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Rithm Capital Corp. RITM

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-13T01:54:00.424Z

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 · 2026-11-13T00:57:58.150739776Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:54:00.060499+00:00

Share price$9.06
1D-1.6%
AH$8.98$9.05$9.11$9.17$9.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRITM
Sold putSold callAH

Rithm Capital Corp. options

Live interpolated RITM call and put midpoint premiums by absolute delta.Rithm Capital Corp.$0.00$0.60$1.20$1.81$2.41$8.22$8.63$9.05$9.46$9.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 RITM spot · $9.06RITM PRICE$0.06$0.07$0.09$0.10$0.12$0.13$0.15$0.16$0.27$0.55$0.83$1.11$1.39$1.67$1.95$2.24
Puts——
Calls——
Skew——
Implied moveBearish±$0.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.7743.1%8.5%
25Δ9.6740.9%7.6%
30Δ9.5738.7%6.6%
35Δ9.4736.5%5.7%
40Δ9.3734.3%4.8%
45Δ9.2732.0%3.8%9.1534.0%1.9%
50Δ9.1729.8%2.9%9.4543.1%1.8%
55Δ9.0727.6%1.9%9.7452.2%1.6%
60Δ10.0461.3%1.5%
65Δ10.3470.3%1.3%
70Δ10.6379.4%1.1%
75Δ10.9388.5%1.0%
80Δ11.2297.6%0.8%

20Δ

Calls
Pseudo strike
9.77
IV
43.1%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.67
IV
40.9%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.57
IV
38.7%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.47
IV
36.5%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.37
IV
34.3%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.27
IV
32.0%
B/E move
3.8%
Puts
Pseudo strike
9.15
IV
34.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
9.17
IV
29.8%
B/E move
2.9%
Puts
Pseudo strike
9.45
IV
43.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
9.07
IV
27.6%
B/E move
1.9%
Puts
Pseudo strike
9.74
IV
52.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.04
IV
61.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.34
IV
70.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.63
IV
79.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.93
IV
88.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.22
IV
97.6%
B/E move
0.8%

Options history

IV · four-Friday blend38.74%
Daily EOD
RITM34.9%39.0%43.0%2026-10-19: 37.27%2026-10-21: 42.48%2026-10-22: 35.48%2026-10-26: 38.74%Oct 19Oct 21Oct 26
4 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
37.27%
42.48%
35.48%
38.74%