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Rithm Capital Corp. RITM

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-23T17:43:04.977Z

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 · 2026-10-23T17:42:58.662228153Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:37:47.939733+00:00

Share price$9.22
1D-0.4%
$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.$0.11$0.81$1.52$2.23$2.94$6.96$8.24$9.52$10.80$12.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RITM spot · $9.21RITM PRICE$0.22$0.55$0.53$0.52$0.50$0.48$0.47$0.45$0.44$0.44$0.69$0.94$1.19$0.27$0.23$0.18$0.22$0.50$0.78$1.06$1.34$1.62$1.90$2.18$2.46$2.74
PutsExpensive1.40×
CallsExpensive1.87×
SkewBullish-24.03 pp
Implied moveBearish±$1.53
TiltBearish35.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.7880.2%30.2%6.36167.5%33.9%
25Δ15.77193.0%77.0%7.32116.0%23.1%
30Δ14.91172.2%67.6%8.2764.6%12.3%
35Δ14.06151.5%58.2%9.0726.6%3.9%
40Δ13.20130.8%48.7%9.3732.8%3.7%
45Δ12.35110.0%39.3%9.6839.0%3.4%
50Δ11.5089.3%29.9%9.9845.2%3.2%
55Δ10.6468.6%20.4%10.2851.4%2.9%
60Δ9.7947.8%11.0%10.5857.6%2.7%
65Δ8.9829.2%2.3%10.8963.8%2.4%
70Δ8.7236.8%2.1%11.1970.0%2.2%
75Δ8.4644.4%2.0%11.4976.2%1.9%
80Δ8.2051.9%1.8%11.8082.4%1.7%

20Δ

Calls
Pseudo strike
11.78
IV
80.2%
B/E move
30.2%
Puts
Pseudo strike
6.36
IV
167.5%
B/E move
33.9%

25Δ

Calls
Pseudo strike
15.77
IV
193.0%
B/E move
77.0%
Puts
Pseudo strike
7.32
IV
116.0%
B/E move
23.1%

30Δ

Calls
Pseudo strike
14.91
IV
172.2%
B/E move
67.6%
Puts
Pseudo strike
8.27
IV
64.6%
B/E move
12.3%

35Δ

Calls
Pseudo strike
14.06
IV
151.5%
B/E move
58.2%
Puts
Pseudo strike
9.07
IV
26.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
13.20
IV
130.8%
B/E move
48.7%
Puts
Pseudo strike
9.37
IV
32.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
12.35
IV
110.0%
B/E move
39.3%
Puts
Pseudo strike
9.68
IV
39.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
11.50
IV
89.3%
B/E move
29.9%
Puts
Pseudo strike
9.98
IV
45.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
10.64
IV
68.6%
B/E move
20.4%
Puts
Pseudo strike
10.28
IV
51.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
9.79
IV
47.8%
B/E move
11.0%
Puts
Pseudo strike
10.58
IV
57.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
8.98
IV
29.2%
B/E move
2.3%
Puts
Pseudo strike
10.89
IV
63.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
8.72
IV
36.8%
B/E move
2.1%
Puts
Pseudo strike
11.19
IV
70.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
8.46
IV
44.4%
B/E move
2.0%
Puts
Pseudo strike
11.49
IV
76.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
8.20
IV
51.9%
B/E move
1.8%
Puts
Pseudo strike
11.80
IV
82.4%
B/E move
1.7%

Options history

No recorded observations