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Rambus Inc. Common Stock RMBS

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Market dataready · fetched 2026-11-12T02:56:19.728Z

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 · 2026-11-11T23:15:33.564187241Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:56:19.343506+00:00

Share price$84.50
1D-0.7%
AH$84$85$86$87$885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRMBS
Sold putSold callAH

Rambus Inc. Common Stock options

Live interpolated RMBS call and put midpoint premiums by absolute delta.Rambus Inc. Common Stock$0.75$4.06$7.38$10.69$14.00$65.16$74.67$84.18$93.69$103.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RMBS spot · $84.50RMBS PRICE$1.11$1.55$1.95$2.37$2.91$3.50$4.15$4.99$5.91$6.94$8.48$10.49$13.04$1.27$1.63$2.00$2.43$2.92$3.64$4.31$4.72$5.13$5.85$6.62$7.41$8.19
PutsCheap0.60×
CallsCheap0.78×
SkewBullish-19.60 pp
Implied moveBalanced±$8.46
TiltBullish9.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.5478.4%13.2%76.4780.0%11.0%
25Δ93.0982.4%12.0%78.3077.2%9.3%
30Δ91.3382.3%10.4%80.0974.4%7.6%
35Δ89.5580.8%8.8%81.4372.7%6.5%
40Δ88.1382.2%7.7%82.7471.7%5.5%
45Δ86.7383.5%6.8%83.9674.1%4.9%
50Δ85.3384.7%5.9%85.1675.5%4.3%
55Δ83.8887.5%5.2%86.2471.1%3.5%
60Δ82.4190.8%4.5%87.3266.8%2.7%
65Δ80.7992.7%3.8%88.4865.3%2.2%
70Δ78.7798.3%3.3%89.6664.3%1.7%
75Δ76.38107.4%2.8%90.7962.1%1.3%
80Δ73.43118.5%2.3%91.9259.4%0.9%

20Δ

Calls
Pseudo strike
94.54
IV
78.4%
B/E move
13.2%
Puts
Pseudo strike
76.47
IV
80.0%
B/E move
11.0%

25Δ

Calls
Pseudo strike
93.09
IV
82.4%
B/E move
12.0%
Puts
Pseudo strike
78.30
IV
77.2%
B/E move
9.3%

30Δ

Calls
Pseudo strike
91.33
IV
82.3%
B/E move
10.4%
Puts
Pseudo strike
80.09
IV
74.4%
B/E move
7.6%

35Δ

Calls
Pseudo strike
89.55
IV
80.8%
B/E move
8.8%
Puts
Pseudo strike
81.43
IV
72.7%
B/E move
6.5%

40Δ

Calls
Pseudo strike
88.13
IV
82.2%
B/E move
7.7%
Puts
Pseudo strike
82.74
IV
71.7%
B/E move
5.5%

45Δ

Calls
Pseudo strike
86.73
IV
83.5%
B/E move
6.8%
Puts
Pseudo strike
83.96
IV
74.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
85.33
IV
84.7%
B/E move
5.9%
Puts
Pseudo strike
85.16
IV
75.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
83.88
IV
87.5%
B/E move
5.2%
Puts
Pseudo strike
86.24
IV
71.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
82.41
IV
90.8%
B/E move
4.5%
Puts
Pseudo strike
87.32
IV
66.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
80.79
IV
92.7%
B/E move
3.8%
Puts
Pseudo strike
88.48
IV
65.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
78.77
IV
98.3%
B/E move
3.3%
Puts
Pseudo strike
89.66
IV
64.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
76.38
IV
107.4%
B/E move
2.8%
Puts
Pseudo strike
90.79
IV
62.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
73.43
IV
118.5%
B/E move
2.3%
Puts
Pseudo strike
91.92
IV
59.4%
B/E move
0.9%

Options history

IV · four-Friday blend66.28%
Daily EOD
RMBS62.0%68.8%75.6%2026-10-19: 69.76%2026-10-20: 70.70%2026-10-21: 71.18%2026-10-22: 74.66%2026-10-23: 74.53%2026-10-26: 74.27%2026-10-27: 65.85%2026-10-28: 62.97%2026-10-29: 63.56%2026-10-30: 66.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
69.76%
70.70%
71.18%
74.66%
74.53%
74.27%
65.85%
62.97%
63.56%
66.28%