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Rambus Inc. Common Stock RMBS

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Market datapartial · fetched 2026-10-22T14:51:44.738Z

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 · 2026-10-22T14:51:15.666115062Z

FundamentalsAlpha Vantage · unavailable

Share price$87.18
1D-1.7%
$86.84$87.68$88.53$89.38$90.235:30 AM6:30 AM9:00 AM1:00 PMRMBS
Sold putSold call

Rambus Inc. Common Stock options

Live interpolated RMBS call and put midpoint premiums by absolute delta.Rambus Inc. Common Stock$1.51$6.79$12.07$17.36$22.64$61.84$76.51$91.17$105.83$120.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RMBS spot · $87.18RMBS PRICE$2.08$2.81$3.52$4.30$5.23$6.04$7.06$8.30$9.61$11.21$13.40$15.09$17.74$2.61$3.47$4.36$5.38$6.48$8.07$9.61$10.64$12.51$13.97$15.22$17.65$21.11
PutsExpensive1.11×
CallsExpensive1.27×
SkewBullish-6.28 pp
Implied moveBearish±$16.67
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.9684.6%28.5%73.5784.2%18.6%
25Δ106.0485.7%24.9%76.6683.1%16.0%
30Δ102.1084.7%21.2%79.5481.9%13.8%
35Δ98.5684.1%18.0%82.1981.3%11.9%
40Δ95.6585.0%15.7%84.7280.6%10.3%
45Δ92.5482.8%13.1%87.2983.3%9.1%
50Δ89.8782.8%11.2%89.9383.8%7.9%
55Δ87.3084.1%9.7%92.2579.8%6.4%
60Δ84.7084.8%8.2%95.0280.3%5.4%
65Δ81.9886.5%6.9%97.4577.6%4.2%
70Δ78.9891.2%6.0%99.6073.5%3.2%
75Δ76.1289.6%4.6%102.7272.9%2.4%
80Δ72.5592.3%3.6%106.7774.4%1.7%

20Δ

Calls
Pseudo strike
109.96
IV
84.6%
B/E move
28.5%
Puts
Pseudo strike
73.57
IV
84.2%
B/E move
18.6%

25Δ

Calls
Pseudo strike
106.04
IV
85.7%
B/E move
24.9%
Puts
Pseudo strike
76.66
IV
83.1%
B/E move
16.0%

30Δ

Calls
Pseudo strike
102.10
IV
84.7%
B/E move
21.2%
Puts
Pseudo strike
79.54
IV
81.9%
B/E move
13.8%

35Δ

Calls
Pseudo strike
98.56
IV
84.1%
B/E move
18.0%
Puts
Pseudo strike
82.19
IV
81.3%
B/E move
11.9%

40Δ

Calls
Pseudo strike
95.65
IV
85.0%
B/E move
15.7%
Puts
Pseudo strike
84.72
IV
80.6%
B/E move
10.3%

45Δ

Calls
Pseudo strike
92.54
IV
82.8%
B/E move
13.1%
Puts
Pseudo strike
87.29
IV
83.3%
B/E move
9.1%

50Δ

Calls
Pseudo strike
89.87
IV
82.8%
B/E move
11.2%
Puts
Pseudo strike
89.93
IV
83.8%
B/E move
7.9%

55Δ

Calls
Pseudo strike
87.30
IV
84.1%
B/E move
9.7%
Puts
Pseudo strike
92.25
IV
79.8%
B/E move
6.4%

60Δ

Calls
Pseudo strike
84.70
IV
84.8%
B/E move
8.2%
Puts
Pseudo strike
95.02
IV
80.3%
B/E move
5.4%

65Δ

Calls
Pseudo strike
81.98
IV
86.5%
B/E move
6.9%
Puts
Pseudo strike
97.45
IV
77.6%
B/E move
4.2%

70Δ

Calls
Pseudo strike
78.98
IV
91.2%
B/E move
6.0%
Puts
Pseudo strike
99.60
IV
73.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
76.12
IV
89.6%
B/E move
4.6%
Puts
Pseudo strike
102.72
IV
72.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
72.55
IV
92.3%
B/E move
3.6%
Puts
Pseudo strike
106.77
IV
74.4%
B/E move
1.7%

Options history

No recorded observations