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Rambus Inc. Common Stock RMBS

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Market datapartial · fetched 2026-10-22T15:51:07.824Z

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 · 2026-10-22T15:50:35.409479712Z

FundamentalsAlpha Vantage · unavailable

Share price$86.61
1D-2.3%
$85$86$88$89$905:30 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$1.40$7.53$13.65$19.77$25.90$59.94$75.13$90.32$105.51$120.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RMBS spot · $86.61RMBS PRICE$2.06$2.75$3.47$4.24$5.03$6.09$7.06$8.14$9.35$10.69$12.27$13.86$16.23$2.70$3.62$4.67$5.63$6.91$8.38$9.86$11.39$13.13$14.65$17.38$20.57$24.13
PutsExpensive1.18×
CallsExpensive1.22×
SkewBearish+1.83 pp
Implied moveBearish±$16.92
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.1584.1%28.4%72.7786.7%19.1%
25Δ105.0084.7%24.4%75.8686.8%16.6%
30Δ101.2183.9%20.9%78.6987.0%14.5%
35Δ97.7783.3%17.8%81.5085.2%12.4%
40Δ94.5981.9%15.0%84.1685.6%10.8%
45Δ92.0884.2%13.3%86.8186.5%9.4%
50Δ89.3283.3%11.3%89.4886.1%8.1%
55Δ86.7082.7%9.5%92.1485.0%6.8%
60Δ84.1682.7%8.0%94.8984.2%5.6%
65Δ81.6082.4%6.6%97.4281.3%4.4%
70Δ78.9982.6%5.4%100.8982.4%3.6%
75Δ76.3881.4%4.2%104.7883.8%2.8%
80Δ73.1583.4%3.2%109.0383.7%2.0%

20Δ

Calls
Pseudo strike
109.15
IV
84.1%
B/E move
28.4%
Puts
Pseudo strike
72.77
IV
86.7%
B/E move
19.1%

25Δ

Calls
Pseudo strike
105.00
IV
84.7%
B/E move
24.4%
Puts
Pseudo strike
75.86
IV
86.8%
B/E move
16.6%

30Δ

Calls
Pseudo strike
101.21
IV
83.9%
B/E move
20.9%
Puts
Pseudo strike
78.69
IV
87.0%
B/E move
14.5%

35Δ

Calls
Pseudo strike
97.77
IV
83.3%
B/E move
17.8%
Puts
Pseudo strike
81.50
IV
85.2%
B/E move
12.4%

40Δ

Calls
Pseudo strike
94.59
IV
81.9%
B/E move
15.0%
Puts
Pseudo strike
84.16
IV
85.6%
B/E move
10.8%

45Δ

Calls
Pseudo strike
92.08
IV
84.2%
B/E move
13.3%
Puts
Pseudo strike
86.81
IV
86.5%
B/E move
9.4%

50Δ

Calls
Pseudo strike
89.32
IV
83.3%
B/E move
11.3%
Puts
Pseudo strike
89.48
IV
86.1%
B/E move
8.1%

55Δ

Calls
Pseudo strike
86.70
IV
82.7%
B/E move
9.5%
Puts
Pseudo strike
92.14
IV
85.0%
B/E move
6.8%

60Δ

Calls
Pseudo strike
84.16
IV
82.7%
B/E move
8.0%
Puts
Pseudo strike
94.89
IV
84.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
81.60
IV
82.4%
B/E move
6.6%
Puts
Pseudo strike
97.42
IV
81.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
78.99
IV
82.6%
B/E move
5.4%
Puts
Pseudo strike
100.89
IV
82.4%
B/E move
3.6%

75Δ

Calls
Pseudo strike
76.38
IV
81.4%
B/E move
4.2%
Puts
Pseudo strike
104.78
IV
83.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
73.15
IV
83.4%
B/E move
3.2%
Puts
Pseudo strike
109.03
IV
83.7%
B/E move
2.0%

Options history

No recorded observations