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Repay Holdings Corporation Class A Common Stock RPAY

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Market datapartial · fetched 2026-10-22T23:58:46.626Z

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 · 2026-10-22T20:01:19.57736645Z

FundamentalsAlpha Vantage · unavailable

Share price$4.33
1D+3.8%
AH$4.16$4.21$4.26$4.31$4.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRPAY
Sold putSold callAH

Repay Holdings Corporation Class A Common Stock options

Live interpolated RPAY call and put midpoint premiums by absolute delta.Repay Holdings Corporation Class A Common Stock$0.07$0.93$1.79$2.64$3.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERPAY PRICE$0.17$0.22$0.27$0.31$0.36$0.47$0.60$0.73$0.86$0.99$1.12$1.25$1.38$1.17$1.69$2.21$2.73$3.25
PutsExpensive3.79×
CallsExpensive2.36×
SkewBearish+47.67 pp
Implied move——
TiltBearish11.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.89141.4%63.0%
25Δ6.45137.6%53.9%
30Δ6.00133.7%44.7%
35Δ5.55129.9%35.5%
40Δ5.11126.1%26.3%
45Δ4.83123.8%22.5%
50Δ4.61122.0%20.5%
55Δ4.39120.2%18.4%5.02150.6%11.0%
60Δ4.17118.3%16.3%5.60161.0%9.7%
65Δ3.95116.5%14.2%6.18171.4%8.4%
70Δ3.73114.7%12.1%6.76181.8%7.0%
75Δ3.51112.9%10.0%7.34192.2%5.7%
80Δ3.29111.0%7.9%

20Δ

Calls
Pseudo strike
6.89
IV
141.4%
B/E move
63.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.45
IV
137.6%
B/E move
53.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.00
IV
133.7%
B/E move
44.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.55
IV
129.9%
B/E move
35.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.11
IV
126.1%
B/E move
26.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.83
IV
123.8%
B/E move
22.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.61
IV
122.0%
B/E move
20.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.39
IV
120.2%
B/E move
18.4%
Puts
Pseudo strike
5.02
IV
150.6%
B/E move
11.0%

60Δ

Calls
Pseudo strike
4.17
IV
118.3%
B/E move
16.3%
Puts
Pseudo strike
5.60
IV
161.0%
B/E move
9.7%

65Δ

Calls
Pseudo strike
3.95
IV
116.5%
B/E move
14.2%
Puts
Pseudo strike
6.18
IV
171.4%
B/E move
8.4%

70Δ

Calls
Pseudo strike
3.73
IV
114.7%
B/E move
12.1%
Puts
Pseudo strike
6.76
IV
181.8%
B/E move
7.0%

75Δ

Calls
Pseudo strike
3.51
IV
112.9%
B/E move
10.0%
Puts
Pseudo strike
7.34
IV
192.2%
B/E move
5.7%

80Δ

Calls
Pseudo strike
3.29
IV
111.0%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations