026-10-23T16:41:39.347Z

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 · 2026-10-23T16:41:39.009181195Z

FundamentalsAlpha Vantage · unavailable

Share price$9.24
1D-0.3%
$9.04$9.15$9.25$9.35$9.465:30 AM6:30 AM9:00 AM1:00 PMRITM
Sold putSold call

Rithm Capital Corp. options

Live interpolated RITM call and put midpoint premiums by absolute delta.Rithm Capital Corp.$0.10$0.83$1.55$2.28$3.01$6.95$8.24$9.53$10.83$12.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RITM spot · $9.23RITM PRICE$0.20$0.55$0.53$0.51$0.49$0.48$0.46$0.44$0.43$0.41$0.53$0.81$1.09$0.27$0.22$0.18$0.26$0.54$0.82$1.10$1.39$1.67$1.95$2.23$2.52$2.80
PutsExpensive1.42×
CallsExpensive1.87×
SkewBullish-23.29 pp
Implied moveBearish±$1.56
TiltBearish39.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.5874.0%27.6%6.44164.0%33.2%
25Δ15.78192.5%76.8%7.41111.3%22.1%
30Δ14.99172.8%68.0%8.3958.5%11.0%
35Δ14.19153.1%59.2%9.1228.3%4.1%
40Δ13.39133.4%50.4%9.4234.8%3.8%
45Δ12.60113.7%41.6%9.7341.2%3.6%
50Δ11.8094.0%32.8%10.0347.6%3.3%
55Δ11.0174.3%24.0%10.3454.1%3.1%
60Δ10.2154.6%15.2%10.6460.5%2.8%
65Δ9.4234.9%6.4%10.9566.9%2.6%
70Δ8.8628.7%1.7%11.2573.4%2.3%
75Δ8.5837.4%1.7%11.5679.8%2.1%
80Δ8.2946.0%1.6%11.8686.3%1.8%

20Δ

Calls
Pseudo strike
11.58
IV
74.0%
B/E move
27.6%
Puts
Pseudo strike
6.44
IV
164.0%
B/E move
33.2%

25Δ

Calls
Pseudo strike
15.78
IV
192.5%
B/E move
76.8%
Puts
Pseudo strike
7.41
IV
111.3%
B/E move
22.1%

30Δ

Calls
Pseudo strike
14.99
IV
172.8%
B/E move
68.0%
Puts
Pseudo strike
8.39
IV
58.5%
B/E move
11.0%

35Δ

Calls
Pseudo strike
14.19
IV
153.1%
B/E move
59.2%
Puts
Pseudo strike
9.12
IV
28.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
13.39
IV
133.4%
B/E move
50.4%
Puts
Pseudo strike
9.42
IV
34.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
12.60
IV
113.7%
B/E move
41.6%
Puts
Pseudo strike
9.73
IV
41.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
11.80
IV
94.0%
B/E move
32.8%
Puts
Pseudo strike
10.03
IV
47.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
11.01
IV
74.3%
B/E move
24.0%
Puts
Pseudo strike
10.34
IV
54.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
10.21
IV
54.6%
B/E move
15.2%
Puts
Pseudo strike
10.64
IV
60.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
9.42
IV
34.9%
B/E move
6.4%
Puts
Pseudo strike
10.95
IV
66.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
8.86
IV
28.7%
B/E move
1.7%
Puts
Pseudo strike
11.25
IV
73.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
8.58
IV
37.4%
B/E move
1.7%
Puts
Pseudo strike
11.56
IV
79.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
8.29
IV
46.0%
B/E move
1.6%
Puts
Pseudo strike
11.86
IV
86.3%
B/E move
1.8%

Options history

No recorded observations